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stepping past domain

Open ArnoStrouwen opened this issue 3 years ago • 0 comments

using DiffEqNoiseProcess
using DifferentialEquations
u0 = rand(2)
tgrid = 0.0:0.1:10.0
brownian_noise = randn(length(u0)*(length(tgrid)-1))
brownian_noise = reshape(brownian_noise,length(u0),length(tgrid)-1)
brownian_noise = vcat([zeros(length(u0))], [c for c in eachcol(brownian_noise)])
W = NoiseGrid(tgrid,brownian_noise)
prob = NoiseProblem(W, (tgrid[begin], tgrid[end]))
sol = solve(prob; dt = 0.01)

ERROR: Stepped past the defined domain for the NoiseGrid

ArnoStrouwen avatar Dec 12 '22 01:12 ArnoStrouwen