SDESystem composition

[thevolatilebit]

Composing two SDESystems and trying to solve the resulting SDEProblem makes Julia complain LoadError: This solver is not able to use mass matrices.

A minimal example follows:

using ModelingToolkit, DifferentialEquations
@variables t
D = Differential(t)

f = sym -> begin
    @variables first(t) second(t) third(t)
    @parameters coeff
    eqs = [D(first) ~ first, D(second) ~ second]
    noiseeqs = [0.2*coeff, 0]
    SDESystem(eqs, noiseeqs, t, [first, second, third], [coeff]; name=sym, defaults=Dict(first=>2, second=>3, third=>1, coeff=>1))
end

sys1 = f(:prob1); sys2 = f(:prob2)
sys =  SDESystem([D(sys1.third)~2, D(sys2.third)~1], [], t, [], []; systems=[sys1, sys2])
prob = SDEProblem(sys, [], (0,1), [])

solve(prob)

[aurorarossi]

I ran your code (I just had to add the macro @named here: @named sys = SDESystem([D(sys1.third)~2, D(sys2.third)~1], [], t, [], []; systems=[sys1, sys2])) and it is fine now.

[thevolatilebit]

That's just great!