test_stochasticIntegratorsPaper
Numerical-equivalence tests against PAPER-FAITHFUL references for the weak-order-2 integrators whose multi-noise / non-commutative path StochasticDiffEq.jl cannot reference:
RS1 / RS2 (Roessler 2007, Stratonovich) - StochasticDiffEq.jl’s in-place RS cache has an array-aliasing defect in its multi-noise cross-terms.
DRI1 / RI1 / RI3 / RI5 / RI6 (Debrabant-Roessler / Roessler, Ito) - StochasticDiffEq.jl’s DRI1 and RI non-diagonal branches raise an UndefVarError and cannot solve a coupled-noise problem at all. The RI methods share DRI1’s step but with different coefficient tableaus.
The references (paperReference/*.json) are generated directly from the primary
sources and validated against the authors’ published weak-error tables / by weak-order
convergence (see paperReference/generate_rs_reference.py and generate_dri1_reference.py).
As with the Julia tests, the reference prescribes the underlying Gaussian increments and
we replay them through Basilisk and require an exact match - exercising the genuinely
non-commutative, coupled-noise paths that the scalar/diagonal Julia tests cannot.