I was following a tutorial in Stochastic Differential Equations · DifferentialEquations.jl (sciml.ai) and tried to modify it to use
EnsembleDistributed() to speed up MC simulations.
This is from the tutorial:
using DifferentialEquations α=1 β=1 u₀=1/2 f(u,p,t) = α*u g(u,p,t) = β*u dt = 1//2^(4) tspan = (0.0,1.0) prob = SDEProblem(f,g,u₀,(0.0,1.0))
Then I tried to use
using Distributed ensemble_prob = EnsembleProblem(prob) addprocs(3) sol = solve(ensemble_prob,EnsembleDistributed(),trajectories=10)
But it didn’t work and I got the following errors:
On worker 2: KeyError: key DiffEqBase [2b5f629d-d688-5b77-993f-72d75c75574e] not found [...]
I tried two different machines but got similar errors. I wonder what I’m missing here.