SDE simulations broken

[TorkelE]

Or at least those I have encountered. MWE:

using ModelingToolkit

@parameters p d
@variables t X(t)
D = Differential(t)
eqs = [D(X) ~ p - d*X]
noise_eqs = [0.1]
@named ssys = SDESystem(eqs, noise_eqs, t, [X], [p, d])
ssys = complete(ssys)

u0 = [X => 1.0]
ps = [p => 1.0, d => 0.2]
sprob = SDEProblem(ssys, u0, (0.0, 1.0), ps)

using StochasticDiffEq
solve(sprob, ImplicitEM())

yields a

ERROR: MethodError: no method matching fast_materialize!(::Static.False, ::Static.False, ::Vector{Float64}, ::Vector{Float64})

Closest candidates are:
  fast_materialize!(::Any, ::Any, ::Any, ::Number)
   @ FastBroadcast ~/.julia/packages/FastBroadcast/rnHDx/src/FastBroadcast.jl:265
  fast_materialize!(::Static.False, ::DB, ::A, ::Base.Broadcast.Broadcasted{S}) where {S, DB, A}
   @ FastBroadcast ~/.julia/packages/FastBroadcast/rnHDx/src/FastBroadcast.jl:217
  fast_materialize!(::Static.False, ::DB, ::EJA, ::Base.Broadcast.Broadcasted{S}) where {S, DB, EJA<:JumpProcesses.ExtendedJumpArray}
   @ JumpProcessFastBroadcastExt ~/.julia/packages/JumpProcesses/dVagW/ext/JumpProcessFastBroadcastExt.jl:5
  ...

Stacktrace:
  [1] apply_step!(nlsolver::OrdinaryDiffEq.NLSolver{…}, integrator::StochasticDiffEq.SDEIntegrator{…})
    @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/tAI61/src/nlsolve/nlsolve.jl:122
  [2] nlsolve!(nlsolver::OrdinaryDiffEq.NLSolver{…}, integrator::StochasticDiffEq.SDEIntegrator{…}, cache::StochasticDiffEq.ImplicitEMCache{…}, repeat_step::Bool)
    @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/tAI61/src/nlsolve/nlsolve.jl:89
  [3] perform_step!(integrator::StochasticDiffEq.SDEIntegrator{…}, cache::StochasticDiffEq.ImplicitEMCache{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/aR0ZE/src/perform_step/sdirk.jl:200
  [4] solve!(integrator::StochasticDiffEq.SDEIntegrator{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/aR0ZE/src/solve.jl:618
  [5] __solve(prob::SDEProblem{…}, alg::ImplicitEM{…}, timeseries::Vector{…}, ts::Vector{…}, ks::Nothing, recompile::Type{…}; kwargs::@Kwargs{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/aR0ZE/src/solve.jl:7
  [6] __solve (repeats 5 times)
    @ ~/.julia/packages/StochasticDiffEq/aR0ZE/src/solve.jl:1 [inlined]
  [7] #solve_call#44
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:612 [inlined]
  [8] solve_call
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:569 [inlined]
  [9] solve_up(prob::SDEProblem{…}, sensealg::Nothing, u0::Vector{…}, p::ModelingToolkit.MTKParameters{…}, args::ImplicitEM{…}; kwargs::@Kwargs{})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:1080
 [10] solve_up
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:1066 [inlined]
 [11] #solve#51
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:1003 [inlined]
 [12] solve(prob::SDEProblem{…}, args::ImplicitEM{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:993
 [13] top-level scope
    @ ~/Desktop/Julia Playground/Environment - Temporary/temproary_playground.jl:16
Some type information was truncated. Use `show(err)` to see complete types.

[TorkelE]

This also seems to be the case when brownians are used (e.g. like here https://docs.sciml.ai/ModelingToolkit/stable/tutorials/stochastic_diffeq/)

using ModelingToolkit, StochasticDiffEq
using ModelingToolkit: t_nounits as t, D_nounits as D

# Define some variables
@parameters p d
@variables t X(t)
@brownian a
D = Differential(t)
eqs = [D(X) ~ p - d*X + 0.1a * X]
@mtkbuild de = System(eqs, t)

u0 = [X => 1.0]
ps = [p => 1.0, d => 0.2]
sprob = SDEProblem(ssys, u0, (0.0, 1.0), ps)
solve(sprob, ImplicitEM())

gives this (same?) error:

ERROR: MethodError: no method matching fast_materialize!(::Static.False, ::Static.False, ::Vector{Float64}, ::Vector{Float64})

Closest candidates are:
  fast_materialize!(::Any, ::Any, ::Any, ::Number)
   @ FastBroadcast ~/.julia/packages/FastBroadcast/rnHDx/src/FastBroadcast.jl:265
  fast_materialize!(::Static.False, ::DB, ::A, ::Base.Broadcast.Broadcasted{S}) where {S, DB, A}
   @ FastBroadcast ~/.julia/packages/FastBroadcast/rnHDx/src/FastBroadcast.jl:217
  fast_materialize!(::Static.False, ::DB, ::EJA, ::Base.Broadcast.Broadcasted{S}) where {S, DB, EJA<:JumpProcesses.ExtendedJumpArray}
   @ JumpProcessFastBroadcastExt ~/.julia/packages/JumpProcesses/dVagW/ext/JumpProcessFastBroadcastExt.jl:5
  ...

Stacktrace:
  [1] apply_step!(nlsolver::OrdinaryDiffEq.NLSolver{…}, integrator::StochasticDiffEq.SDEIntegrator{…})
    @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/tAI61/src/nlsolve/nlsolve.jl:122
  [2] nlsolve!(nlsolver::OrdinaryDiffEq.NLSolver{…}, integrator::StochasticDiffEq.SDEIntegrator{…}, cache::StochasticDiffEq.ImplicitEMCache{…}, repeat_step::Bool)
    @ OrdinaryDiffEq ~/.julia/packages/OrdinaryDiffEq/tAI61/src/nlsolve/nlsolve.jl:89
  [3] perform_step!(integrator::StochasticDiffEq.SDEIntegrator{…}, cache::StochasticDiffEq.ImplicitEMCache{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/aR0ZE/src/perform_step/sdirk.jl:200
  [4] solve!(integrator::StochasticDiffEq.SDEIntegrator{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/aR0ZE/src/solve.jl:618
  [5] __solve(prob::SDEProblem{…}, alg::ImplicitEM{…}, timeseries::Vector{…}, ts::Vector{…}, ks::Nothing, recompile::Type{…}; kwargs::@Kwargs{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/aR0ZE/src/solve.jl:7
  [6] __solve (repeats 5 times)
    @ ~/.julia/packages/StochasticDiffEq/aR0ZE/src/solve.jl:1 [inlined]
  [7] #solve_call#44
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:612 [inlined]
  [8] solve_call
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:569 [inlined]
  [9] solve_up(prob::SDEProblem{…}, sensealg::Nothing, u0::Vector{…}, p::ModelingToolkit.MTKParameters{…}, args::ImplicitEM{…}; kwargs::@Kwargs{})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:1080
 [10] solve_up
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:1066 [inlined]
 [11] #solve#51
    @ ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:1003 [inlined]
 [12] solve(prob::SDEProblem{…}, args::ImplicitEM{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/PBhFc/src/solve.jl:993
 [13] top-level scope
    @ ~/Desktop/Julia Playground/Environment - Temporary/temproary_playground.jl:32
Some type information was truncated. Use `show(err)` to see complete types.

[ChrisRackauckas]

Handled

[TorkelE]

Thanks for sorting it out quickly ❤️