Move SDE default algorithm from DifferentialEquations.jl to StochasticDiffEq.jl #633
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…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]>
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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]>
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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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Oct 10, 2025
…(v8.0.0) This PR removes all default algorithm selection logic from DifferentialEquations.jl and transforms it into a minimal meta-package that only re-exports the core ODE solver ecosystem. Closes SciML#1086 ## Major Changes (v8.0.0 - Breaking Release) ### Removed source files (9): - ❌ `src/default_solve.jl` - ❌ `src/default_arg_parsing.jl` - ❌ `src/sde_default_alg.jl` - ❌ `src/dae_default_alg.jl` - ❌ `src/dde_default_alg.jl` - ❌ `src/discrete_default_alg.jl` - ❌ `src/rode_default_alg.jl` - ❌ `src/steady_state_default_alg.jl` - ❌ `src/bvp_default_alg.jl` ### Removed test files (7): - ❌ All `test/default_*_alg_test.jl` files ### Minimal dependencies: **Before (17 deps):** BoundaryValueDiffEq, DelayDiffEq, DiffEqBase, DiffEqCallbacks, DiffEqNoiseProcess, JumpProcesses, LinearAlgebra, LinearSolve, NonlinearSolve, OrdinaryDiffEq, Random, RecursiveArrayTools, Reexport, SciMLBase, SteadyStateDiffEq, StochasticDiffEq, Sundials **After (3 deps):** OrdinaryDiffEq, Reexport, SciMLBase ### Updated: - ✏️ `src/DifferentialEquations.jl` - Now only re-exports SciMLBase and OrdinaryDiffEq - ✏️ `Project.toml` - Version bumped to 8.0.0, minimal dependencies - ✏️ `test/runtests.jl` - Minimal test suite - ✏️ Julia compat bumped to 1.10 ## Context DifferentialEquations.jl is now a minimal meta-package. Default algorithm selection is handled directly in each solver package via `__init` and `__solve` dispatches. Users requiring other solver types (SDEs, DDEs, DAEs, BVPs, etc.) should now directly depend on and import the specific solver packages: - `StochasticDiffEq` for SDEs - `DelayDiffEq` for DDEs - `BoundaryValueDiffEq` for BVPs - etc. ## Related PRs - **SDE:** SciML/StochasticDiffEq.jl#633 - **DDE:** SciML/DelayDiffEq.jl#326, SciML#334 ## Breaking Changes - **Version 8.0.0** - Major breaking release - No longer re-exports all solver packages - Users must explicitly add and import solver packages they need - `using DifferentialEquations` now only provides ODE solving capabilities 🤖 Generated with [Claude Code](https://claude.ai/claude-code) Co-Authored-By: Claude <[email protected]>
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Summary
This PR moves the default SDE solver implementation from DifferentialEquations.jl to StochasticDiffEq.jl, following the pattern established in #326 and #334 for DelayDiffEq.jl (SciML/DelayDiffEq.jl#326 and SciML/DelayDiffEq.jl#334).
Changes
src/default_sde_alg.jlcontaining the default algorithm selection logic__initand__solvedispatches forSDEProblemwithNothingalgorithmget_alg_hintshelper function for extracting algorithm hints from kwargstest/default_solver_test.jlDefault Algorithm Behavior
When no algorithm is specified, the solver now automatically selects:
:commutativehint):stiffhint):stratonovichhint):additivehint)Test Plan
Notes
This is part of the ongoing effort to modularize DifferentialEquations.jl by moving default solvers to their respective packages, similar to what was done for DelayDiffEq and OrdinaryDiffEq.
🤖 Generated with Claude Code
Co-Authored-By: Claude [email protected]