Add a better error message for noise size incompatability

```julia
using DifferentialEquations
f(du, u, p, t) = du .= 1.01u
function g(du, u, p, t)
    du[1, 1] = 0.3u[1]
    du[1, 2] = 0.6u[1]
    du[1, 3] = 0.9u[1]
    du[1, 4] = 0.12u[1]
    du[2, 1] = 1.2u[2]
    du[2, 2] = 0.2u[2]
    du[2, 3] = 0.3u[2]
    du[2, 4] = 1.8u[2]
end

prob = SDEProblem(f, g, randn(ComplexF64,2), (0.0, 1.0), noise_rate_prototype =complex(zeros(2, 4)),noise=RealWienerProcess(0.0,zeros(3)))

sol = solve(prob)
```

```
ERROR: Noise sizes are incompatible. The expected number of noise terms in the defined
`noise_rate_prototype` does not match the number of noise terms in the defined
`AbstractNoiseProcess`. Please ensure that
size(prob.noise_rate_prototype,2) == length(prob.noise.W[1]).

Note: Noise process definitions require that users specify `u0`, and this value is
directly used in the definition. For example, if `noise = WienerProcess(0.0,0.0)`,
then the noise process is a scalar with `u0=0.0`. If `noise = WienerProcess(0.0,[0.0])`,
then the noise process is a vector with `u0=0.0`. If `noise_rate_prototype = zeros(2,4)`,
then the noise process must be a 4-dimensional process, for example
`noise = WienerProcess(0.0,zeros(4))`. This error is a sign that the user definition
of `noise_rate_prototype` and `noise` are not aligned in this manner and the definitions should
be double checked.

size(prob.noise_rate_prototype,2) = 4
length(prob.noise.W[1]) = 3
```

Should be a much better message for SciML/StochasticDiffEq.jl#543

src/solve.jl

@@ -187,6 +187,25 @@ function Base.showerror(io::IO, e::NonSolverError)
     println(io, TruncatedStacktraces.VERBOSE_MSG)
 end
 
+const NOISE_SIZE_MESSAGE = """
+                           Noise sizes are incompatible. The expected number of noise terms in the defined
+                           `noise_rate_prototype` does not match the number of noise terms in the defined
+                           `AbstractNoiseProcess`. Please ensure that 
+                           size(prob.noise_rate_prototype,2) == length(prob.noise.W[1]).
+                           """
+
+struct NoiseSizeIncompatabilityError <: Exception 
+    prototypesize::Int
+    noisesize::Int
+end
+
+function Base.showerror(io::IO, e::NoiseSizeIncompatabilityError)
+    println(io, NOISE_SIZE_MESSAGE)
+    println(io, "size(prob.noise_rate_prototype,2) = $(e.prototypesize)")
+    println(io, "length(prob.noise.W[1]) = $(e.noisesize)")
+    println(io, TruncatedStacktraces.VERBOSE_MSG)
+end
+
 const PROBSOLVER_PAIRING_MESSAGE = """
                                    Incompatible problem+solver pairing.
                                    For example, this can occur if an ODE solver is passed with an SDEProblem.
@@ -1278,6 +1297,12 @@ function check_prob_alg_pairing(prob, alg)
         throw(DirectAutodiffError())
     end
 
+    @show "here?"
+
+    if prob isa SDEProblem && size(prob.noise_rate_prototype,2) != length(prob.noise.W[1])
+        throw(NoiseSizeIncompatabilityError(size(prob.noise_rate_prototype,2), length(prob.noise.W[1])))
+    end
+
     # Complex number support comes before arbitrary number support for a more direct
     # error message.
     if !SciMLBase.allowscomplex(alg)

test/downstream/solve_error_handling.jl

@@ -1,4 +1,4 @@
-using OrdinaryDiffEq, Test, Sundials
+using OrdinaryDiffEq, StochasticDiffEq, Test, Sundials
 
 f(u, p, t) = 2u
 u0 = 0.5
@@ -48,3 +48,18 @@ fmm = ODEFunction((du, u, t) -> nothing, mass_matrix = zeros(0, 0))
 prob = ODEProblem(fmm, nothing, (0.0, 1.0))
 sol = solve(prob, Tsit5())
 @test isa(sol, DiffEqBase.ODESolution)
+
+f(du, u, p, t) = du .= 1.01u
+function g(du, u, p, t)
+    du[1, 1] = 0.3u[1]
+    du[1, 2] = 0.6u[1]
+    du[1, 3] = 0.9u[1]
+    du[1, 4] = 0.12u[1]
+    du[2, 1] = 1.2u[2]
+    du[2, 2] = 0.2u[2]
+    du[2, 3] = 0.3u[2]
+    du[2, 4] = 1.8u[2]
+end
+
+prob = SDEProblem(f, g, randn(ComplexF64,2), (0.0, 1.0), noise_rate_prototype =complex(zeros(2, 4)),noise=RealWienerProcess(0.0,zeros(3)))
+@test_throws DiffEqBase.NoiseSizeIncompatabilityError solve(prob, LambdaEM())