Merge branch 'master' into hr/isinplace

SciML · Sep 1, 2024 · 2d0b008 · 2d0b008
2 parents 80a26f2 + 68f47f8
commit 2d0b008
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diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "SciMLBase"
 uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 authors = ["Chris Rackauckas <[email protected]> and contributors"]
-version = "2.50.6"
+version = "2.51.4"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"

diff --git a/src/alg_traits.jl b/src/alg_traits.jl
@@ -244,7 +244,11 @@ function alg_order(alg::AbstractODEAlgorithm)
     error("Order is not defined for this algorithm")
 end
 
+EnumX.@enumx AlgorithmInterpretation Ito Stratonovich
+
 """
+    alg_interpretation(alg)
+
 Integral interpolation for the SDE solver algorithm. SDEs solutions depend on the chosen definition of the stochastic integral. In the Ito calculus,
 the left-hand rule is taken, while Stratonovich calculus uses the right-hand rule. Unlike in standard Riemannian integration, these integral rules do
 not converge to the same answer. In the context of a stochastic differential equation, the underlying solution (and its mean, variance, etc.) is dependent
@@ -258,4 +262,6 @@ For more information, see https://oatml.cs.ox.ac.uk/blog/2022/03/22/ito-strat.ht
     The expected solution statistics are dependent on this output. Solutions from solvers with different
     interpretations are expected to have different answers on almost all SDEs without additive noise.
 """
-function alg_interpretation end
+function alg_interpretation(alg::AbstractSciMLAlgorithm)
+    error("Algorithm interpretation is not defined for this algorithm. It can be either `AlgorithmInterpretation.Ito` or `AlgorithmInterpretation.Stratonovich`")
+end
diff --git a/src/problems/dae_problems.jl b/src/problems/dae_problems.jl
@@ -2,7 +2,7 @@
 
 Defines an implicit ordinary differential equation (ODE) or
 differential-algebraic equation (DAE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/dae_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/dae_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/dae_types/)
 
 ## Mathematical Specification of an DAE Problem
 

diff --git a/src/problems/dde_problems.jl b/src/problems/dde_problems.jl
@@ -6,7 +6,7 @@ struct StandardDDEProblem end
 @doc doc"""
 
 Defines a delay differential equation (DDE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/dde_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/dde_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/dde_types/)
 
 ## Mathematical Specification of a DDE Problem
 

diff --git a/src/problems/discrete_problems.jl b/src/problems/discrete_problems.jl
@@ -4,7 +4,7 @@ const DISCRETE_OUTOFPLACE_DEFAULT = DiscreteFunction{false}((u, p, t) -> u)
 @doc doc"""
 
 Defines a discrete dynamical system problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/)
 
 ## Mathematical Specification of a Discrete Problem
 

diff --git a/src/problems/implicit_discrete_problems.jl b/src/problems/implicit_discrete_problems.jl
@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a discrete dynamical system problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/discrete_types/)
 
 ## Mathematical Specification of a ImplicitDiscrete Problem
 

diff --git a/src/problems/integral_problems.jl b/src/problems/integral_problems.jl
@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines an integral problem.
-Documentation Page: https://docs.sciml.ai/Integrals/stable/
+Documentation Page: [https://docs.sciml.ai/Integrals/stable/](https://docs.sciml.ai/Integrals/stable/)
 
 ## Mathematical Specification of an Integral Problem
 

diff --git a/src/problems/linear_problems.jl b/src/problems/linear_problems.jl
@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a linear system problem.
-Documentation Page: https://docs.sciml.ai/LinearSolve/stable/basics/LinearProblem/
+Documentation Page: [https://docs.sciml.ai/LinearSolve/stable/basics/LinearProblem/](https://docs.sciml.ai/LinearSolve/stable/basics/LinearProblem/)
 
 ## Mathematical Specification of a Linear Problem
 

diff --git a/src/problems/ode_problems.jl b/src/problems/ode_problems.jl
@@ -6,7 +6,7 @@ struct StandardODEProblem end
 @doc doc"""
 
 Defines an ordinary differential equation (ODE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/ode_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/ode_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/ode_types/)
 
 ## Mathematical Specification of an ODE Problem
 

diff --git a/src/problems/optimization_problems.jl b/src/problems/optimization_problems.jl
@@ -3,7 +3,7 @@
 @doc doc"""
 
 Defines an optimization problem.
-Documentation Page: https://docs.sciml.ai/Optimization/stable/API/optimization_problem/
+Documentation Page: [https://docs.sciml.ai/Optimization/stable/API/optimization_problem/](https://docs.sciml.ai/Optimization/stable/API/optimization_problem/)
 
 ## Mathematical Specification of an Optimization Problem
 

diff --git a/src/problems/rode_problems.jl b/src/problems/rode_problems.jl
@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a random ordinary differential equation (RODE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/rode_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/rode_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/rode_types/)
 
 ## Mathematical Specification of a RODE Problem
 

diff --git a/src/problems/sdde_problems.jl b/src/problems/sdde_problems.jl
@@ -1,7 +1,7 @@
 @doc doc"""
 
 Defines a stochastic delay differential equation (SDDE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/sdde_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/sdde_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/sdde_types/)
 
 ## Mathematical Specification of a Stochastic Delay Differential Equation (SDDE) Problem
 

diff --git a/src/problems/sde_problems.jl b/src/problems/sde_problems.jl
@@ -6,7 +6,7 @@ struct StandardSDEProblem end
 @doc doc"""
 
 Defines an stochastic differential equation (SDE) problem.
-Documentation Page: https://docs.sciml.ai/DiffEqDocs/stable/types/sde_types/
+Documentation Page: [https://docs.sciml.ai/DiffEqDocs/stable/types/sde_types/](https://docs.sciml.ai/DiffEqDocs/stable/types/sde_types/)
 
 ## Mathematical Specification of a SDE Problem
 

diff --git a/src/solutions/rode_solutions.jl b/src/solutions/rode_solutions.jl
@@ -51,6 +51,24 @@ struct RODESolution{T, N, uType, uType2, DType, tType, randType, P, A, IType, S,
     seed::UInt64
 end
 
+function ConstructionBase.constructorof(::Type{O}) where {T, N, O <: RODESolution{T, N}}
+    RODESolution{T, N}
+end
+
+function ConstructionBase.setproperties(sol::RODESolution, patch::NamedTuple)
+    u = get(patch, :u, sol.u)
+    N = u === nothing ? 2 : ndims(eltype(u)) + 1
+    T = eltype(eltype(u))
+    patch = merge(getproperties(sol), patch)
+    return RODESolution{
+        T, N, typeof(patch.u), typeof(patch.u_analytic), typeof(patch.errors),
+        typeof(patch.t), typeof(patch.W), typeof(patch.prob), typeof(patch.alg), typeof(patch.interp),
+        typeof(patch.stats), typeof(patch.alg_choice)}(
+        patch.u, patch.u_analytic, patch.errors, patch.t, patch.W,
+        patch.prob, patch.alg, patch.interp, patch.dense, patch.tslocation, patch.stats,
+        patch.alg_choice, patch.retcode, patch.seed)
+end
+
 Base.@propagate_inbounds function Base.getproperty(x::AbstractRODESolution, s::Symbol)
     if s === :destats
         Base.depwarn("`sol.destats` is deprecated. Use `sol.stats` instead.", "sol.destats")