Fix tests, add copy

Author: ashutosh-b-b

src/DeepBSDE.jl

@@ -153,7 +153,7 @@ function DiffEqBase.solve(
     function neural_sde(init_cond)
         output_func(sol,i) = ((sol[end][1:end-1], sol[end][end]),false)
         function prob_func(prob,i,repeat)
-            SDEProblem(prob.f , prob.g , init_cond, prob.tspan , prob.p ,noise_rate_prototype = prob.noise_rate_prototype)
+            SDEProblem(prob.f , prob.g , init_cond, prob.tspan , prob.p ,noise_rate_prototype = copy(prob.noise_rate_prototype))
         end
         ensembleprob = EnsembleProblem(prob, output_func = output_func, prob_func = prob_func)
         sim = solve(ensembleprob,sdealg,ensemblealg, dt=dt, save_everystep = false;sensealg=DiffEqSensitivity.TrackerAdjoint(),trajectories=trajectories)

test/DeepBSDE.jl

@@ -80,6 +80,7 @@ end
     σᵀ∇u = Flux.Chain(Dense(d+1,hls,relu),
                     Dense(hls,hls,relu),
                     Dense(hls,d))
+    opt = ADAM(0.005)
     pdealg = DeepBSDE(u0, σᵀ∇u, opt=opt)
 
     sol = solve(prob, 
@@ -93,7 +94,7 @@ end
 
     u_analytical(x,t) = sum(x.^2) .+ d*t
     analytical_sol = u_analytical(x0, tspan[end])
-    error_l2 = rel_error_l2(res.us,analytical_sol)
+    error_l2 = rel_error_l2(sol.us,analytical_sol)
     println("error_l2 = ", error_l2, "\n")
     @test error_l2 < 1.0
 end