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Inconsistent definitions of the Euler-Heun method

bug

Status: Open.

#638 In SciML/StochasticDiffEq.jl;

· lukasbk opened on Nov 17, 2025

<code>noise_rate_prototype</code> not respected for out-of-place problems

bug

Status: Open.

#607 In SciML/StochasticDiffEq.jl;

· AayushSabharwal opened on May 12, 2025

The solve function's save_noise keyword defaults incorrectly to false and ignores saveat keyword

bug

Status: Open.

#573 In SciML/StochasticDiffEq.jl;

· henhen724 opened on Jul 23, 2024

Allow seeding <code>SDEProblems</code> with e.g. StableRNGs

Status: Open.

#569 In SciML/StochasticDiffEq.jl;

· TorkelE opened on Mar 30, 2024

Using CuSparseMatrixCSC for <code>noise_rate_prototype</code> fails

bug

Status: Open.

#557 In SciML/StochasticDiffEq.jl;

· jack-dunham opened on Dec 1, 2023

SplitSROCK methods

new-algorithm

Status: Open.

#554 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Nov 3, 2023

DimensionError with unitful <code>dt</code> for stochastic integrator

Status: Open.

#529 In SciML/StochasticDiffEq.jl;

· jebej opened on Mar 27, 2023

SROCK2() not working with NoiseWrapper

Status: Open.

#505 In SciML/StochasticDiffEq.jl;

· axsk opened on Sep 29, 2022

SROCK2 fails for non-square noise

Status: Open.

#504 In SciML/StochasticDiffEq.jl;

· axsk opened on Sep 19, 2022

Improved Euler

Status: Open.

#482 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Jul 16, 2022

Structure-preserving stochastic exponential Runge-Kutta integrators

Status: Open.

#480 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Jul 6, 2022

Non-diagonal noise SDEs with non-vector variables

Status: Open.

#472 In SciML/StochasticDiffEq.jl;

· tbilitewski opened on Jun 7, 2022