Merge branch 'master' into add-additative-noise-trait

Project.toml

@@ -1,7 +1,7 @@
 name = "SciMLBase"
 uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 authors = ["Chris Rackauckas <accounts@chrisrackauckas.com> and contributors"]
-version = "2.50.5"
+version = "2.52.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

src/alg_traits.jl

@@ -263,3 +263,25 @@ function is not a function of `u`.
 Defaults to false
 """
 requires_additive_noise(alg::AbstractSDEAlgorithm) = false
+
+EnumX.@enumx AlgorithmInterpretation Ito Stratonovich
+
+"""
+ alg_interpretation(alg)
+
+Integral interpolation for the SDE solver algorithm. SDEs solutions depend on the chosen definition of the stochastic integral. In the Ito calculus,
+the left-hand rule is taken, while Stratonovich calculus uses the right-hand rule. Unlike in standard Riemannian integration, these integral rules do
+not converge to the same answer. In the context of a stochastic differential equation, the underlying solution (and its mean, variance, etc.) is dependent
+on the integral rule that is chosen. This trait describes which interpretation the solver algorithm subscribes to, and thus whether the solution should
+be interpreted as the solution to the SDE under the Ito or Stratonovich interpretation.
+
+For more information, see https://oatml.cs.ox.ac.uk/blog/2022/03/22/ito-strat.html as a good high-level explanation.
+
+!!! note
+
+ The expected solution statistics are dependent on this output. Solutions from solvers with different
+ interpretations are expected to have different answers on almost all SDEs without additive noise.
+"""
+function alg_interpretation(alg::AbstractSciMLAlgorithm)
+ error("Algorithm interpretation is not defined for this algorithm. It can be either `AlgorithmInterpretation.Ito` or `AlgorithmInterpretation.Stratonovich`")
+end

src/problems/dae_problems.jl

@@ -2,7 +2,7 @@
 
 Defines an implicit ordinary differential equation (ODE) or
 differential-algebraic equation (DAE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/dae_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/dae_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/dae_types/)
 
 ## Mathematical Specification of an DAE Problem
 

src/problems/dde_problems.jl

@@ -6,7 +6,7 @@ struct StandardDDEProblem end
 @doc doc"""
 
 Defines a delay differential equation (DDE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/dde_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/dde_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/dde_types/)
 
 ## Mathematical Specification of a DDE Problem
 

src/problems/discrete_problems.jl

@@ -4,7 +4,7 @@ const DISCRETE_OUTOFPLACE_DEFAULT = DiscreteFunction{false}((u, p, t) -> u)
 @doc doc"""
 
 Defines a discrete dynamical system problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/)
 
 ## Mathematical Specification of a Discrete Problem
 

src/problems/implicit_discrete_problems.jl

@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a discrete dynamical system problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/)
 
 ## Mathematical Specification of a ImplicitDiscrete Problem
 

src/problems/integral_problems.jl

@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines an integral problem.
-Documentation Page: https://docs.sciml.ai/Integrals/stable/
+Documentation Page: [https://docs.sciml.ai/Integrals/stable/](https://docs.sciml.ai/Integrals/stable/)
 
 ## Mathematical Specification of an Integral Problem
 

src/problems/linear_problems.jl

@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a linear system problem.
-Documentation Page: https://docs.sciml.ai/LinearSolve/stable/basics/LinearProblem/
+Documentation Page: [https://docs.sciml.ai/LinearSolve/stable/basics/LinearProblem/](https://docs.sciml.ai/LinearSolve/stable/basics/LinearProblem/)
 
 ## Mathematical Specification of a Linear Problem
 

src/problems/ode_problems.jl

@@ -6,7 +6,7 @@ struct StandardODEProblem end
 @doc doc"""
 
 Defines an ordinary differential equation (ODE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/ode_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/ode_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/ode_types/)
 
 ## Mathematical Specification of an ODE Problem
 

src/problems/optimization_problems.jl

@@ -3,7 +3,7 @@
 @doc doc"""
 
 Defines an optimization problem.
-Documentation Page: https://docs.sciml.ai/Optimization/stable/API/optimization_problem/
+Documentation Page: [https://docs.sciml.ai/Optimization/stable/API/optimization_problem/](https://docs.sciml.ai/Optimization/stable/API/optimization_problem/)
 
 ## Mathematical Specification of an Optimization Problem
 

src/problems/rode_problems.jl

@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a random ordinary differential equation (RODE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/rode_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/rode_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/rode_types/)
 
 ## Mathematical Specification of a RODE Problem
 

src/problems/sdde_problems.jl

@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a stochastic delay differential equation (SDDE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/sdde_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/sdde_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/sdde_types/)
 
 ## Mathematical Specification of a Stochastic Delay Differential Equation (SDDE) Problem
 

src/problems/sde_problems.jl

@@ -6,7 +6,7 @@ struct StandardSDEProblem end
 @doc doc"""
 
 Defines an stochastic differential equation (SDE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/sde_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/sde_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/sde_types/)
 
 ## Mathematical Specification of a SDE Problem
 

src/solutions/rode_solutions.jl

@@ -51,6 +51,24 @@ struct RODESolution{T, N, uType, uType2, DType, tType, randType, P, A, IType, S,
  seed::UInt64
 end
 
+function ConstructionBase.constructorof(::Type{O}) where {T, N, O <: RODESolution{T, N}}
+ RODESolution{T, N}
+end
+
+function ConstructionBase.setproperties(sol::RODESolution, patch::NamedTuple)
+ u = get(patch, :u, sol.u)
+ N = u === nothing ? 2 : ndims(eltype(u)) + 1
+ T = eltype(eltype(u))
+ patch = merge(getproperties(sol), patch)
+ return RODESolution{
+ T, N, typeof(patch.u), typeof(patch.u_analytic), typeof(patch.errors),
+ typeof(patch.t), typeof(patch.W), typeof(patch.prob), typeof(patch.alg), typeof(patch.interp),
+ typeof(patch.stats), typeof(patch.alg_choice)}(
+ patch.u, patch.u_analytic, patch.errors, patch.t, patch.W,
+ patch.prob, patch.alg, patch.interp, patch.dense, patch.tslocation, patch.stats,
+ patch.alg_choice, patch.retcode, patch.seed)
+end
+
 Base.@propagate_inbounds function Base.getproperty(x::AbstractRODESolution, s::Symbol)
  if s === :destats
  Base.depwarn("`sol.destats` is deprecated. Use `sol.stats` instead.", "sol.destats")

src/utils.jl

@@ -216,15 +216,18 @@ function Base.showerror(io::IO, e::FunctionArgumentsError)
 end
 
 """
- isinplace(f, inplace_param_number[,fname="f"])
+ isinplace(f, inplace_param_number, fname = "f", iip_preferred = true;
+ has_two_dispatches = true,
+ outofplace_param_number = inplace_param_number - 1)
  isinplace(f::AbstractSciMLFunction[, inplace_param_number])
 
 Check whether a function operates in place by comparing its number of arguments
 to the expected number. If `f` is an `AbstractSciMLFunction`, then the type
 parameter is assumed to be correct and is used. Otherwise `inplace_param_number`
 is checked against the methods table, where `inplace_param_number` is the number
 of arguments for the in-place dispatch. The out-of-place dispatch is assumed
-to have one less. If neither of these dispatches exist, an error is thrown.
+to have `outofplace_param_number` parameters (one less than the inplace version
+by default). If neither of these dispatches exist, an error is thrown.
 If the error is thrown, `fname` is used to tell the user which function has the
 incorrect dispatches.
 
@@ -241,19 +244,20 @@ form is disabled and the 2-argument signature is ensured to be matched.
  - [`numargs`](@ref numargs)
 """
 function isinplace(f, inplace_param_number, fname = "f", iip_preferred = true;
- has_two_dispatches = true, isoptimization = false)
+ has_two_dispatches = true, isoptimization = false,
+ outofplace_param_number = inplace_param_number - 1)
  nargs = numargs(f)
  iip_dispatch = any(x -> x == inplace_param_number, nargs)
- oop_dispatch = any(x -> x == inplace_param_number - 1, nargs)
+ oop_dispatch = any(x -> x == outofplace_param_number, nargs)
 
  if length(nargs) == 0
  throw(NoMethodsError(fname))
  end
 
  if !iip_dispatch && !oop_dispatch && !isoptimization
- if all(x -> x > inplace_param_number, nargs)
+ if all(>(inplace_param_number), nargs)
  throw(TooManyArgumentsError(fname, f))
- elseif all(x -> x < inplace_param_number - 1, nargs) && has_two_dispatches
+ elseif all(<(outofplace_param_number), nargs) && has_two_dispatches
  # Possible extra safety?
  # Find if there's a `f(args...)` dispatch
  # If so, no error

test/function_building_error_messages.jl

@@ -24,6 +24,13 @@ f = Foo{1}()
 (this::Foo{T})(args...) where {T} = 1
 @test SciMLBase.isinplace(Foo{Int}(), 4)
 
+@testset "isinplace accepts an out-of-place version with different numbers of parameters " begin
+ f1(u) = 2 * u
+ @test !isinplace(f1, 2)
+ @test_throws SciMLBase.TooFewArgumentsError SciMLBase.isinplace(f1, 4)
+ @test !isinplace(f1, 4; outofplace_param_number = 1)
+end
+
 ## Problem argument tests
 
 ftoomany(u, p, t, x, y) = 2u