# Solving an SDE with a Continuous Callback
**URL:** https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180
**Category:** General Usage
**Tags:** diffeq, sde
**Created:** [January 21, 2026, 9:46am UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180 "2026-01-21T09:46:37Z")
**Posts on this page:** 6
**Page:** 1
### Author:  [@diffeqslvr](https://discourse.julialang.org/u/diffeqslvr)
#### Post date: [January 21, 2026, 9:46am UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180/1 "2026-01-21T09:46:37Z")
I am solving a stochastic differential equation with a `ContinuousCallback`. Every time the continuous callback is activated, I modify my state vector discontinuously.
All the randomness comes from a phase, which follows a simple Wiener process, i.e., the phase is not coupled to the remaining variables of the differential equation.
Nonetheless, if I use the default tolerances, I sometimes observe a discontinuous change in the phase when the `ContinuousCallback` is activated:
When I decrease the tolerances, I don’t see these spikes anymore. Nonetheless, this seems like a strange behavior.
Here is a snippet of my code:
```julia-auto
function jump_condition_func(slv)
return function (u, t, integrator)
jump_condition(u, t, integrator, slv)
end
end
function project_func!(slv, sys)
return function (integrator)
project!(integrator, slv, sys)
end
end
jump_cb = ContinuousCallback(
jump_condition_func(slv),
project_func!(slv, sys),
save_positions = (true, true),
)
prob = SDEProblem(eoms!, noise!, u₀, tspan, p)
sol = SDE.solve(
prob,
SDE.SRIW1(),
abstol = slv.abstol,
reltol = slv.reltol,
callback = jump_cb,
dtmax = slv.dtmax,
maxiters = slv.maxiters,
saveat = slv.saveat,
)
```
My questions are:
1. Why does this happen? Is it because I save the dynamics before and after the jump?
2. Can one even use a `ContinuousCallback` in combination with SDE solvers or does that lead to unexpected behavior? I know that there is also the option of using a jump diffusion process - is that preferred?
---
### Author:  [@diffeqslvr](https://discourse.julialang.org/u/diffeqslvr)
#### Post date: [January 21, 2026, 10:19am UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180/2 "2026-01-21T10:19:51Z")
Update:
If I set `saveat = []` (the default), then I also do not see the spikes…
---
### Author:  [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)
#### Post date: [January 21, 2026, 11:39am UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180/3 "2026-01-21T11:39:19Z")
it could be a saveat bug
---
### Author:  [@diffeqslvr](https://discourse.julialang.org/u/diffeqslvr)
#### Post date: [January 21, 2026, 11:59am UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180/4 "2026-01-21T11:59:56Z")
I think it is! Maybe some problem with the interpolation…
---
### Author:  [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)
#### Post date: [January 21, 2026, 4:24pm UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180/5 "2026-01-21T16:24:09Z")
open an issue I can figure it out
---
### Author:  [@diffeqslvr](https://discourse.julialang.org/u/diffeqslvr)
#### Post date: [January 22, 2026, 8:51am UTC](https://discourse.julialang.org/t/solving-an-sde-with-a-continuous-callback/135180/6 "2026-01-22T08:51:49Z")
Ok, I will try to make a minimal working example