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Better error throwing on ill-formed SDESystems #2833

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2 changes: 1 addition & 1 deletion .github/workflows/Downstream.yml
Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,7 @@ jobs:
- {user: SciML, repo: NeuralPDE.jl, group: NNPDE}
- {user: SciML, repo: DataDrivenDiffEq.jl, group: Downstream}
- {user: SciML, repo: StructuralIdentifiability.jl, group: All}
- {user: SciML, repo: ModelingToolkitStandardLibrary.jl}
- {user: SciML, repo: ModelingToolkitStandardLibrary.jl, group: Core}
- {user: SciML, repo: ModelOrderReduction.jl, group: All}
- {user: SciML, repo: MethodOfLines.jl, group: Interface}
- {user: SciML, repo: MethodOfLines.jl, group: 2D_Diffusion}
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4 changes: 4 additions & 0 deletions src/systems/diffeqs/sdesystem.jl
Original file line number Diff line number Diff line change
Expand Up @@ -140,6 +140,10 @@ struct SDESystem <: AbstractODESystem
check_variables(dvs, iv)
check_parameters(ps, iv)
check_equations(deqs, iv)
check_equations(neqs, dvs)
if size(neqs, 1) != length(deqs)
throw(ArgumentError("Noise equations ill-formed. Number of rows must match number of drift equations. size(neqs,1) = $(size(neqs,1)) != length(deqs) = $(length(deqs))"))
end
check_equations(equations(cevents), iv)
end
if checks == true || (checks & CheckUnits) > 0
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19 changes: 16 additions & 3 deletions test/sdesystem.jl
Original file line number Diff line number Diff line change
Expand Up @@ -462,9 +462,11 @@ fdif!(du, u0, p, t)
eqs_short = [D(x) ~ σ * (y - x),
D(y) ~ x * (ρ - z) - y
]
sys1 = SDESystem(eqs_short, noiseeqs, t, [x, y, z], [σ, ρ, β], name = :sys1)
sys2 = SDESystem(eqs_short, noiseeqs, t, [x, y, z], [σ, ρ, β], name = :sys1)
@test_throws ArgumentError SDESystem([sys2.y ~ sys1.z], [], t, [], [],
noise_eqs = [y - x
x - y]
sys1 = SDESystem(eqs_short, noise_eqs, t, [x, y, z], [σ, ρ, β], name = :sys1)
sys2 = SDESystem(eqs_short, noise_eqs, t, [x, y, z], [σ, ρ, β], name = :sys1)
@test_throws ArgumentError SDESystem([sys2.y ~ sys1.z], [sys2.y], t, [], [],
systems = [sys1, sys2], name = :foo)
end

Expand Down Expand Up @@ -615,6 +617,17 @@ prob = SDEProblem(sys1, sts .=> [1.0, 0.0, 0.0],
(0.0, 100.0), ps .=> (10.0, 26.0))
solve(prob, LambaEulerHeun(), seed = 1)

# Test ill-formed due to more equations than states in noise equations

@parameters p d
@variables t X(t)
eqs = [D(X) ~ p - d * X]
noise_eqs = [sqrt(p), -sqrt(d * X)]
@test_throws ArgumentError SDESystem(eqs, noise_eqs, t, [X], [p, d]; name = :ssys)

noise_eqs = reshape([sqrt(p), -sqrt(d * X)], 1, 2)
ssys = SDESystem(eqs, noise_eqs, t, [X], [p, d]; name = :ssys)

# SDEProblem construction with StaticArrays
# Issue#2814
@parameters p d
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16 changes: 8 additions & 8 deletions test/symbolic_events.jl
Original file line number Diff line number Diff line change
Expand Up @@ -458,7 +458,7 @@ let

∂ₜ = D
eqs = [∂ₜ(A) ~ -k * A]
@named ssys = SDESystem(eqs, Equation[], t, [A], [k, t1, t2],
@named ssys = SDESystem(eqs, [0.0], t, [A], [k, t1, t2],
discrete_events = [cb1, cb2])
u0 = [A => 1.0]
p = [k => 0.0, t1 => 1.0, t2 => 2.0]
Expand All @@ -468,7 +468,7 @@ let
cond1a = (t == t1)
affect1a = [A ~ A + 1, B ~ A]
cb1a = cond1a => affect1a
@named ssys1 = SDESystem(eqs, Equation[], t, [A, B], [k, t1, t2],
@named ssys1 = SDESystem(eqs, [0.0], t, [A, B], [k, t1, t2],
discrete_events = [cb1a, cb2])
u0′ = [A => 1.0, B => 0.0]
sol = testsol(
Expand All @@ -478,11 +478,11 @@ let
# same as above - but with set-time event syntax
cb1‵ = [1.0] => affect1 # needs to be a Vector for the event to happen only once
cb2‵ = [2.0] => affect2
@named ssys‵ = SDESystem(eqs, Equation[], t, [A], [k], discrete_events = [cb1‵, cb2‵])
@named ssys‵ = SDESystem(eqs, [0.0], t, [A], [k], discrete_events = [cb1‵, cb2‵])
testsol(ssys‵, u0, p, tspan; paramtotest = k)

# mixing discrete affects
@named ssys3 = SDESystem(eqs, Equation[], t, [A], [k, t1, t2],
@named ssys3 = SDESystem(eqs, [0.0], t, [A], [k, t1, t2],
discrete_events = [cb1, cb2‵])
testsol(ssys3, u0, p, tspan; tstops = [1.0], paramtotest = k)

Expand All @@ -492,24 +492,24 @@ let
nothing
end
cb2‵‵ = [2.0] => (affect!, [], [k], [k], nothing)
@named ssys4 = SDESystem(eqs, Equation[], t, [A], [k, t1],
@named ssys4 = SDESystem(eqs, [0.0], t, [A], [k, t1],
discrete_events = [cb1, cb2‵‵])
testsol(ssys4, u0, p, tspan; tstops = [1.0], paramtotest = k)

# mixing with symbolic condition in the func affect
cb2‵‵‵ = (t == t2) => (affect!, [], [k], [k], nothing)
@named ssys5 = SDESystem(eqs, Equation[], t, [A], [k, t1, t2],
@named ssys5 = SDESystem(eqs, [0.0], t, [A], [k, t1, t2],
discrete_events = [cb1, cb2‵‵‵])
testsol(ssys5, u0, p, tspan; tstops = [1.0, 2.0], paramtotest = k)
@named ssys6 = SDESystem(eqs, Equation[], t, [A], [k, t1, t2],
@named ssys6 = SDESystem(eqs, [0.0], t, [A], [k, t1, t2],
discrete_events = [cb2‵‵‵, cb1])
testsol(ssys6, u0, p, tspan; tstops = [1.0, 2.0], paramtotest = k)

# mix a continuous event too
cond3 = A ~ 0.1
affect3 = [k ~ 0.0]
cb3 = cond3 => affect3
@named ssys7 = SDESystem(eqs, Equation[], t, [A], [k, t1, t2],
@named ssys7 = SDESystem(eqs, [0.0], t, [A], [k, t1, t2],
discrete_events = [cb1, cb2‵‵‵],
continuous_events = [cb3])
sol = testsol(ssys7, u0, p, (0.0, 10.0); tstops = [1.0, 2.0])
Expand Down
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