don't use dynamical_rule but prob

Author: oameye

ext/src/CoupledSDEs.jl

@@ -118,7 +118,10 @@ function DynamicalSystemsBase.CoupledSDEs(
     noise_process=nothing,
     seed=UInt64(0)
 )
-    return CoupledSDEs(dynamic_rule(ds), current_state(ds), p;
+    prob = referrenced_sciml_prob(ds)
+    # we want the symbolic jacobian to be transfered over
+    # dynamic_rule(ds) takes the deepest nested f wich does not have a jac field
+    return CoupledSDEs(prob.f, current_state(ds), p;
         g, noise_strength, covariance, diffeq, noise_prototype, noise_process, seed)
 end
 
@@ -130,9 +133,11 @@ deterministic part of `ds`.
 """
 function DynamicalSystemsBase.CoupledODEs(
     sys::CoupledSDEs; diffeq=DEFAULT_DIFFEQ, t0=0.0)
+    prob = referrenced_sciml_prob(sys)
+    # we want the symbolic jacobian to be transfered over
+    # dynamic_rule(ds) takes the deepest nested f wich does not have a jac field
     return CoupledODEs(
-        dynamic_rule(sys), SVector{length(sys.integ.u)}(sys.integ.u), sys.p0;
-        diffeq=diffeq, t0=t0
+        prob.f, SVector{length(sys.integ.u)}(sys.integ.u), sys.p0; diffeq=diffeq, t0=t0
     )
 end
 

src/core_systems/jacobian.jl

@@ -20,9 +20,13 @@ For in-place systems, `jacobian` returns the Jacobian rule as a function
 at the state `u`, parameters `p` and time `t` and save the result in `J0`.
 """
 function jacobian(ds::CoreDynamicalSystem{IIP}) where {IIP}
-    if hasproperty(ds, :integ) &&
-            ds.integ.f isa SciMLBase.AbstractDiffEqFunction && !isnothing(ds.integ.f.jac)
-        jac = ds.integ.f.jac
+    if ds isa ContinuousTimeDynamicalSystem
+        prob = referrenced_sciml_prob(ds)
+        if prob.f isa SciMLBase.AbstractDiffEqFunction && !isnothing(prob.f.jac)
+            jac = prob.f.jac
+        else
+            jac = _jacobian(ds, Val{IIP}())
+        end
     else
         jac = _jacobian(ds, Val{IIP}())
     end

test/jacobian.jl

@@ -9,7 +9,7 @@ function iip(du, u, p, t)
     return nothing
 end
 
-#%%
+
 @testset "IDT=$(IDT), IIP=$(IIP)" for IDT in (true, false), IIP in (false, true)
     SystemType = IDT ? DeterministicIteratedMap : CoupledODEs
     rule = IIP ? iip : oop
@@ -48,7 +48,8 @@ end
     @test jac.jac_oop isa RuntimeGeneratedFunction
     @test jac([1.0, 1.0], [], 0.0) == [3 0;0 -3]
 
-    @testset "CoupledSDEs" begin # just to check if MTH @brownian does not give any problems
+    @testset "CoupledSDEs" begin
+        # just to check if MTK @brownian does not give any problems
         using StochasticDiffEq
         @brownian β
         eqs = [D(u[1]) ~ 3.0 * u[1]+ β,