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I think the best way to do this is to get MTK to generate initialization systems and make sure this runs them, then merge

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  • Appropriate tests were added
  • Any code changes were done in a way that does not break public API
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@AayushSabharwal
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Requires SciML/SciMLBase.jl#880

@AayushSabharwal AayushSabharwal changed the title [WIP] feat: support initialize_dae! for SDEIntegrator feat: support initialize_dae! for SDEIntegrator Dec 4, 2024

# Required for initialization, because ODECore._initialize_dae! calls it during
# OverrideInit
OrdinaryDiffEqCore.has_autodiff(::Union{StochasticDiffEqAlgorithm,StochasticDiffEqRODEAlgorithm,StochasticDiffEqJumpAlgorithm}) = false
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This isn't true though, some of the implicit methods have the same autodiff args as the ode solver

@ChrisRackauckas ChrisRackauckas merged commit 71f24ae into SciML:master Dec 11, 2024
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@AayushSabharwal AayushSabharwal deleted the as/override-init branch December 11, 2024 11:53
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