feat: support initialize_dae! for SDEIntegrator
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Requires SciML/SciMLBase.jl#880 |
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initialize_dae! for SDEIntegratorinitialize_dae! for SDEIntegrator
| @@ -9,6 +9,9 @@ SciMLBase.forwarddiffs_model(alg::Union{StochasticDiffEqNewtonAlgorithm, | |||
| StochasticDiffEqNewtonAdaptiveAlgorithm,StochasticDiffEqJumpNewtonAdaptiveAlgorithm, | |||
| StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm}) = OrdinaryDiffEq.alg_autodiff(alg) | |||
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| # Required for initialization, because ODECore._initialize_dae! calls it during | |||
| # OverrideInit | |||
| OrdinaryDiffEqCore.has_autodiff(::Union{StochasticDiffEqAlgorithm,StochasticDiffEqRODEAlgorithm,StochasticDiffEqJumpAlgorithm}) = false | |||
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This isn't true though, some of the implicit methods have the same autodiff args as the ode solver
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ChrisRackauckas
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Dec 11, 2024
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I think the best way to do this is to get MTK to generate initialization systems and make sure this runs them, then merge
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