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add additative noise trait #774

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merged 3 commits into from
Sep 2, 2024

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oameye
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@oameye oameye commented Aug 29, 2024

Checklist

  • Appropriate tests were added
  • Any code changes were done in a way that does not break public API
  • All documentation related to code changes were updated
  • The new code follows the
    contributor guidelines, in particular the SciML Style Guide and
    COLPRAC.
  • Any new documentation only uses public API

Additional context

To add errors/warning that additive alg do not work with correlated or non-diagonal sde problems

SciML/StochasticDiffEq.jl#581
SciML/StochasticDiffEq.jl#578

"""
allows_non_wiener_noise(alg::AbstractSDEAlgorithm)

Trait declaration for whether an algorithm allows for non-additive wiener noise.
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Additive is a different property from non-Wiener. The two shouldn't be mixed.

@ChrisRackauckas
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I split the two properties. Should be fine now, though they need to be adopted downstream before we document them.

@ChrisRackauckas ChrisRackauckas merged commit 1418e40 into SciML:master Sep 2, 2024
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@oameye
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oameye commented Sep 2, 2024

Thanks :)

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2 participants