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Added analyticless_test_convergence for SDDEProblems #48

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Added analyticless_test_convergence for SDDEProblems #48

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d177d23
Added analyticless_test_convergence for SDDEProblems
HTSykora Sep 19, 2019
c3e4b3f
AbstractSDDEProblem put into a Union
HTSykora Sep 29, 2019
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5 changes: 3 additions & 2 deletions src/DiffEqDevTools.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -10,8 +10,9 @@ import Base: length

import DiffEqBase: AbstractODEProblem, AbstractDDEProblem,
AbstractODESolution, AbstractRODEProblem, AbstractSDEProblem,
AbstractDAEProblem, @def, ConvergenceSetup, DEAlgorithm,
ODERKTableau, AbstractTimeseriesSolution, ExplicitRKTableau,
AbstractDAEProblem, AbstractSDDEProblem,
@def, ConvergenceSetup, DEAlgorithm, ODERKTableau,
AbstractTimeseriesSolution, ExplicitRKTableau,
ImplicitRKTableau

import LinearAlgebra: norm, I
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13 changes: 11 additions & 2 deletions src/convergence.jl
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Expand Up @@ -56,7 +56,7 @@ function test_convergence(dts::AbstractArray,prob::Union{AbstractRODEProblem,Abs
end

function analyticless_test_convergence(dts::AbstractArray,
prob::Union{AbstractRODEProblem,AbstractSDEProblem},
prob::Union{AbstractRODEProblem,AbstractSDEProblem,AbstractSDDEProblem},
alg,test_dt;trajectories=100,
save_everystep=true,timeseries_steps=1,
timeseries_errors=save_everystep,adaptive=false,
Expand All @@ -74,9 +74,18 @@ function analyticless_test_convergence(dts::AbstractArray,
brownian_values2 = cumsum([[zeros(size(prob.noise_rate_prototype,2))];[sqrt(test_dt)*randn(size(prob.noise_rate_prototype,2)) for i in 1:length(t)-1]])
end
np = NoiseGrid(t,brownian_values,brownian_values2)
_prob = SDEProblem(prob.f,prob.g,prob.u0,prob.tspan,

if prob isa AbstractSDDEProblem
_prob = SDDEProblem(prob.f,prob.g,prob.u0,prob.h,prob.tspan,prob.p,
noise = np, noise_rate_prototype = prob.noise_rate_prototype,
constant_lags = prob.constant_lags, dependent_lags = prob.dependent_lags,
neutral = prob.neutral, order_discontinuity_t0 = prob.order_discontinuity_t0, prob.kwargs...);
else
_prob = SDEProblem(prob.f,prob.g,prob.u0,prob.tspan,prob.p,
noise=np,
noise_rate_prototype=prob.noise_rate_prototype);
end

true_sol = solve(_prob,alg;adaptive=adaptive,dt=test_dt);
for i in 1:length(dts)
sol = solve(_prob,alg;dt=dts[i],adaptive=adaptive);
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