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Seed a new rng instead of copying TaskLocalRNG #340

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8 changes: 4 additions & 4 deletions src/types.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -205,7 +205,7 @@ function NoiseProcess{iip}(
reset = true, reseed = true, continuous = true,
cache = nothing
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
rng = rng isa Random.TaskLocalRNG ? Xoshiro(rand(rng, UInt64)) : rng
S₁ = ResettableStacks.ResettableStack{iip}(
Tuple{
typeof(t0), typeof(W0), typeof(Z0),
Expand Down Expand Up @@ -417,7 +417,7 @@ mutable struct SimpleNoiseProcess{
rng = Random.default_rng(),
reset = true, reseed = true
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
rng = rng isa Random.TaskLocalRNG ? Xoshiro(rand(rng, UInt64)) : rng
if Z0 == nothing
Z = nothing
curZ = nothing
Expand Down Expand Up @@ -915,7 +915,7 @@ mutable struct NoiseTransport{T, N, wType, zType, Tt, T2, T3, TRV, Trv, RNGType,
reset = true, reseed = true,
noise_prototype = W(nothing, nothing, t0, rv)
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
rng = rng isa Random.TaskLocalRNG ? Xoshiro(rand(rng, UInt64)) : rng
curt = t0
dt = t0
curW = copy(noise_prototype)
Expand Down Expand Up @@ -1544,7 +1544,7 @@ function BoxWedgeTail{iip}(
rng = Random.default_rng(),
reset = true, reseed = true
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
rng = rng isa Random.TaskLocalRNG ? Xoshiro(rand(rng, UInt64)) : rng
if Z0 === nothing
Z = nothing
curZ = nothing
Expand Down
15 changes: 15 additions & 0 deletions test/two_processes.jl
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Expand Up @@ -33,3 +33,18 @@ Random.seed!(seed);
@test norm(soloop.Z - sol.Z) == 0.0
end
end

# https://github.com/SciML/DiffEqNoiseProcess.jl/issues/258
@testset "Default rng gives each process its own stream" begin
W1 = WienerProcess(0.0, 0.0, 0.0; reseed = false)
W2 = WienerProcess(0.0, 0.0, 0.0; reseed = false)
sol1 = solve(NoiseProblem(W1, (0.0, 1.0)); dt = 0.1)
sol2 = solve(NoiseProblem(W2, (0.0, 1.0)); dt = 0.1)
@test sol1.W != sol2.W

W3 = WienerProcess(0.0, 0.0, 0.0; rng = Xoshiro(7), reseed = false)
W4 = WienerProcess(0.0, 0.0, 0.0; rng = Xoshiro(7), reseed = false)
sol3 = solve(NoiseProblem(W3, (0.0, 1.0)); dt = 0.1)
sol4 = solve(NoiseProblem(W4, (0.0, 1.0)); dt = 0.1)
@test sol3.W == sol4.W
end