NoiseFunction in DifferentialEquations.jl

General Usage
,
1

I am getting the error “NoiseFunction has no field t” when I try to define my own noise process using NoiseFunction in DifferentialEquations.jl following the example in the documentation here.

Here is the code

using DiffEqBase, DifferentialEquations, StochasticDiffEq, DiffEqNoiseProcess

f = (u,p,t) -> exp(t)
W = NoiseFunction(0.0,f)
drift(u,p,t) = u
vol(u,p,t) = u
dt = 0.01
tspan = (0.0,1.0)
u0 = 0.0
prob = SDEProblem(drift,vol,u0,(0.0,1.0), noise=W)
sol = solve(prob,dt=0.1)

Thanks!

Julia Version 1.4.1 (2020-04-14)
[DiffEqBase] version = “6.34.2”
[DifferentialEquations] version = “6.14.0”
[StochasticDiffEq] version = “6.22.0”
[DiffEqNoiseProcess] version = “4.1.2”

2

Looks like it was missing a test and broke. The fix is here and I’ll get it into our next patch:

3

Thank you!