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Give the SRI weak-order study enough trajectories for its own tolerance #4096

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Merged
ChrisRackauckas merged 1 commit into from
Aug 2, 2026
Merged

Give the SRI weak-order study enough trajectories for its own tolerance #4096

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6 changes: 5 additions & 1 deletion lib/StochasticDiffEq/test/weak_convergence/iip_weak.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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