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Add a better error message for noise size incompatability #921

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merged 7 commits into from
Sep 4, 2023

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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

```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
@ChrisRackauckas ChrisRackauckas merged commit 8445499 into master Sep 4, 2023
50 of 54 checks passed
@ChrisRackauckas ChrisRackauckas deleted the noisesize_error branch September 4, 2023 23:56
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