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Fix TaskLocalRNG producing identical noise across processes #257

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Fix TaskLocalRNG producing identical noise across processes #257

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8884638
Fix TaskLocalRNG producing identical noise across processes
isaacsas Feb 22, 2026
02ff46c
Revert TaskLocalRNG special-casing, use shared RNG directly
isaacsas Feb 24, 2026
32c40de
Re-add test for independent noise with default RNG
isaacsas Feb 24, 2026
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4 changes: 0 additions & 4 deletions src/types.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -194,7 +194,6 @@ function NoiseProcess{iip}(
reset = true, reseed = true, continuous = true,
cache = nothing
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
S₁ = ResettableStacks.ResettableStack{iip}(
Tuple{
typeof(t0), typeof(W0), typeof(Z0),
Expand Down Expand Up @@ -396,7 +395,6 @@ mutable struct SimpleNoiseProcess{
rng = Random.default_rng(),
reset = true, reseed = true
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
if Z0 == nothing
Z = nothing
curZ = nothing
Expand Down Expand Up @@ -836,7 +834,6 @@ mutable struct NoiseTransport{T, N, wType, zType, Tt, T2, T3, TRV, Trv, RNGType,
reset = true, reseed = true,
noise_prototype = W(nothing, nothing, t0, rv)
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
curt = t0
dt = t0
curW = copy(noise_prototype)
Expand Down Expand Up @@ -1389,7 +1386,6 @@ function BoxWedgeTail{iip}(
rng = Random.default_rng(),
reset = true, reseed = true
) where {iip}
rng = rng isa Random.TaskLocalRNG ? copy(rng) : rng
if Z0 === nothing
Z = nothing
curZ = nothing
Expand Down
16 changes: 16 additions & 0 deletions test/two_processes.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -33,3 +33,19 @@ Random.seed!(seed);
@test norm(soloop.Z - sol.Z) == 0.0
end
end

@testset "Default RNG produces independent noise processes" begin
# reseed = false so that solve doesn't re-randomize the RNG,
# ensuring we test that construction-time RNG states differ.
W1 = WienerProcess(0.0, 0.0, 0.0; reseed = false)
W2 = WienerProcess(0.0, 0.0, 0.0; reseed = false)
sol1 = solve(NoiseProblem(W1, (0.0, 1.0)); dt = 0.1)
sol2 = solve(NoiseProblem(W2, (0.0, 1.0)); dt = 0.1)
@test sol1.W != sol2.W

W1! = WienerProcess!(0.0, zeros(3), zeros(3); reseed = false)
W2! = WienerProcess!(0.0, zeros(3), zeros(3); reseed = false)
sol1! = solve(NoiseProblem(W1!, (0.0, 1.0)); dt = 0.1)
sol2! = solve(NoiseProblem(W2!, (0.0, 1.0)); dt = 0.1)
@test sol1!.W != sol2!.W
end
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