EnsembleSplitThreads runs N trajectories on each process

[mfairley]

As per this discourse thread, https://discourse.julialang.org/t/combining-pmap-with-ensembleproblem/38383/3 EnsembleSplitThreads runs N trajectories on each process instead of N trajectories in total.

Here's a small example:

# start with more than 1 process e.g. julia -p 2
using Distributed
@everywhere using DifferentialEquations
println("There are $(nprocs()) processes")
prob = ODEProblem((u,p,t)->1.01u,0.5,(0.0,1.0))

@everywhere function prob_func(prob,i,repeat)
    println("Running trajectory $i")
    ODEProblem(prob.f,rand()*prob.u0,prob.tspan)
end

ensemble_prob = EnsembleProblem(prob, prob_func=prob_func)
sim = solve(ensemble_prob,Tsit5(),EnsembleSplitThreads(),trajectories=2)

Output:

julia -p 2 test/trajacetories_example.jl
There are 3 processes
      From worker 2:	Running trajectory 1
      From worker 3:	Running trajectory 3
      From worker 3:	Running trajectory 4
      From worker 2:	Running trajectory 2
      From worker 2:	Running trajectory 5
      From worker 2:	Running trajectory 6