Error with SciMLOperator v1

[albertomercurio]

Describe the bug 🐞

I get an error when running a simple SDE involving SciMLOperators with v1.

Expected behavior

A correct SDE time evolution.

Minimal Reproducible Example 👇

using LinearAlgebra
using StochasticDiffEq
using SciMLOperators
using SciMLOperators: AbstractSciMLOperator
using SciMLBase
using OrdinaryDiffEqTsit5

struct MyMatrixOperator{T, AT <: AbstractMatrix{T}} <: AbstractSciMLOperator{T}
    A::AT
end

(L::MyMatrixOperator)(w, v, u, p, t) = mul!(w, L.A, v)

A = MyMatrixOperator(rand(2, 2))
x0 = rand(2)
tspan = (0.0, 1.0)

prob = SDEProblem{true}(A, A, x0, tspan)
sol = solve(prob, SRIW1())

Error & Stacktrace ⚠️

ERROR: MethodError: no method matching *(::MyMatrixOperator{Float64, Matrix{Float64}}, ::Vector{Float64})
The function `*` exists, but no method is defined for this combination of argument types.

Closest candidates are:
  *(::Any, ::Any, ::Any, ::Any...)
   @ Base operators.jl:596
  *(::NullOperator, ::AbstractVecOrMat)
   @ SciMLOperators ~/.julia/dev/SciMLOperators/src/basic.jl:154
  *(::AbstractSciMLOperator, ::IdentityOperator)
   @ SciMLOperators ~/.julia/dev/SciMLOperators/src/basic.jl:100
  ...

Stacktrace:
  [1] (::MyMatrixOperator{…})(v::Vector{…}, u::Vector{…}, p::SciMLBase.NullParameters, t::Float64; kwargs::@Kwargs{})
    @ SciMLOperators ~/.julia/dev/SciMLOperators/src/interface.jl:118
  [2] (::MyMatrixOperator{…})(v::Vector{…}, u::Vector{…}, p::SciMLBase.NullParameters, t::Float64)
    @ SciMLOperators ~/.julia/dev/SciMLOperators/src/interface.jl:117
  [3] (::SDEFunction{…})(::Vector{…}, ::Vararg{…})
    @ SciMLBase ~/.julia/packages/SciMLBase/u2Ue2/src/scimlfunctions.jl:2646
  [4] sde_determine_initdt(u0::Vector{…}, t::Float64, tdir::Float64, dtmax::Float64, abstol::Float64, reltol::Float64, internalnorm::typeof(DiffEqBase.ODE_DEFAULT_NORM), prob::SDEProblem{…}, order::Rational{…}, integrator::StochasticDiffEq.SDEIntegrator{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/vjhmf/src/initdt.jl:30
  [5] auto_dt_reset!(integrator::StochasticDiffEq.SDEIntegrator{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/vjhmf/src/integrators/integrator_interface.jl:355
  [6] handle_dt!
    @ ~/.julia/packages/StochasticDiffEq/vjhmf/src/solve.jl:725 [inlined]
  [7] __init(_prob::SDEProblem{…}, alg::SRIW1, timeseries_init::Vector{…}, ts_init::Vector{…}, ks_init::Type, recompile::Type{…}; saveat::Tuple{}, tstops::Tuple{}, d_discontinuities::Tuple{}, save_idxs::Nothing, save_everystep::Bool, save_noise::Bool, save_on::Bool, save_start::Bool, save_end::Nothing, callback::Nothing, dense::Bool, calck::Bool, dt::Float64, adaptive::Bool, gamma::Rational{…}, abstol::Nothing, reltol::Nothing, qmin::Rational{…}, qmax::Rational{…}, qsteady_min::Int64, qsteady_max::Int64, beta2::Nothing, beta1::Nothing, qoldinit::Rational{…}, controller::Nothing, fullnormalize::Bool, failfactor::Int64, delta::Rational{…}, maxiters::Int64, dtmax::Float64, dtmin::Float64, internalnorm::typeof(DiffEqBase.ODE_DEFAULT_NORM), isoutofdomain::typeof(DiffEqBase.ODE_DEFAULT_ISOUTOFDOMAIN), unstable_check::typeof(DiffEqBase.ODE_DEFAULT_UNSTABLE_CHECK), verbose::Bool, force_dtmin::Bool, timeseries_errors::Bool, dense_errors::Bool, advance_to_tstop::Bool, stop_at_next_tstop::Bool, initialize_save::Bool, progress::Bool, progress_steps::Int64, progress_name::String, progress_message::typeof(DiffEqBase.ODE_DEFAULT_PROG_MESSAGE), progress_id::Symbol, userdata::Nothing, initialize_integrator::Bool, seed::UInt64, alias::Nothing, initializealg::OrdinaryDiffEqCore.DefaultInit, kwargs::@Kwargs{})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/vjhmf/src/solve.jl:678
  [8] __init(_prob::SDEProblem{…}, alg::SRIW1, timeseries_init::Vector{…}, ts_init::Vector{…}, ks_init::Type, recompile::Type{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/vjhmf/src/solve.jl:18
  [9] __init
    @ ~/.julia/packages/StochasticDiffEq/vjhmf/src/solve.jl:18 [inlined]
 [10] #__solve#107
    @ ~/.julia/packages/StochasticDiffEq/vjhmf/src/solve.jl:6 [inlined]
 [11] __solve (repeats 5 times)
    @ ~/.julia/packages/StochasticDiffEq/vjhmf/src/solve.jl:1 [inlined]
 [12] #solve_call#36
    @ ~/.julia/packages/DiffEqBase/cu9Gd/src/solve.jl:670 [inlined]
 [13] solve_call
    @ ~/.julia/packages/DiffEqBase/cu9Gd/src/solve.jl:627 [inlined]
 [14] #solve_up#45
    @ ~/.julia/packages/DiffEqBase/cu9Gd/src/solve.jl:1224 [inlined]
 [15] solve_up
    @ ~/.julia/packages/DiffEqBase/cu9Gd/src/solve.jl:1201 [inlined]
 [16] #solve#43
    @ ~/.julia/packages/DiffEqBase/cu9Gd/src/solve.jl:1096 [inlined]
 [17] solve(prob::SDEProblem{…}, args::SRIW1)
    @ DiffEqBase ~/.julia/packages/DiffEqBase/cu9Gd/src/solve.jl:1086
 [18] top-level scope
    @ Untitled-1:63

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

Project QuantumToolbox v0.33.0
Status `~/.julia/dev/QuantumToolbox/Project.toml`
  [4fba245c] ArrayInterface v7.19.0
  [2b5f629d] DiffEqBase v6.178.0
  [459566f4] DiffEqCallbacks v4.8.0
  [77a26b50] DiffEqNoiseProcess v5.24.1
  [7a1cc6ca] FFTW v1.9.0
  [86223c79] Graphs v1.13.0
  [40713840] IncompleteLU v0.2.1
  [b964fa9f] LaTeXStrings v1.4.0
  [7ed4a6bd] LinearSolve v3.23.0
  [bbf590c4] OrdinaryDiffEqCore v1.26.2
  [b1df2697] OrdinaryDiffEqTsit5 v1.2.0
  [0bca4576] SciMLBase v2.104.0
  [c0aeaf25] SciMLOperators v1.3.1 `~/.julia/dev/SciMLOperators`
  [276daf66] SpecialFunctions v2.5.1
  [1e83bf80] StaticArraysCore v1.4.3
  [789caeaf] StochasticDiffEq v6.81.0
  [8ba89e20] Distributed v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [44cfe95a] Pkg v1.11.0
  [9a3f8284] Random v1.11.0
  [2f01184e] SparseArrays v1.11.0

• Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)

Project QuantumToolbox v0.33.0
Status `~/.julia/dev/QuantumToolbox/Manifest.toml`
  [47edcb42] ADTypes v1.15.0
  [621f4979] AbstractFFTs v1.5.0
  [7d9f7c33] Accessors v0.1.42
  [79e6a3ab] Adapt v4.3.0
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.19.0
  [4c555306] ArrayLayouts v1.11.2
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [70df07ce] BracketingNonlinearSolve v1.3.0
  [2a0fbf3d] CPUSummary v0.2.6
  [d360d2e6] ChainRulesCore v1.25.2
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.17.0
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.6.0
  [adafc99b] CpuId v0.3.1
  [a8cc5b0e] Crayons v4.1.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.22
  [e2d170a0] DataValueInterfaces v1.0.0
  [2b5f629d] DiffEqBase v6.178.0
  [459566f4] DiffEqCallbacks v4.8.0
  [77a26b50] DiffEqNoiseProcess v5.24.1
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.7.3
  [b4f34e82] Distances v0.10.12
  [31c24e10] Distributions v0.25.120
  [ffbed154] DocStringExtensions v0.9.5
  [4e289a0a] EnumX v1.0.5
  [f151be2c] EnzymeCore v0.8.12
  [e2ba6199] ExprTools v0.1.10
  [55351af7] ExproniconLite v0.10.14
  [7a1cc6ca] FFTW v1.9.0
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [a4df4552] FastPower v1.1.3
  [1a297f60] FillArrays v1.13.0
  [6a86dc24] FiniteDiff v2.27.0
  [f6369f11] ForwardDiff v1.0.1
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [d9f16b24] Functors v0.5.2
  [46192b85] GPUArraysCore v0.2.0
  [86223c79] Graphs v1.13.0
  [34004b35] HypergeometricFunctions v0.3.28
  [615f187c] IfElse v0.1.1
  [40713840] IncompleteLU v0.2.1
  [d25df0c9] Inflate v0.1.5
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.4
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.7.1
  [ae98c720] Jieko v0.2.1
  [ccbc3e58] JumpProcesses v9.16.1
  [ba0b0d4f] Krylov v0.10.1
  [b964fa9f] LaTeXStrings v1.4.0
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.6.2
  [2d8b4e74] LevyArea v1.0.0
  [87fe0de2] LineSearch v0.1.4
  [d3d80556] LineSearches v7.4.0
  [7ed4a6bd] LinearSolve v3.23.0
  [2ab3a3ac] LogExpFunctions v0.3.29
  [1914dd2f] MacroTools v0.5.16
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [e1d29d7a] Missings v1.2.0
  [2e0e35c7] Moshi v0.3.7
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.10.0
  [2774e3e8] NLsolve v4.5.1
  [77ba4419] NaNMath v1.1.3
  [8913a72c] NonlinearSolve v4.10.0
  [be0214bd] NonlinearSolveBase v1.13.0
  [5959db7a] NonlinearSolveFirstOrder v1.6.0
  [9a2c21bd] NonlinearSolveQuasiNewton v1.7.0
  [26075421] NonlinearSolveSpectralMethods v1.2.0
  [429524aa] Optim v1.13.2
  [bac558e1] OrderedCollections v1.8.1
  [bbf590c4] OrdinaryDiffEqCore v1.26.2
  [4302a76b] OrdinaryDiffEqDifferentiation v1.10.1
  [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.11.0
  [b1df2697] OrdinaryDiffEqTsit5 v1.2.0
  [90014a1f] PDMats v0.11.35
  [d96e819e] Parameters v0.12.3
  [e409e4f3] PoissonRandom v0.4.5
  [f517fe37] Polyester v0.7.18
  [1d0040c9] PolyesterWeave v0.2.2
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.29
⌅ [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [08abe8d2] PrettyTables v2.4.0
  [43287f4e] PtrArrays v1.3.0
  [1fd47b50] QuadGK v2.11.2
  [74087812] Random123 v1.7.1
  [e6cf234a] RandomNumbers v1.6.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.35.0
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.1
  [ae5879a3] ResettableStacks v1.1.1
  [79098fc4] Rmath v0.8.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.15
  [94e857df] SIMDTypes v0.1.0
  [0bca4576] SciMLBase v2.104.0
  [19f34311] SciMLJacobianOperators v0.1.8
  [c0aeaf25] SciMLOperators v1.3.1 `~/.julia/dev/SciMLOperators`
  [53ae85a6] SciMLStructures v1.7.0
  [efcf1570] Setfield v1.1.2
  [727e6d20] SimpleNonlinearSolve v2.7.0
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.1
  [0a514795] SparseMatrixColorings v0.4.21
  [276daf66] SpecialFunctions v2.5.1
  [aedffcd0] Static v1.2.0
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.14
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.1
  [2913bbd2] StatsBase v0.34.5
  [4c63d2b9] StatsFuns v1.5.0
  [789caeaf] StochasticDiffEq v6.81.0
  [7792a7ef] StrideArraysCore v0.5.7
  [892a3eda] StringManipulation v0.4.1
  [2efcf032] SymbolicIndexingInterface v0.3.42
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.1
  [8290d209] ThreadingUtilities v0.5.5
  [a759f4b9] TimerOutputs v0.5.29
  [781d530d] TruncatedStacktraces v1.4.0
  [3a884ed6] UnPack v1.0.2
  [f5851436] FFTW_jll v3.3.11+0
  [1d5cc7b8] IntelOpenMP_jll v2025.2.0+0
  [856f044c] MKL_jll v2025.2.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.6+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [1317d2d5] oneTBB_jll v2022.0.0+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [1a1011a3] SharedArrays v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [05823500] OpenLibm_jll v0.8.5+0
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2

• Output of versioninfo()

Julia Version 1.11.6
Commit 9615af0f269 (2025-07-09 12:58 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin24.0.0)
  CPU: 8 × Apple M3
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, apple-m2)
Threads: 4 default, 0 interactive, 2 GC (on 4 virtual cores)
Environment:
  JULIA_EDITOR = code
  JULIA_VSCODE_REPL = 1

Additional context

The problem is first related to this line

https://github.com/SciML/SciMLBase.jl/blob/21a3c645111c772b8675971183f0151f39a31220/src/scimlfunctions.jl#L2646

which redirects the old argument method to SciMLOperator.

I can do something like

function (f::SciMLBase.SDEFunction)(du, u, p, t)
    if f.f isa AbstractSciMLOperator
        f.f(du, u, u, p, t)
    else
        f.f(du, u, p, t)
    end
end

But now the problem shifts to this line here

StochasticDiffEq.jl/src/initdt.jl

Line 34 in a05034a

g(g₀,u0,p,t); g₀.*=3

which again uses the old method.

[ChrisRackauckas]

But this doesn't have a reasonable meaning? I am confused by this. Sure A in f is fine, but it's not diagonal so it's the wrong size for g? And then you are using an incompatible method with it because SRIW1 can't solve that kind of sparsity? So I don't see how putting an non operator should ever work in this case. But I also don't know if we should just error since it general the operator could be diagonal but that is just hard to prove

[albertomercurio]

OK maybe we should add the noise_rate_prototype the make it non diagonal, and at the point we should change g I agree. But I think we can always fall in a case like here

• https://docs.sciml.ai/DiffEqDocs/stable/tutorials/sde_example/#Example-4:-Systems-of-SDEs-with-Non-Diagonal-Noise

where we have a linear mixing of noises. And this should support SciMLOperators, right?

Regarding f, do you agree then that we should implement this, if v1 is detected? As in the case of ODEFunction.

function (f::SciMLBase.SDEFunction)(du, u, p, t)
    if f.f isa AbstractSciMLOperator
        f.f(du, u, u, p, t)
    else
        f.f(du, u, p, t)
    end
end

[ChrisRackauckas]

We don't have a way to represent that right now because g is supposed to take in a vector and output a matrix, which matrix times vector won't do. It would need some resizing rule or something

[albertomercurio]

Ok, should I make a PR to SciMLBase.jl to support the f function instead?

[ChrisRackauckas]

Yup that looks right.