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Allow seeding SDEProblems
with e.g. StableRNGs
#569
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I think the bigger issue here is providing a simple way for users to set the rng used internally, i.e. via the problem or solve call, which would also fix this issue. |
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For JumpProcesses's
JumpProblem
s you can doand now, while
sol1
,sol2
, andsol3
are different, they will yield reproducibly the same result each time I rerun the above snippet (useful to e.g. remove any randomness from tests). Note, this si different from setting aseed
, where if I do:sol1
,sol2
, andsol3
will be identical.StochasticDiffEq does not have a feature like this (and is only able to set
seed
s, however, it would be useful.It is possible to partially circumvent this by setting different
seed
s for each sol (potentially depending on the StableRNG). However, long-term, being able to provide a stable rng to aSDEProblem
directly would be ideal.The text was updated successfully, but these errors were encountered: