Merge branch 'test'

SciML · Nov 17, 2017 · 32790b5 · 32790b5
2 parents ad49cdc + 073d6e0
commit 32790b5
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Showing 3 changed files with 8 additions and 8 deletions.
diff --git a/src/alg_utils.jl b/src/alg_utils.jl
@@ -32,7 +32,7 @@ alg_interpretation(alg::StochasticDiffEqAlgorithm) = :Ito
 alg_interpretation(alg::EulerHeun) = :Stratonovich
 alg_interpretation(alg::RKMil{interpretation}) where {interpretation} = interpretation
 alg_interpretation(alg::RKMilCommute{interpretation}) where {interpretation} = interpretation
-alg_interpretation(alg::ImplicitRKMil{CS,AD,F,K,T,T2,Controller,interpretation}) where {CS,AD,F,K,T,T2,Controller,interpretation} = interpretation
+alg_interpretation(alg::ImplicitRKMil{CS,AD,F,S,K,T,T2,Controller,interpretation}) where {CS,AD,F,S,K,T,T2,Controller,interpretation} = interpretation
 
 alg_compatible(prob,alg::Union{StochasticDiffEqAlgorithm,StochasticDiffEqRODEAlgorithm}) = true
 

diff --git a/src/algorithms.jl b/src/algorithms.jl
@@ -60,7 +60,7 @@ Base.@pure IIF1Mil(;nlsolve=NLSOLVEJL_SETUP()) = IIF1Mil{typeof(nlsolve)}(nlsolv
 
 # SDIRK
 
-struct ImplicitEM{CS,AD,S,F,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
+struct ImplicitEM{CS,AD,F,S,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
   linsolve::F
   diff_type::S
   κ::K
@@ -78,15 +78,15 @@ Base.@pure ImplicitEM(;chunk_size=0,autodiff=true,diff_type=Val{:central},
                           theta = 1/2,symplectic=false,
                           max_newton_iter=7,new_jac_conv_bound = 1e-3,
                           controller = :Predictive) =
-                          ImplicitEM{chunk_size,autodiff,typeof(diff_type),typeof(linsolve),
+                          ImplicitEM{chunk_size,autodiff,typeof(linsolve),typeof(diff_type),
                           typeof(κ),typeof(tol),typeof(new_jac_conv_bound),controller}(
                           linsolve,diff_type,κ,tol,
                           symplectic ? 1/2 : theta,
                           extrapolant,
                           min_newton_iter,
                           max_newton_iter,new_jac_conv_bound,symplectic)
 
-struct ImplicitEulerHeun{CS,AD,S,F,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
+struct ImplicitEulerHeun{CS,AD,F,S,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
   linsolve::F
   diff_type::S
   κ::K
@@ -104,14 +104,14 @@ Base.@pure ImplicitEulerHeun(;chunk_size=0,autodiff=true,diff_type=Val{:central}
                           theta = 1/2,symplectic = false,
                           max_newton_iter=7,new_jac_conv_bound = 1e-3,
                           controller = :Predictive) =
-                          ImplicitEulerHeun{chunk_size,autodiff,typeof(diff_type),typeof(linsolve),
+                          ImplicitEulerHeun{chunk_size,autodiff,typeof(linsolve),typeof(diff_type),
                           typeof(κ),typeof(tol),typeof(new_jac_conv_bound),controller}(
                           linsolve,diff_type,κ,tol,
                           symplectic ? 1/2 : theta,
                           extrapolant,min_newton_iter,
                           max_newton_iter,new_jac_conv_bound,symplectic)
 
-struct ImplicitRKMil{CS,AD,S,F,K,T,T2,Controller,interpretation} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
+struct ImplicitRKMil{CS,AD,F,S,K,T,T2,Controller,interpretation} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
   linsolve::F
   diff_type::S
   κ::K
@@ -129,7 +129,7 @@ Base.@pure ImplicitRKMil(;chunk_size=0,autodiff=true,diff_type=Val{:central},
                           theta = 1/2,symplectic = false,
                           max_newton_iter=7,new_jac_conv_bound = 1e-3,
                           controller = :Predictive,interpretation=:Ito) =
-                          ImplicitRKMil{chunk_size,autodiff,typeof(diff_type),typeof(linsolve),
+                          ImplicitRKMil{chunk_size,autodiff,typeof(linsolve),typeof(diff_type),
                           typeof(κ),typeof(tol),typeof(new_jac_conv_bound),
                           controller,interpretation}(
                           linsolve,diff_type,κ,tol,

diff --git a/test/sde/sde_twodimlinear_tests.jl b/test/sde/sde_twodimlinear_tests.jl
@@ -42,7 +42,7 @@ sim = test_convergence(dts,prob,ImplicitRKMil(),numMonte=100)
 sim = test_convergence(dts,prob,ImplicitRKMil(theta=1),numMonte=100)
 @test abs(sim.𝒪est[:l2]-1) < 0.1
 
-sim = test_convergence(dts,prob,ImplicitRKMil(theta=1,autodiff=false),numMonte=100)
+sim = test_convergence(dts,prob,ImplicitRKMil(theta=1,autodiff=false),numMonte=200)
 @test abs(sim.𝒪est[:l2]-1) < 0.1
 
 sim = test_convergence(dts,prob,ImplicitRKMil(symplectic=true),numMonte=100)