Merge pull request #114 from rmsrosa/reset_noisefunction

Reset noisefunction

.gitignore

@@ -2,3 +2,7 @@
 *.jl.*.cov
 *.jl.mem
 Manifest.toml
+
+# vscode stuff
+.vscode
+.vscode/*

src/noise_interfaces/common.jl

@@ -75,6 +75,32 @@ function DiffEqBase.reinit!(W::AbstractNoiseProcess, dt;
     return nothing
 end
 
+function DiffEqBase.reinit!(W::NoiseFunction, dt;
+                            t0 = W.t0,
+                            erase_sol = true,
+                            setup_next = false)
+    W.curt = t0
+    W.dt = dt
+
+    if isinplace(W)
+        W.curW .= first(W(t0))
+        W.dW .= W.curW
+        if W.Z !== nothing
+            W.curZ .= last(W(t0))
+            W.dZ .= W.curZ
+        end
+    else
+        W.curW = first(W(t0))
+        W.dW = W.curW
+        if W.Z !== nothing
+            W.curZ = last(W(t0))
+            W.dZ = W.curZ
+        end
+    end
+
+    return nothing
+end
+
 function Base.reverse(W::AbstractNoiseProcess)
     if typeof(W) <: NoiseGrid
         if W.Z === nothing

src/types.jl

@@ -542,6 +542,7 @@ mutable struct NoiseFunction{T, N, wType, zType, Tt, T2, T3, inplace} <:
     dt::Tt
     dW::T2
     dZ::T3
+    t0::Tt
     reset::Bool
 
     function NoiseFunction{iip}(t0, W, Z = nothing;
@@ -560,7 +561,7 @@ mutable struct NoiseFunction{T, N, wType, zType, Tt, T2, T3, inplace} <:
         end
         new{typeof(noise_prototype), ndims(noise_prototype), typeof(W), typeof(Z),
             typeof(curt), typeof(curW), typeof(curZ), iip}(W, Z, curt, curW, curZ,
-                                                           dt, dW, dZ, reset)
+                                                           dt, dW, dZ, t0, reset)
     end
 end