diff --git a/lib/StochasticDiffEq/test/weak_convergence/iip_weak.jl b/lib/StochasticDiffEq/test/weak_convergence/iip_weak.jl index 0ebb1c3b602..3fa28cb2867 100644 --- a/lib/StochasticDiffEq/test/weak_convergence/iip_weak.jl +++ b/lib/StochasticDiffEq/test/weak_convergence/iip_weak.jl @@ -179,8 +179,12 @@ sim = test_convergence( #@test abs(sim.𝒪est[:weak_l∞]-1) < 0.3 println("SRI") dts = 1 .// 2 .^ (8:-1:2) +# 2e4 trajectories leaves the weak-order estimate with a standard deviation of 0.17 +# against a 0.5 tolerance, so a ~3σ draw breaches it — which is what this study's own +# RNG state produced (𝒪 off by 0.553). 4e5 brings the spread to 0.049, worst case 0.09 +# over 12 seeds. See issue #4061. sim = test_convergence( - dts, prob, SRI(), save_everystep = false, trajectories = Int(2.0e4), + dts, prob, SRI(), save_everystep = false, trajectories = Int(4.0e5), weak_timeseries_errors = false ) @test abs(sim.𝒪est[:weak_final] - 2) < 0.5