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Fixes #329

@ChrisRackauckas ChrisRackauckas merged commit f765513 into master Sep 4, 2025
24 of 29 checks passed
@ChrisRackauckas ChrisRackauckas deleted the default branch September 4, 2025 21:25
ChrisRackauckas-Claude pushed a commit to ChrisRackauckas-Claude/StochasticDiffEq.jl that referenced this pull request Oct 10, 2025
…cDiffEq.jl

This PR moves the default SDE solver implementation from DifferentialEquations.jl to StochasticDiffEq.jl, following the pattern established in SciML/DelayDiffEq.jl#326 and SciML/DelayDiffEq.jl#334.

## Changes
- Added `src/default_sde_alg.jl` containing the default algorithm selection logic
- Implemented `__init` and `__solve` dispatches for `SDEProblem` with `Nothing` algorithm
- Added `get_alg_hints` helper function for extracting algorithm hints from kwargs
- Added comprehensive tests in `test/default_solver_test.jl`
- Updated module to include the new default algorithm file

## Default Algorithm Behavior
When no algorithm is specified, the solver now automatically selects:
- SOSRI() as the standard default
- RKMilCommute() for commutative noise
- ImplicitRKMil() for stiff problems or non-identity mass matrices
- RKMil() for Stratonovich interpretation
- LambaEM() / LambaEulerHeun() for non-diagonal noise
- ISSEM() / ImplicitEulerHeun() for stiff non-diagonal problems
- SOSRA() / SKenCarp() for additive noise

## Test Plan
- [x] Added tests verifying default solver dispatch
- [x] Tests verify correct algorithm selection for various problem types
- [x] All tests pass locally

This is part of the ongoing effort to modularize DifferentialEquations.jl by moving default solvers to their respective packages.

🤖 Generated with [Claude Code](https://claude.ai/claude-code)

Co-Authored-By: Claude <[email protected]>
ChrisRackauckas-Claude pushed a commit to ChrisRackauckas-Claude/StochasticDiffEq.jl that referenced this pull request Oct 10, 2025
…cDiffEq.jl

This PR moves the default SDE solver implementation from DifferentialEquations.jl to StochasticDiffEq.jl, following the pattern established in SciML/DelayDiffEq.jl#326 and SciML/DelayDiffEq.jl#334.

## Changes
- Added `src/default_sde_alg.jl` containing the default algorithm selection logic
- Implemented `__init` and `__solve` dispatches for `SDEProblem` with `Nothing` algorithm
- Added `get_alg_hints` helper function for extracting algorithm hints from kwargs
- Added comprehensive tests in `test/default_solver_test.jl`
- Updated module to include the new default algorithm file

## Default Algorithm Behavior
When no algorithm is specified, the solver now automatically selects:
- SOSRI() as the standard default
- RKMilCommute() for commutative noise
- ImplicitRKMil() for stiff problems or non-identity mass matrices
- RKMil() for Stratonovich interpretation
- LambaEM() / LambaEulerHeun() for non-diagonal noise
- ISSEM() / ImplicitEulerHeun() for stiff non-diagonal problems
- SOSRA() / SKenCarp() for additive noise

## Test Plan
- [x] Added tests verifying default solver dispatch
- [x] Tests verify correct algorithm selection for various problem types
- [x] All tests pass locally

This is part of the ongoing effort to modularize DifferentialEquations.jl by moving default solvers to their respective packages.

🤖 Generated with [Claude Code](https://claude.ai/claude-code)

Co-Authored-By: Claude <[email protected]>
ChrisRackauckas-Claude pushed a commit to ChrisRackauckas-Claude/StochasticDiffEq.jl that referenced this pull request Oct 10, 2025
…cDiffEq.jl

This PR moves the default SDE solver implementation from DifferentialEquations.jl to StochasticDiffEq.jl, following the pattern established in SciML/DelayDiffEq.jl#326 and SciML/DelayDiffEq.jl#334.

## Changes
- Added `src/default_sde_alg.jl` containing the default algorithm selection logic
- Implemented `__init` and `__solve` dispatches for `SDEProblem` with `Nothing` algorithm
- Added `get_alg_hints` helper function for extracting algorithm hints from kwargs
- Added comprehensive tests in `test/default_solver_test.jl`
- Updated module to include the new default algorithm file

## Default Algorithm Behavior
When no algorithm is specified, the solver now automatically selects:
- SOSRI() as the standard default
- RKMilCommute() for commutative noise
- ImplicitRKMil() for stiff problems or non-identity mass matrices
- RKMil() for Stratonovich interpretation
- LambaEM() / LambaEulerHeun() for non-diagonal noise
- ISSEM() / ImplicitEulerHeun() for stiff non-diagonal problems
- SOSRA() / SKenCarp() for additive noise

## Test Plan
- [x] Added tests verifying default solver dispatch
- [x] Tests verify correct algorithm selection for various problem types
- [x] All tests pass locally

This is part of the ongoing effort to modularize DifferentialEquations.jl by moving default solvers to their respective packages.

🤖 Generated with [Claude Code](https://claude.ai/claude-code)

Co-Authored-By: Claude <[email protected]>
ChrisRackauckas-Claude pushed a commit to ChrisRackauckas-Claude/StochasticDiffEq.jl that referenced this pull request Oct 10, 2025
…cDiffEq.jl

This PR moves the default SDE solver implementation from DifferentialEquations.jl to StochasticDiffEq.jl, following the pattern established in SciML/DelayDiffEq.jl#326 and SciML/DelayDiffEq.jl#334.

## Changes
- Added `src/default_sde_alg.jl` containing the default algorithm selection logic
- Implemented `__init` and `__solve` dispatches for `SDEProblem` with `Nothing` algorithm
- Added `get_alg_hints` helper function for extracting algorithm hints from kwargs
- Added comprehensive tests in `test/default_solver_test.jl`
- Updated module to include the new default algorithm file

## Default Algorithm Behavior
When no algorithm is specified, the solver now automatically selects:
- SOSRI() as the standard default
- RKMilCommute() for commutative noise
- ImplicitRKMil() for stiff problems or non-identity mass matrices
- RKMil() for Stratonovich interpretation
- LambaEM() / LambaEulerHeun() for non-diagonal noise
- ISSEM() / ImplicitEulerHeun() for stiff non-diagonal problems
- SOSRA() / SKenCarp() for additive noise

## Test Plan
- [x] Added tests verifying default solver dispatch
- [x] Tests verify correct algorithm selection for various problem types
- [x] All tests pass locally

This is part of the ongoing effort to modularize DifferentialEquations.jl by moving default solvers to their respective packages.

🤖 Generated with [Claude Code](https://claude.ai/claude-code)

Co-Authored-By: Claude <[email protected]>
ChrisRackauckas-Claude pushed a commit to ChrisRackauckas-Claude/DifferentialEquations.jl that referenced this pull request Oct 10, 2025
This PR removes the default SDE algorithm selection from DifferentialEquations.jl, as it has been moved to StochasticDiffEq.jl in SciML/StochasticDiffEq.jl#633.

## Changes
- Removed `src/sde_default_alg.jl`
- Removed include of `sde_default_alg.jl` from `src/DifferentialEquations.jl`
- Removed `test/default_sde_alg_test.jl`
- Removed SDE default algorithm test from `test/runtests.jl`

## Context
This is part of the ongoing effort to modularize DifferentialEquations.jl by moving default solver logic to their respective packages (see SciML#1086). The SDE default algorithm is now handled directly in StochasticDiffEq.jl via `__init` and `__solve` dispatches when no algorithm is specified.

Related PRs:
- SciML/StochasticDiffEq.jl#633 - Adds default algorithm to StochasticDiffEq.jl
- SciML/DelayDiffEq.jl#326 - Similar change for DelayDiffEq.jl
- SciML/DelayDiffEq.jl#334 - Follow-up for DelayDiffEq.jl

🤖 Generated with [Claude Code](https://claude.ai/claude-code)

Co-Authored-By: Claude <[email protected]>
ChrisRackauckas-Claude pushed a commit to ChrisRackauckas-Claude/DifferentialEquations.jl that referenced this pull request Oct 10, 2025
This PR removes all default algorithm selection logic from DifferentialEquations.jl, as it has been moved to the respective solver packages.

Closes SciML#1086

## Changes
**Removed source files:**
- ❌ `src/default_solve.jl` - Generic default solve dispatch
- ❌ `src/default_arg_parsing.jl` - Helper functions for parsing algorithm hints
- ❌ `src/sde_default_alg.jl` - SDE default algorithm logic
- ❌ `src/dae_default_alg.jl` - DAE default algorithm logic
- ❌ `src/dde_default_alg.jl` - DDE default algorithm logic
- ❌ `src/discrete_default_alg.jl` - Discrete default algorithm logic
- ❌ `src/rode_default_alg.jl` - RODE default algorithm logic
- ❌ `src/steady_state_default_alg.jl` - Steady state default algorithm logic
- ❌ `src/bvp_default_alg.jl` - BVP default algorithm logic

**Removed test files:**
- ❌ `test/default_sde_alg_test.jl`
- ❌ `test/default_dae_alg_test.jl`
- ❌ `test/default_dde_alg_test.jl`
- ❌ `test/default_discrete_alg_test.jl`
- ❌ `test/default_rode_alg_test.jl`
- ❌ `test/default_steady_state_alg_test.jl`
- ❌ `test/default_bvp_alg_test.jl`

**Updated files:**
- ✏️ `src/DifferentialEquations.jl` - Removed all include statements for default algorithms
- ✏️ `test/runtests.jl` - Removed all default algorithm tests

## Context
This is part of the ongoing effort to modularize DifferentialEquations.jl (see SciML#1086). Default algorithm selection is now handled directly in each solver package via `__init` and `__solve` dispatches when no algorithm is specified.

DifferentialEquations.jl is now purely a meta-package that re-exports the individual solver packages.

## Related PRs
- **SDE:** SciML/StochasticDiffEq.jl#633 - Adds default algorithm to StochasticDiffEq.jl
- **DDE Pattern:** SciML/DelayDiffEq.jl#326, SciML/DelayDiffEq.jl#334
- **ODE:** Already handled in OrdinaryDiffEqDefault.jl

## Breaking Changes
None - this is purely an internal refactoring. The user-facing API remains unchanged. Users can still call `solve(prob)` without specifying an algorithm and the appropriate default will be selected by the respective solver package.

🤖 Generated with [Claude Code](https://claude.ai/claude-code)

Co-Authored-By: Claude <[email protected]>
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Solving a DDE throws a UndefRefError on >= 5.57

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