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fix: set max time span to 1e6 for CoupledSDEs
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2 files changed

+3
-4
lines changed

2 files changed

+3
-4
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ext/src/CoupledSDEs.jl

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -51,7 +51,7 @@ function DynamicalSystemsBase.CoupledSDEs(
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f,
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g,
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s,
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(T(t0), T(Inf)),
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(T(t0), T(1e16)),
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p;
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noise_rate_prototype=noise_prototype,
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noise=noise_process,

test/stochastic.jl

Lines changed: 2 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -149,9 +149,8 @@ end
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Γ = [1.0 0.3; 0.3 1]
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f(u, p, t) = [0.0, 0.0]
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ds = CoupledSDEs(f, zeros(2), (); covariance = Γ, diffeq=diffeq_cov)
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tr, _ = trajectory(ds, 1_000)
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tr, _ = trajectory(ds, 1_000, Δt=0.1)
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approx = cov(diff(reduce(hcat, tr.data), dims=2), dims=2)
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@test approx Γ atol=1e-1 broken = true
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# I think I understand something wromg here
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@test approx Γ atol=1e-1
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end
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end

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