fix: increase Hayes SDDE trajectories 100→1000 to eliminate ~9% flakiness#3749
Open
ChrisRackauckas-Claude wants to merge 1 commit into
Open
Conversation
…ness MethodOfSteps(RKMil()) on the Hayes SDDE problem (tspan=[0,10]) gives 𝒪est[:final] with mean ~0.87 and std ~0.12 at 100 trajectories, for a ~9% failure rate against the ±0.3 tolerance. Increasing to 1000 reduces std to ~0.038, making P(fail) < 0.001% without pinning the RNG. Mirrors the DRI1 fix (1e5→1e6 trajectories, already in master). Co-Authored-By: Chris Rackauckas <accounts@chrisrackauckas.com>
d9fa407 to
0b9703f
Compare
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
Increases
trajectoriesfrom 100 to 1000 in theMethodOfSteps(RKMil())Hayes SDDE convergence test.Root cause: At 100 trajectories,
𝒪est[:final]for the Hayes SDDE problem (tspan=[0,10]) has mean ~0.87 and std ~0.12, giving ~9% failure rate against the ±0.3 tolerance. Increasing to 1000 reduces std to ~0.038 (std ∝ 1/√N), making P(fail) < 0.001% without pinning the RNG. This mirrors the DRI1 fix (1e5→1e6 trajectories) already in master.🤖 Generated with Claude Code