Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Cannot simulate SDEs with static array parameters/initial conditions #2851

Closed
TorkelE opened this issue Jul 6, 2024 · 1 comment
Closed
Assignees
Labels
bug Something isn't working

Comments

@TorkelE
Copy link
Member

TorkelE commented Jul 6, 2024

MWE (remove @SVector and it works)

using ModelingToolkit, StochasticDiffEq, StaticArrays
using ModelingToolkit: t_nounits as t, D_nounits as D

# Define some variables
@parameters σ ρ β
@variables x(t) y(t) z(t)
@brownian a
eqs = [D(x) ~ σ * (y - x) + 0.1a * x,
    D(y) ~ x *- z) - y + 0.1a * y,
    D(z) ~ x * y - β * z + 0.1a * z]

@mtkbuild de = System(eqs, t)

u0map = @SVector [x => 1.0, y => 0.0, z => 0.0]
parammap = @SVector=> 10.0, β => 26.0, ρ => 2.33]

prob = SDEProblem(de, u0map, (0.0, 100.0), parammap)
sol = solve(prob, LambaEulerHeun())

gives a

ERROR: DimensionMismatch: Sizes (Size(3, 1), Size(3,)) of input arrays do not match
Stacktrace:
  [1] _throw_size_mismatch(::SMatrix{3, 1, Float64, 3}, ::Vararg{Any})
    @ StaticArrays ~/.julia/packages/StaticArrays/MSJcA/src/traits.jl:117
  [2] same_size
    @ ~/.julia/packages/StaticArrays/MSJcA/src/traits.jl:111 [inlined]
  [3] macro expansion
    @ ~/.julia/packages/StaticArrays/MSJcA/src/mapreduce.jl:76 [inlined]
  [4] _map
    @ ~/.julia/packages/StaticArrays/MSJcA/src/mapreduce.jl:42 [inlined]
  [5] map
    @ ~/.julia/packages/StaticArrays/MSJcA/src/mapreduce.jl:39 [inlined]
  [6] muladd
    @ ~/.julia/packages/StaticArrays/MSJcA/src/linalg.jl:51 [inlined]
  [7] perform_step!(integrator::StochasticDiffEq.SDEIntegrator{…}, cache::StochasticDiffEq.LambaEulerHeunConstantCache)
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/PgPd0/src/perform_step/lamba.jl:119
  [8] solve!(integrator::StochasticDiffEq.SDEIntegrator{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/PgPd0/src/solve.jl:618
  [9] #__solve#107
    @ ~/.julia/packages/StochasticDiffEq/PgPd0/src/solve.jl:7 [inlined]
 [10] __solve (repeats 4 times)
    @ ~/.julia/packages/StochasticDiffEq/PgPd0/src/solve.jl:1 [inlined]
 [11] #solve_call#44
    @ ~/.julia/packages/DiffEqBase/c8MAQ/src/solve.jl:612 [inlined]
 [12] solve_call
    @ ~/.julia/packages/DiffEqBase/c8MAQ/src/solve.jl:569 [inlined]
 [13] #solve_up#53
    @ ~/.julia/packages/DiffEqBase/c8MAQ/src/solve.jl:1080 [inlined]
 [14] solve_up
    @ ~/.julia/packages/DiffEqBase/c8MAQ/src/solve.jl:1066 [inlined]
 [15] solve(prob::SDEProblem{…}, args::LambaEulerHeun; sensealg::Nothing, u0::Nothing, p::Nothing, wrap::Val{…}, kwargs::@Kwargs{})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/c8MAQ/src/solve.jl:1003
 [16] solve(prob::SDEProblem{…}, args::LambaEulerHeun)
    @ DiffEqBase ~/.julia/packages/DiffEqBase/c8MAQ/src/solve.jl:993
 [17] top-level scope
    @ ~/Desktop/Julia Playground/tmp/playground.jl:57
Some type information was truncated. Use `show(err)` to see complete types.
@TorkelE TorkelE added the bug Something isn't working label Jul 6, 2024
@AayushSabharwal
Copy link
Member

This works now

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
bug Something isn't working
Projects
None yet
Development

No branches or pull requests

3 participants