# DifferentialEquations.jl SDE, multiple solvers sharing the same noise

**URL:** <https://discourse.julialang.org/t/differentialequations-jl-sde-multiple-solvers-sharing-the-same-noise/18790>\
**Category:** Numerics\
**Tags:** diffeq, sde\
**Created:** [December 18, 2018, 9:54am UTC](https://discourse.julialang.org/t/differentialequations-jl-sde-multiple-solvers-sharing-the-same-noise/18790 "2018-12-18T09:54:27Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![nowozin](https://avatars.discourse-cdn.com/v4/letter/n/94ad74/32.png) [@nowozin](https://discourse.julialang.org/u/nowozin)\
**Post date:** [December 18, 2018, 9:54am UTC](https://discourse.julialang.org/t/differentialequations-jl-sde-multiple-solvers-sharing-the-same-noise/18790/1 "2018-12-18T09:54:27Z")

</div>

Thanks to the authors of `DifferentialEquations.jl`, it is quite a nice package.

I would like to evaluate the numerical accuracy of multiple solvers for an SDE. For this, I intend to numerically solve for the same path, i.e. using two different solvers but let them share the same noise realization of the Brownian noise.

Where I now solve a `SDEProblem` using a single solve,

```julia
sol = solve(prob,SOSRA(),dt=0.05,adaptive=true)

```

I would ideally like to be able to write something like

```julia
sols = solve(prob,[SOSRA(),SRIW1()],dt=0.05,adaptive=true)

```

and obtain a pair of solutions, `sols[1]` and `sols[2]` which share the same noise realization.

I have searched through the documentation and have been unable to find a way to explicitly share the noise. Is it possible?

Thanks,  
Sebastian