Releases | Open Source Science

DiffEqNoiseProcess v5.24.1

Merged pull requests: - Fix typo in tests (#212) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] about 1 year ago

DiffEqNoiseProcess v5.24.0

Merged pull requests: - ci: test with 1, lts and pre versions of julia (#207) (@thazhemadam) - CompatHelper: bump compat for GPUArraysCore to 0.2, (keep existing compat) (#208) (@github-actions[bot]) - Bump codecov/codecov-action from 4 to 5 (#210) (@dependabot[bot])

- Julia
Published by github-actions[bot] over 1 year ago

DiffEqNoiseProcess - v5.23.0

DiffEqNoiseProcess v5.23.0

Diff since v5.22.0

Merged pull requests: - remove Requires.jl (#205) (@ChrisRackauckas)

Closed issues: - Extract covariance matrix from CorrelatedWienerprocess (#202)

- Julia
Published by github-actions[bot] over 1 year ago

DiffEqNoiseProcess - v5.22.0

DiffEqNoiseProcess v5.22.0

Diff since v5.21.0

Merged pull requests: - Bump julia-actions/setup-julia from 1 to 2 (#199) (@dependabot[bot]) - ci: standardise workflows using SciML's reusable workflows (#200) (@thazhemadam) - CompatHelper: add new compat entry for ReverseDiff in [weakdeps] at version 1, (keep existing compat) (#201) (@github-actions[bot]) - add covariance field to NoiseProcess struct (#203) (@oameye)

- Julia
Published by github-actions[bot] over 1 year ago

DiffEqNoiseProcess - v5.21.0

DiffEqNoiseProcess v5.21.0

Diff since v5.20.1

Merged pull requests: - Bump codecov/codecov-action from 3 to 4 (#189) (@dependabot[bot]) - Run JuliaFormatter.format() (#193) (@LilithHafner) - [skip ci] reapply formatting (#194) (@ArnoStrouwen) - Fix NoiseFunction docs (#196) (@ChrisRackauckas)

Closed issues: - Another (actionable) documentation issue (#195)

- Julia
Published by github-actions[bot] about 2 years ago

DiffEqNoiseProcess - v5.20.1

DiffEqNoiseProcess v5.20.1

Diff since v5.20.0

Merged pull requests: - Bump actions/checkout from 3 to 4 (#179) (@dependabot[bot]) - Bump crate-ci/typos from 1.16.23 to 1.16.25 (#180) (@dependabot[bot]) - [skip ci] dependabot ignore typos patches (#181) (@ArnoStrouwen) - Bump crate-ci/typos from 1.16.25 to 1.17.0 (#185) (@dependabot[bot]) - Bump actions/cache from 3 to 4 (#187) (@dependabot[bot]) - Bump crate-ci/typos from 1.17.0 to 1.18.1 (#190) (@dependabot[bot]) - [skip ci] Update dependabot.yml (#191) (@ArnoStrouwen) - Geometric brownian bridge fix (#192) (@frankschae)

- Julia
Published by github-actions[bot] about 2 years ago

DiffEqNoiseProcess - v5.20.0

DiffEqNoiseProcess v5.20.0

Diff since v5.19.0

Merged pull requests: - Docs1.0 (#169) (@ArnoStrouwen) - CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#171) (@github-actions[bot]) - chore: bump RecursiveArrayTools compat (#172) (@AayushSabharwal) - Change typeof(x) <: y to x isa y (#173) (@pepijndevos) - typos CI (#174) (@ArnoStrouwen)

- Julia
Published by github-actions[bot] about 2 years ago

DiffEqNoiseProcess - v5.19.0

DiffEqNoiseProcess v5.19.0

Diff since v5.18.0

Merged pull requests: - Ou bridge (#161) (@Jonas-a-Zimmermann) - Bump actions/checkout from 3 to 4 (#164) (@dependabot[bot]) - Fix interface definition tutorial (#167) (@ChrisRackauckas) - There is no NoiseProcessProblem, I think it should be NoiseProblem (#168) (@ajdunlap)

Closed issues: - Ornstein-Uhlenback Bridge distribution (#2) - Tutorial "Direct Simulation of the Noise Process]" is Broken (#165)

- Julia
Published by github-actions[bot] over 2 years ago

DiffEqNoiseProcess - v5.18.0

DiffEqNoiseProcess v5.18.0

Diff since v5.17.2

Merged pull requests: - replaced exp(x) - 1 by expm1 (#159) (@Jonas-a-Zimmermann) - try no space (#160) (@ArnoStrouwen) - Doc improv (#162) (@ArnoStrouwen)

- Julia
Published by github-actions[bot] over 2 years ago

DiffEqNoiseProcess - v5.17.2

DiffEqNoiseProcess v5.17.2

Diff since v5.17.1

Closed issues: - Remove wiener_randn handling (#6) - Complex array-valued Wiener process only produces real noise (#101) - wiener_randn! needs GPU-friendly fallback for complex AbstractArrays (#102) - OrnsteinUhlbeck Noise is broken (#150) - Throw an error if a one-dimensional noise process is used on a n-dimensional SDE (#155) - wiener_rand! dispatches incorrectly (#156)

Merged pull requests: - codecov ext (#143) (@ArnoStrouwen) - fixed dispatch wiener_rand (#157) (@Jonas-a-Zimmermann)

- Julia
Published by github-actions[bot] over 2 years ago

DiffEqNoiseProcess - v5.17.1

DiffEqNoiseProcess v5.17.1

Diff since v5.17.0

Closed issues: - VirtualBrownianTree cannot be reversed because it has no save_everystep field (#152)

Merged pull requests: - Ou patch (#151) (@Jonas-a-Zimmermann) - Use integer division in split_VBT_seed (#154) (@glatteis)

- Julia
Published by github-actions[bot] almost 3 years ago

DiffEqNoiseProcess - v5.17.0

DiffEqNoiseProcess v5.17.0

Diff since v5.16.0

Merged pull requests: - Excise staticarrays for staticarrayscore (#144) (@ChrisRackauckas) - enable dependabot for GitHub actions (#145) (@ranocha) - Bump actions/cache from 1 to 3 (#146) (@dependabot[bot]) - Bump codecov/codecov-action from 1 to 3 (#147) (@dependabot[bot]) - Bump codecov/codecov-action from 1 to 3 (#148) (@dependabot[bot]) - Bump actions/checkout from 1 to 3 (#149) (@dependabot[bot]) - Add reverse dispatch for VBT (#153) (@frankschae)

- Julia
Published by github-actions[bot] almost 3 years ago

DiffEqNoiseProcess - v5.16.0

DiffEqNoiseProcess v5.16.0

Diff since v5.15.2

Closed issues: - Speed up NoiseGrid/NoiseWrapper (#140)

Merged pull requests: - add reversediff weak dependency (#142) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] about 3 years ago

DiffEqNoiseProcess - v5.15.2

DiffEqNoiseProcess v5.15.2

Diff since v5.15.1

Merged pull requests: - add cur_time as a guess to NoiseGrid to speed up search for time point (#141) (@frankschae)

- Julia
Published by github-actions[bot] about 3 years ago

DiffEqNoiseProcess - v5.15.1

DiffEqNoiseProcess v5.15.1

Diff since v5.15.0

Merged pull requests: - Comparisons with nothing (#139) (@frankschae)

- Julia
Published by github-actions[bot] about 3 years ago

DiffEqNoiseProcess - v5.15.0

DiffEqNoiseProcess v5.15.0

Diff since v5.14.2

Closed issues: - Brownian bridge not working properly after first solve (#131)

Merged pull requests: - updated index.md and make.jl to include reproducibility. (#133) (@00krishna) - doc compat (#134) (@ArnoStrouwen) - CompatHelper: add new compat entry for DiffEqNoiseProcess at version 5 for package docs, (keep existing compat) (#135) (@github-actions[bot]) - NoiseProcess constructor (#138) (@Abhishek-1Bhatt)

- Julia
Published by github-actions[bot] about 3 years ago

DiffEqNoiseProcess - v5.14.2

DiffEqNoiseProcess v5.14.2

Diff since v5.14.1

Closed issues: - problem with reinit when tspan starts at a time different from that of noise (#126)

Merged pull requests: - remove call to deprecated method (#130) (@rmsrosa) - Fix reinit (#132) (@rmsrosa)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.14.1

DiffEqNoiseProcess v5.14.1

Diff since v5.14.0

Merged pull requests: - canonize docs (#129) (@ArnoStrouwen)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.14.0

DiffEqNoiseProcess v5.14.0

Diff since v5.13.1

Closed issues: - Solving twice with same VirtualBrownianTree does not produce the same result (#123) - VirtualBrownianTree not integrating backwards in time (#125)

Merged pull requests: - Implement copy! for noise types (#127) (@rmsrosa)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.13.1

DiffEqNoiseProcess v5.13.1

Diff since v5.13.0

Closed issues: - reinit! not working properly with a NoiseWrapper noise (#121)

Merged pull requests: - Fix links to plots in page Abstract Noise Processes (#120) (@rmsrosa) - add reinit! specialized to NoiseWrapper (#122) (@rmsrosa) - reinit! VBT for proper reproducibility (#124) (@rmsrosa)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.13.0

DiffEqNoiseProcess v5.13.0

Diff since v5.12.3

Merged pull requests: - Transport process (#116) (@rmsrosa) - [skip ci] badges (#117) (@ArnoStrouwen) - doc cov (#118) (@ArnoStrouwen) - MassInstallAction: Install the Invalidations workflow on this repository (#119) (@devmotion)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.12.3

DiffEqNoiseProcess v5.12.3

Diff since v5.12.2

Merged pull requests: - move to SDEProblemLibrary (#115) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.12.2

DiffEqNoiseProcess v5.12.2

Diff since v5.12.1

Closed issues: - reinitializing a NoiseFunction with reinit! not working (#113)

Merged pull requests: - Handle warnings in tests (#111) (@frankschae) - Reset noisefunction (#114) (@rmsrosa)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.12.1

DiffEqNoiseProcess v5.12.1

Diff since v5.12.0

Merged pull requests: - Use SciML format? (#108) (@frankschae) - Fix Ito reverse noise processes (#109) (@frankschae)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.12.0

DiffEqNoiseProcess v5.12.0

Diff since v5.11.1

Merged pull requests: - Update Downstream.yml (#105) (@MartinuzziFrancesco) - Change GPUArrays to GPUArraysCore (#106) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] over 3 years ago

DiffEqNoiseProcess - v5.11.1

DiffEqNoiseProcess v5.11.1

Diff since v5.11.0

Merged pull requests: - Add a bunch of downstream tests (#103) (@ChrisRackauckas) - add docs (#104) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] almost 4 years ago

DiffEqNoiseProcess - v5.11.0

DiffEqNoiseProcess v5.11.0

Diff since v5.10.0

Merged pull requests: - add GPUArrays dependency (#100) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] almost 4 years ago

DiffEqNoiseProcess - v5.10.0

DiffEqNoiseProcess v5.10.0

Diff since v5.9.0

Merged pull requests: - CI for LTS (#97) (@ChrisRackauckas) - add tolerances for solver (#98) (@frankschae) - remove Requires.jl usage (#99) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] almost 4 years ago

DiffEqNoiseProcess - v5.9.0

DiffEqNoiseProcess v5.9.0

Diff since v5.8.0

Merged pull requests: - Fix ensemble simulation of noise processes (#95) (@ChrisRackauckas)

- Julia
Published by github-actions[bot] over 4 years ago

DiffEqNoiseProcess - v5.8.0

DiffEqNoiseProcess v5.8.0

Diff since v5.7.3

Merged pull requests: - allow solvers to use Noise Grid with SVectors (#94) (@frankschae)

- Julia
Published by github-actions[bot] over 4 years ago

DiffEqNoiseProcess - v5.7.3

DiffEqNoiseProcess v5.7.3

Diff since v5.7.2

Merged pull requests: - Reversal fixes (#93) (@frankschae)

- Julia
Published by github-actions[bot] almost 5 years ago

DiffEqNoiseProcess - v5.7.2

DiffEqNoiseProcess v5.7.2

Diff since v5.7.1

Merged pull requests: - CompatHelper: bump compat for "Distributions" to "0.25" (#90) (@github-actions[bot]) - Slightly increase the tolerance of the reversal test (#91) (@ChrisRackauckas) - Noise grid dispatch for pCN function (#92) (@frankschae)

- Julia
Published by github-actions[bot] almost 5 years ago

DiffEqNoiseProcess - v5.7.1

DiffEqNoiseProcess v5.7.1

Diff since v5.7.0

Merged pull requests: - Bug fix for pCN function (#89) (@frankschae)

- Julia
Published by github-actions[bot] almost 5 years ago

DiffEqNoiseProcess - v5.7.0

DiffEqNoiseProcess v5.7.0

Diff since v5.6.0

Merged pull requests: - preconditioned Crank Nicolson (#87) (@frankschae) - allows to start the NoiseProcess with a different index (#88) (@frankschae)

- Julia
Published by github-actions[bot] almost 5 years ago

DiffEqNoiseProcess - v5.6.0

DiffEqNoiseProcess v5.6.0

Diff since v5.5.2

Merged pull requests: - Box Wedge Tail method (#86) (@frankschae)

- Julia
Published by github-actions[bot] about 5 years ago

DiffEqNoiseProcess - v5.5.2

DiffEqNoiseProcess v5.5.2

Diff since v5.5.1

Closed issues: - Update dist function for out of place cases (#83)

Merged pull requests: - RSwM3 correctness follow-up (#82) (@sfalmo) - Fix CorrelatedWienerProcess (#84) (@frankschae)

- Julia
Published by github-actions[bot] about 5 years ago

DiffEqNoiseProcess - v5.5.1

DiffEqNoiseProcess v5.5.1

Diff since v5.5.0

Merged pull requests: - RSWm3 correctness (#80) (@sfalmo)

- Julia
Published by github-actions[bot] about 5 years ago

DiffEqNoiseProcess - v5.5.0

DiffEqNoiseProcess v5.5.0

Diff since v5.4.4

Closed issues: - Filenames only differing by case makes the infrastructure confused. (#79)

Merged pull requests: - CompatHelper: bump compat for "StaticArrays" to "1.0" (#77) (@github-actions[bot])