fix dt scaling when scale_noise==false

SciML · Dec 8, 2023 · fe43d9d · fe43d9d
1 parent 9d8eb55
commit fe43d9d
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/src/caches/dynamical_caches.jl b/src/caches/dynamical_caches.jl
@@ -20,7 +20,7 @@ end
 function alg_cache(alg::BAOAB,prob,u,ΔW,ΔZ,p,rate_prototype,noise_rate_prototype,jump_rate_prototype,::Type{uEltypeNoUnits},::Type{uBottomEltypeNoUnits},::Type{tTypeNoUnits},uprev,f,t,dt,::Type{Val{false}}) where {uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits}
   k = zero(rate_prototype.x[1])
   c1 = exp(-alg.gamma*dt)
-  c2 = sqrt(1 - alg.scale_noise*c1^2) # if scale_noise == false, c2 = 1
+  c2 = alg.scale_noise ? sqrt((1 - c1^2)/abs(dt)) : 1 # if scale_noise == false, c2 = 1
   BAOABConstantCache(k, uEltypeNoUnits(1//2), uEltypeNoUnits(c1), uEltypeNoUnits(c2))
 end
 
@@ -34,7 +34,7 @@ function alg_cache(alg::BAOAB,prob,u,ΔW,ΔZ,p,rate_prototype,noise_rate_prototy
 
   half = uEltypeNoUnits(1//2)
   c1 = exp(-alg.gamma*dt)
-  c2 = sqrt(1 - alg.scale_noise*c1^2) # if scale_noise == false, c2 = 1
+  c2 = alg.scale_noise ? sqrt((1 - c1^2)/abs(dt)) : 1 # if scale_noise == false, c2 = 1
 
   tmp = zero(u)
 

diff --git a/src/perform_step/dynamical.jl b/src/perform_step/dynamical.jl
@@ -42,7 +42,7 @@ end
   u2 = u1 + half*dt*du2
 
   # O
-  noise = integrator.g(u2,p,t+dt*half).*W.dW / sqdt
+  noise = integrator.g(u2,p,t+dt*half).*W.dW
   du3 = c1*du2 + c2*noise
 
   # A
@@ -69,7 +69,7 @@ end
 
   # O
   integrator.g(gtmp,utmp,p,t+dt*half)
-  @.. noise = gtmp*W.dW / sqdt
+  @.. noise = gtmp*W.dW
   @.. dutmp = c1*dutmp + c2*noise
 
   # A