Issue involving SDEs, substitution, and custom parameter type

[ctessum]

Describe the bug 🐞

We're running into a error that happens in the fast_substitute function. It only seems to happen in an SDE that includes a parameter with a struct type, but it doesn't happen in just any SDE with a struct type parameter.

Expected behavior

We would hope the case below would work.

Minimal Reproducible Example 👇

using Dates
using EarthSciMLBase, EarthSciData, EnvironmentalTransport
using ModelingToolkit, OrdinaryDiffEqDefault, StochasticDiffEq
using ModelingToolkit: t, D, getdefault, get_unit
using DynamicQuantities
using EnvironmentalTransport: PuffCoupler
using EarthSciData: WRFCoupler


firestart                   = DateTime(2019, 06, 15, 0, 0, 0)
simulationlength            = 5.0                # hours
firelon, firelat, firelev   = (-108.0, 38.0, 3.0)

Δλ_deg = 0.138709
Δφ_deg = 0.107797
Δλ = deg2rad(Δλ_deg)
Δφ = deg2rad(Δφ_deg)

function EnvironmentalTransport.Puff(di::DomainInfo; buffer_cells = 1, name = :Puff)
    pv = EarthSciMLBase.pvars(di)
    coords = []
    for p in pv
        n = Symbol(p)
        v = EarthSciMLBase.add_metadata(only(@variables $n(t) = getdefault(p)), p)
        push!(coords, v)
    end
    @assert length(coords)==3 "DomainInfo must have 3 coordinates for puff model but currently has $(length(coords)): $coords"

    lev_idx = only(findall(v -> string(Symbol(v)) in ["lev(t)", "z(t)"], coords))
    lon_idx = only(findall(v -> string(Symbol(v)) in ["lon(t)", "x(t)"], coords))
    lat_idx = only(findall(v -> string(Symbol(v)) in ["lat(t)", "y(t)"], coords))
    endpts = EarthSciMLBase.endpoints(di)

    # Get transforms for e.g. longitude to meters.
    @parameters x_trans=1 [unit = get_unit(coords[lon_idx]) / 1u"m",
        description = "x-coordinate to meters transform"]
    @parameters y_trans=1 [unit = get_unit(coords[lat_idx]) / 1u"m",
        description = "y-coordinate to meters transform"]
    @parameters lev_trans=1 [unit = get_unit(coords[lev_idx]) / 1u"Pa",
        description = "level to pressure transform"]
    trans = [lev_trans, lev_trans, lev_trans]
    trans[lon_idx] = x_trans
    trans[lat_idx] = y_trans

    # Create placeholder velocity variables.
    vs = []
    for i in eachindex(coords)
        v_sym = Symbol("v_$(Symbol(pv[i]))")
        vu = get_unit(coords[i]) / get_unit(trans[i]) / get_unit(t)
        v = only(@parameters $(v_sym)=0 [unit = vu description = "$(Symbol(pv[i])) speed"])
        push!(vs, v)
    end
    eqs = D.(coords) .~ vs .* trans

    # Boundary condition at the ground and model top.
    uc = get_unit(coords[lev_idx])
    @constants(offset=0.05, [unit=uc, description="Offset for boundary conditions"],
        glo=endpts[lev_idx][begin], [unit=uc, description="lower bound"],
        ghi=endpts[lev_idx][end], [unit=uc, description="upper bound"],
        v_zero=0, [unit=get_unit(eqs[lev_idx].rhs)],)
    @variables v_vertical(t) [unit = get_unit(eqs[lev_idx].rhs)]

    ###
    @constants S = 1.0 [unit = u"s"]

    @parameters TLs = 5.0                      [unit = u"s", description = "Stable Lagrangian time scale"]
    @parameters TLu = 200.0                    [unit = u"s", description = "Unstable Lagrangian time scale"]
    @parameters sigmaw = 0.5                   [unit = get_unit(eqs[lev_idx].rhs),
                                                description = "Std. dev. of turbulent vertical velocity"]
    @parameters unstable = 1                   [unit = u"1",  description = "1=unstable, 0=stable"]

    @variables wprime(t)                       [unit = get_unit(eqs[lev_idx].rhs), description = "Turbulent vertical-velocity fluctuation"]
    @variables  TL(t)                          [unit = u"s", description = "Lagrangian time scale for vertical-velocity"]

    @brownians Bw

    push!(eqs, TL ~ ifelse(unstable > 0, TLu, TLs))
    push!(eqs, D(wprime) ~ -(wprime/TL) + sqrt(2*sigmaw^2 / TL/ S) * Bw) # Replacing this line with the one below makes the problem go away.
    #push!(eqs, D(wprime) ~ -(wprime/TL))
    ###

    push!(eqs, v_vertical ~ eqs[lev_idx].rhs)
    eqs[lev_idx] = let
        eq = eqs[lev_idx]
        c = coords[lev_idx]
        ### + wprime
        eq.lhs ~ ifelse(c - offset < glo, max(v_zero, v_vertical + wprime),
            ifelse(c + offset > ghi, min(v_zero, v_vertical + wprime), v_vertical + wprime))
    end
    lower_bound = coords[lev_idx] ~ endpts[lev_idx][begin]
    upper_bound = coords[lev_idx] ~ endpts[lev_idx][end]
    vertical_boundary = [lower_bound, upper_bound]
    # Stop simulation if we reach the lateral boundaries.
    function stop!(modified, observed, ctx, integrator)
        terminate!(integrator)
        NamedTuple()
    end
    wb = coords[lon_idx] ~ endpts[lon_idx][begin] + di.grid_spacing[lon_idx] * buffer_cells
    eb = coords[lon_idx] ~ endpts[lon_idx][end] - di.grid_spacing[lon_idx] * buffer_cells
    sb = coords[lat_idx] ~ endpts[lat_idx][begin] + di.grid_spacing[lat_idx] * buffer_cells
    nb = coords[lat_idx] ~ endpts[lat_idx][end] - di.grid_spacing[lat_idx] * buffer_cells
    lateral_boundary = [wb, eb, sb, nb] => (f=stop!,)
    System(eqs, EarthSciMLBase.ivar(di); name = name,
        metadata = Dict(CoupleType => PuffCoupler),
        continuous_events = [vertical_boundary, lateral_boundary])
end

function EarthSciMLBase.couple2(p::PuffCoupler, w::WRFCoupler)
    p, w = p.sys, w.sys
    p = param_to_var(p, :v_lon, :v_lat, :v_lev, :x_trans, :y_trans, :lev_trans)
    w = param_to_var(w, :lon, :lat, :lev)

    @constants c1 = 1.0 [unit = u"kg/m^2/s^2"]
    @constants c2 = 1.0 [unit = u"m^2/kg*s^2"]

    ConnectorSystem([
        w.lon ~ p.lon,
        w.lat ~ p.lat,
        w.lev ~ clamp(p.lev, 1, 42),
        p.v_lon ~ w.U,
        p.v_lat ~ w.V,
        p.v_lev ~ w.W * c1,
        p.x_trans ~ 1 / w.δxδlon,
        p.y_trans ~ 1 / w.δyδlat,
        p.lev_trans ~ (1 / w.δzδlev) * c2
    ], p, w)
end

domain = DomainInfo(
            firestart, firestart + Hour(simulationlength);
            latrange = deg2rad(25.0f0):Δφ:deg2rad(50.0f0),
            lonrange = deg2rad(-125.0f0):Δλ:deg2rad(-65.0f0),
            levrange = 1:32
)

model = couple(
            Puff(domain),
            WRF(domain; stream = true),
)

sys = convert(System, model)
tspan = get_tspan(domain)
u0 = ModelingToolkit.get_defaults(sys)
u0[sys.Puff₊wprime] = 0.0
prob = SDEProblem(sys, u0, tspan)
sol  = solve(prob, SRIW1(); dt = 60.0)
#prob=ODEProblem(sys, u0, tspan)
#sol = solve(prob)

Error & Stacktrace ⚠️

ERROR: MethodError: no method matching *(::Int64, ::EarthSciData.ITPWrapper{EarthSciData.DataSetInterpolator{…}})
The function `*` exists, but no method is defined for this combination of argument types.

Closest candidates are:
  *(::Any, ::Any, ::Any, ::Any...)
   @ Base operators.jl:642
  *(::Graphs.LinAlg.Noop, ::Any)
   @ Graphs ~/.julia/packages/Graphs/rEutM/src/linalg/graphmatrices.jl:216
  *(::ChainRulesCore.NoTangent, ::Any)
   @ ChainRulesCore ~/.julia/packages/ChainRulesCore/Vsbj9/src/tangent_arithmetic.jl:64
  ...

Stacktrace:
  [1] fast_substitute(expr::SymbolicUtils.BasicSymbolic{…}, subs::Dict{…}; operator::Type)
    @ Symbolics ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:719
  [2] fast_substitute
    @ ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:699 [inlined]
  [3] (::Symbolics.var"#171#172"{Type{…}, Dict{…}, Base.RefValue{…}})(x::SymbolicUtils.BasicSymbolic{Real})
    @ Symbolics ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:711
  [4] iterate
    @ ./generator.jl:48 [inlined]
  [5] collect_to!(dest::Vector{…}, itr::Base.Generator{…}, offs::Int64, st::Tuple{…})
    @ Base ./array.jl:848
  [6] collect_to_with_first!(dest::Vector{…}, v1::SymbolicUtils.BasicSymbolic{…}, itr::Base.Generator{…}, st::Tuple{…})
    @ Base ./array.jl:826
  [7] _collect(c::SymbolicUtils.SmallVec{…}, itr::Base.Generator{…}, ::Base.EltypeUnknown, isz::Base.HasShape{…})
    @ Base ./array.jl:820
  [8] collect_similar(cont::SymbolicUtils.SmallVec{…}, itr::Base.Generator{…})
    @ Base ./array.jl:732
  [9] map(f::Function, A::SymbolicUtils.SmallVec{Any, Vector{Any}})
    @ Base ./abstractarray.jl:3372
 [10] fast_substitute(expr::SymbolicUtils.BasicSymbolic{…}, subs::Dict{…}; operator::Type)
    @ Symbolics ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:709
 [11] fast_substitute
    @ ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:699 [inlined]
 [12] (::Symbolics.var"#171#172"{Type{…}, Dict{…}, Base.RefValue{…}})(x::SymbolicUtils.BasicSymbolic{Real})
    @ Symbolics ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:711
 [13] iterate
    @ ./generator.jl:48 [inlined]
 [14] _collect(c::SymbolicUtils.SmallVec{…}, itr::Base.Generator{…}, ::Base.EltypeUnknown, isz::Base.HasShape{…})
    @ Base ./array.jl:810
 [15] collect_similar(cont::SymbolicUtils.SmallVec{…}, itr::Base.Generator{…})
    @ Base ./array.jl:732
 [16] map(f::Function, A::SymbolicUtils.SmallVec{Any, Vector{Any}})
    @ Base ./abstractarray.jl:3372
 [17] fast_substitute(expr::SymbolicUtils.BasicSymbolic{…}, subs::Dict{…}; operator::Type)
    @ Symbolics ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:709
 [18] fixpoint_sub(x::SymbolicUtils.BasicSymbolic{Real}, dict::Dict{Any, Any}; operator::Type, maxiters::Int64)
    @ Symbolics ~/.julia/packages/Symbolics/xD5Pj/src/variable.jl:637
 [19] build_operating_point!(sys::System, op::Dict{…}, u0map::Dict{…}, pmap::Dict{…}, defs::Dict{…}, dvs::Vector{…}, ps::Vector{…})
    @ ModelingToolkit ~/.julia/packages/ModelingToolkit/v7S9P/src/systems/problem_utils.jl:636
 [20] process_SciMLProblem(constructor::Type, sys::System, op::Dict{…}; build_initializeprob::Bool, implicit_dae::Bool, t::Nothing, guesses::Dict{…}, warn_initialize_determined::Bool, initialization_eqs::Vector{…}, eval_expression::Bool, eval_module::Module, fully_determined::Nothing, check_initialization_units::Bool, u0_eltype::Nothing, tofloat::Bool, u0_constructor::typeof(identity), p_constructor::typeof(identity), check_length::Bool, symbolic_u0::Bool, warn_cyclic_dependency::Bool, circular_dependency_max_cycle_length::Int64, circular_dependency_max_cycles::Int64, substitution_limit::Int64, use_scc::Bool, time_dependent_init::Bool, algebraic_only::Bool, allow_incomplete::Bool, is_initializeprob::Bool, kwargs::@Kwargs{…})
    @ ModelingToolkit ~/.julia/packages/ModelingToolkit/v7S9P/src/systems/problem_utils.jl:1385
 [21] (NonlinearProblem{…})(sys::System, op::Dict{…}; expression::Type, check_length::Bool, check_compatibility::Bool, kwargs::@Kwargs{…})
    @ ModelingToolkit ~/.julia/packages/ModelingToolkit/v7S9P/src/problems/nonlinearproblem.jl:66
 [22] NonlinearProblem
    @ ~/.julia/packages/ModelingToolkit/v7S9P/src/problems/nonlinearproblem.jl:57 [inlined]
 [23] #_#1065
    @ ./none:-1 [inlined]
 [24] InitializationProblem{…}(sys::System, t::Float64, op::Dict{…}; guesses::Dict{…}, check_length::Bool, warn_initialize_determined::Bool, initialization_eqs::Vector{…}, fully_determined::Nothing, check_units::Bool, use_scc::Bool, allow_incomplete::Bool, algebraic_only::Bool, time_dependent_init::Bool, kwargs::@Kwargs{…})
    @ ModelingToolkit ~/.julia/packages/ModelingToolkit/v7S9P/src/problems/initializationproblem.jl:138
 [25] InitializationProblem
    @ ~/.julia/packages/ModelingToolkit/v7S9P/src/problems/initializationproblem.jl:20 [inlined]
 [26] #_#1134
    @ ./none:-1 [inlined]
 [27] maybe_build_initialization_problem(sys::System, iip::Bool, op::Dict{…}, t::Float64, defs::Dict{…}, guesses::Dict{…}, missing_unknowns::Set{…}; implicit_dae::Bool, time_dependent_init::Bool, u0_constructor::Function, p_constructor::Function, floatT::Type, initialization_eqs::Vector{…}, use_scc::Bool, eval_expression::Bool, eval_module::Module, kwargs::@Kwargs{…})
    @ ModelingToolkit ~/.julia/packages/ModelingToolkit/v7S9P/src/systems/problem_utils.jl:1128
 [28] process_SciMLProblem(constructor::Type, sys::System, op::Dict{…}; build_initializeprob::Bool, implicit_dae::Bool, t::Float64, guesses::Dict{…}, warn_initialize_determined::Bool, initialization_eqs::Vector{…}, eval_expression::Bool, eval_module::Module, fully_determined::Nothing, check_initialization_units::Bool, u0_eltype::Nothing, tofloat::Bool, u0_constructor::typeof(identity), p_constructor::typeof(identity), check_length::Bool, symbolic_u0::Bool, warn_cyclic_dependency::Bool, circular_dependency_max_cycle_length::Int64, circular_dependency_max_cycles::Int64, substitution_limit::Int64, use_scc::Bool, time_dependent_init::Bool, algebraic_only::Bool, allow_incomplete::Bool, is_initializeprob::Bool, kwargs::@Kwargs{…})
    @ ModelingToolkit ~/.julia/packages/ModelingToolkit/v7S9P/src/systems/problem_utils.jl:1400
 [29] (SDEProblem{…})(sys::System, op::Dict{…}, tspan::Tuple{…}; callback::Nothing, check_length::Bool, eval_expression::Bool, eval_module::Module, check_compatibility::Bool, sparse::Bool, sparsenoise::Bool, expression::Type, kwargs::@Kwargs{})
    @ ModelingToolkit ~/.julia/packages/ModelingToolkit/v7S9P/src/problems/sdeproblem.jl:75
 [30] SDEProblem
    @ ~/.julia/packages/ModelingToolkit/v7S9P/src/problems/sdeproblem.jl:67 [inlined]
 [31] SDEProblem
    @ ./none:-1 [inlined]
 [32] SDEProblem(sys::System, op::Dict{Any, Any}, tspan::Tuple{Float64, Float64})
    @ ModelingToolkit ./none:-1
 [33] top-level scope
    @ ~/Downloads/test/Puff_wrf_mre_1.jl:145
Some type information was truncated. Use `show(err)` to see complete types.

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

  [06fc5a27] DynamicQuantities v1.10.0
  [a293c155] EarthSciData v0.14.0
  [e53f1632] EarthSciMLBase v0.24.0
  [9e73f4c4] EnvironmentalTransport v0.6.1
⌃ [961ee093] ModelingToolkit v10.27.0
  [50262376] OrdinaryDiffEqDefault v1.8.0
  [789caeaf] StochasticDiffEq v6.84.0
  [ade2ca70] Dates v1.11.0

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

  [06fc5a27] DynamicQuantities v1.10.0
  [a293c155] EarthSciData v0.14.0
  [e53f1632] EarthSciMLBase v0.24.0
  [9e73f4c4] EnvironmentalTransport v0.6.1
⌃ [961ee093] ModelingToolkit v10.27.0
  [50262376] OrdinaryDiffEqDefault v1.8.0
  [789caeaf] StochasticDiffEq v6.84.0
  [ade2ca70] Dates v1.11.0
Info Packages marked with ⌃ have new versions available and may be upgradable.

julia> using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `~/Downloads/test/Manifest.toml`
⌃ [47edcb42] ADTypes v1.18.0
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.42
  [79e6a3ab] Adapt v4.4.0
  [66dad0bd] AliasTables v1.1.3
  [dce04be8] ArgCheck v2.5.0
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.22.0
  [4c555306] ArrayLayouts v1.12.0
  [13072b0f] AxisAlgorithms v1.1.0
  [198e06fe] BangBang v0.4.6
  [9718e550] Baselet v0.1.1
  [e2ed5e7c] Bijections v0.2.2
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [8e7c35d0] BlockArrays v1.9.2
  [70df07ce] BracketingNonlinearSolve v1.6.0
  [fa961155] CEnum v0.5.0
  [179af706] CFTime v0.2.4
  [2a0fbf3d] CPUSummary v0.2.7
  [d360d2e6] ChainRulesCore v1.26.0
  [0b6fb165] ChunkCodecCore v1.0.0
  [4c0bbee4] ChunkCodecLibZlib v1.0.0
  [55437552] ChunkCodecLibZstd v1.0.0
  [fb6a15b2] CloseOpenIntervals v0.1.13
⌅ [861a8166] Combinatorics v1.0.2
  [1fbeeb36] CommonDataModel v0.4.1
  [a80b9123] CommonMark v0.9.1
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.18.1
  [b152e2b5] CompositeTypes v0.1.4
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.6.0
  [150eb455] CoordinateTransformations v0.6.4
  [adafc99b] CpuId v0.3.1
  [a8cc5b0e] Crayons v4.1.1
  [9a962f9c] DataAPI v1.16.0
  [82cc6244] DataInterpolations v8.6.1
  [864edb3b] DataStructures v0.19.3
  [e2d170a0] DataValueInterfaces v1.0.0
  [244e2a9f] DefineSingletons v0.1.2
  [2b5f629d] DiffEqBase v6.191.0
  [459566f4] DiffEqCallbacks v4.10.1
  [77a26b50] DiffEqNoiseProcess v5.24.1
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
⌃ [a0c0ee7d] DifferentiationInterface v0.7.11
  [3c3547ce] DiskArrays v0.4.18
  [8d63f2c5] DispatchDoctor v0.4.26
  [b4f34e82] Distances v0.10.12
  [31c24e10] Distributions v0.25.122
  [ffbed154] DocStringExtensions v0.9.5
  [5b8099bc] DomainSets v0.7.16
  [7c1d4256] DynamicPolynomials v0.6.4
  [06fc5a27] DynamicQuantities v1.10.0
  [a293c155] EarthSciData v0.14.0
  [e53f1632] EarthSciMLBase v0.24.0
  [4e289a0a] EnumX v1.0.5
  [9e73f4c4] EnvironmentalTransport v0.6.1
⌃ [f151be2c] EnzymeCore v0.8.16
  [e2ba6199] ExprTools v0.1.10
  [55351af7] ExproniconLite v0.10.14
  [411431e0] Extents v0.1.6
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [a4df4552] FastPower v1.2.0
  [5789e2e9] FileIO v1.17.1
  [1a297f60] FillArrays v1.15.0
  [64ca27bc] FindFirstFunctions v1.4.2
  [6a86dc24] FiniteDiff v2.29.0
  [1fa38f19] Format v1.3.7
⌃ [f6369f11] ForwardDiff v0.10.39
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [46192b85] GPUArraysCore v0.2.0
  [68eda718] GeoFormatTypes v0.4.5
  [cf35fbd7] GeoInterface v1.6.0
  [c27321d9] Glob v1.3.1
  [86223c79] Graphs v1.13.1
  [076d061b] HashArrayMappedTries v0.2.0
  [34004b35] HypergeometricFunctions v0.3.28
  [615f187c] IfElse v0.1.1
  [3263718b] ImplicitDiscreteSolve v1.2.0
  [d25df0c9] Inflate v0.1.5
  [22cec73e] InitialValues v0.3.1
  [18e54dd8] IntegerMathUtils v0.1.3
  [a98d9a8b] Interpolations v0.16.2
  [8197267c] IntervalSets v0.7.12
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.6
  [82899510] IteratorInterfaceExtensions v1.0.0
  [033835bb] JLD2 v0.6.2
  [692b3bcd] JLLWrappers v1.7.1
  [ae98c720] Jieko v0.2.1
  [98e50ef6] JuliaFormatter v2.2.0
⌅ [70703baa] JuliaSyntax v0.4.10
  [ccbc3e58] JumpProcesses v9.19.1
  [ba0b0d4f] Krylov v0.10.2
  [8ac3fa9e] LRUCache v1.6.2
  [b964fa9f] LaTeXStrings v1.4.0
  [23fbe1c1] Latexify v0.16.10
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.9.0
  [2d8b4e74] LevyArea v1.0.0
  [87fe0de2] LineSearch v0.1.4
  [d3d80556] LineSearches v7.4.0
⌃ [7ed4a6bd] LinearSolve v3.46.1
  [2ab3a3ac] LogExpFunctions v0.3.29
  [e6f89c97] LoggingExtras v1.2.0
  [d8e11817] MLStyle v0.4.17
  [3da0fdf6] MPIPreferences v0.1.11
  [1914dd2f] MacroTools v0.5.16
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [fa8bd995] MetaGraphsNext v0.7.4
  [128add7d] MicroCollections v0.2.0
  [e1d29d7a] Missings v1.2.0
⌃ [961ee093] ModelingToolkit v10.27.0
  [2e0e35c7] Moshi v0.3.7
  [46d2c3a1] MuladdMacro v0.2.4
  [102ac46a] MultivariatePolynomials v0.5.13
  [d8a4904e] MutableArithmetics v1.6.7
  [85f8d34a] NCDatasets v0.14.10
  [d41bc354] NLSolversBase v7.10.0
  [2774e3e8] NLsolve v4.5.1
  [77ba4419] NaNMath v1.1.3
  [8913a72c] NonlinearSolve v4.12.0
⌃ [be0214bd] NonlinearSolveBase v2.2.0
  [5959db7a] NonlinearSolveFirstOrder v1.10.0
  [9a2c21bd] NonlinearSolveQuasiNewton v1.11.0
  [26075421] NonlinearSolveSpectralMethods v1.6.0
  [6fe1bfb0] OffsetArrays v1.17.0
  [429524aa] Optim v1.13.2
  [bac558e1] OrderedCollections v1.8.1
  [6ad6398a] OrdinaryDiffEqBDF v1.10.1
  [bbf590c4] OrdinaryDiffEqCore v1.36.0
  [50262376] OrdinaryDiffEqDefault v1.8.0
  [4302a76b] OrdinaryDiffEqDifferentiation v1.16.1
  [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.15.0
  [43230ef6] OrdinaryDiffEqRosenbrock v1.18.1
  [2d112036] OrdinaryDiffEqSDIRK v1.7.0
  [b1df2697] OrdinaryDiffEqTsit5 v1.5.0
  [79d7bb75] OrdinaryDiffEqVerner v1.6.0
  [90014a1f] PDMats v0.11.36
  [d96e819e] Parameters v0.12.3
  [e409e4f3] PoissonRandom v0.4.7
  [f517fe37] Polyester v0.7.18
  [1d0040c9] PolyesterWeave v0.2.2
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.34
  [aea7be01] PrecompileTools v1.3.3
  [21216c6a] Preferences v1.5.0
  [08abe8d2] PrettyTables v3.1.0
  [27ebfcd6] Primes v0.5.7
  [92933f4c] ProgressMeter v1.11.0
  [c94c279d] Proj v1.9.0
  [43287f4e] PtrArrays v1.3.0
  [1fd47b50] QuadGK v2.11.2
  [74087812] Random123 v1.7.1
  [e6cf234a] RandomNumbers v1.6.0
  [c84ed2f1] Ratios v0.4.5
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.39.0
  [189a3867] Reexport v1.2.2
  [42d2dcc6] Referenceables v0.1.3
  [ae029012] Requires v1.3.1
  [ae5879a3] ResettableStacks v1.1.1
  [79098fc4] Rmath v0.9.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.16
  [9dfe8606] SCCNonlinearSolve v1.6.0
  [94e857df] SIMDTypes v0.1.0
⌃ [0bca4576] SciMLBase v2.126.0
  [19f34311] SciMLJacobianOperators v0.1.11
  [a6db7da4] SciMLLogging v1.5.0
⌃ [c0aeaf25] SciMLOperators v1.10.0
  [431bcebd] SciMLPublic v1.0.0
  [53ae85a6] SciMLStructures v1.7.0
  [7e506255] ScopedValues v1.5.0
  [6c6a2e73] Scratch v1.3.0
  [efcf1570] Setfield v1.1.2
  [727e6d20] SimpleNonlinearSolve v2.9.0
  [699a6c99] SimpleTraits v0.9.5
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.2
  [0a514795] SparseMatrixColorings v0.4.23
  [276daf66] SpecialFunctions v2.6.1
  [171d559e] SplittablesBase v0.1.15
  [aedffcd0] Static v1.3.1
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.15
  [1e83bf80] StaticArraysCore v1.4.4
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.1
  [2913bbd2] StatsBase v0.34.8
  [4c63d2b9] StatsFuns v1.5.2
  [789caeaf] StochasticDiffEq v6.84.0
  [7792a7ef] StrideArraysCore v0.5.8
  [892a3eda] StringManipulation v0.4.1
  [2efcf032] SymbolicIndexingInterface v0.3.46
⌃ [19f23fe9] SymbolicLimits v0.2.3
⌅ [d1185830] SymbolicUtils v3.32.0
⌅ [0c5d862f] Symbolics v6.57.0
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.1
  [ed4db957] TaskLocalValues v0.1.3
  [8ea1fca8] TermInterface v2.0.0
  [1c621080] TestItems v1.0.0
  [8290d209] ThreadingUtilities v0.5.5
  [ac1d9e8a] ThreadsX v0.1.12
  [a759f4b9] TimerOutputs v0.5.29
  [28d57a85] Transducers v0.4.85
  [410a4b4d] Tricks v0.1.13
  [781d530d] TruncatedStacktraces v1.4.0
  [5c2747f8] URIs v1.6.1
  [3a884ed6] UnPack v1.0.2
  [1986cc42] Unitful v1.25.1
  [a7c27f48] Unityper v0.1.6
  [efce3f68] WoodburyMatrices v1.0.0
  [0b7ba130] Blosc_jll v1.21.7+0
  [6e34b625] Bzip2_jll v1.0.9+0
  [61579ee1] Ghostscript_jll v9.55.1+0
  [0234f1f7] HDF5_jll v1.14.6+0
  [e33a78d0] Hwloc_jll v2.12.2+0
  [1d5cc7b8] IntelOpenMP_jll v2025.2.0+0
  [aacddb02] JpegTurbo_jll v3.1.3+0
  [88015f11] LERC_jll v4.0.1+0
  [94ce4f54] Libiconv_jll v1.18.0+0
  [89763e89] Libtiff_jll v4.7.2+0
  [5ced341a] Lz4_jll v1.10.1+0
  [856f044c] MKL_jll v2025.2.0+0
  [7cb0a576] MPICH_jll v4.3.2+0
  [f1f71cc9] MPItrampoline_jll v5.5.4+0
  [9237b28f] MicrosoftMPI_jll v10.1.4+3
  [7243133f] NetCDF_jll v401.900.300+0
⌃ [fe0851c0] OpenMPI_jll v5.0.8+0
  [efe28fd5] OpenSpecFun_jll v0.5.6+0
  [58948b4f] PROJ_jll v902.700.0+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [76ed43ae] SQLite_jll v3.48.0+0
⌅ [02c8fc9c] XML2_jll v2.13.9+0
  [ffd25f8a] XZ_jll v5.8.1+0
  [a65dc6b1] Xorg_libpciaccess_jll v0.18.1+0
  [3161d3a3] Zstd_jll v1.5.7+1
  [477f73a3] libaec_jll v1.1.4+0
  [337d8026] libzip_jll v1.11.3+0
  [1317d2d5] oneTBB_jll v2022.0.0+1
  [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
  [ac6e5ff7] JuliaSyntaxHighlighting v1.12.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.12.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.3.0
  [44cfe95a] Pkg v1.12.0
  [de0858da] Printf v1.11.0
  [3fa0cd96] REPL 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 v1.12.0
  [f489334b] StyledStrings v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.3.0+1
  [deac9b47] LibCURL_jll v8.11.1+1
  [e37daf67] LibGit2_jll v1.9.0+0
  [29816b5a] LibSSH2_jll v1.11.3+1
  [14a3606d] MozillaCACerts_jll v2025.5.20
  [4536629a] OpenBLAS_jll v0.3.29+0
  [05823500] OpenLibm_jll v0.8.7+0
  [458c3c95] OpenSSL_jll v3.5.1+0
  [bea87d4a] SuiteSparse_jll v7.8.3+2
  [83775a58] Zlib_jll v1.3.1+2
  [8e850b90] libblastrampoline_jll v5.15.0+0
  [8e850ede] nghttp2_jll v1.64.0+1
  [3f19e933] p7zip_jll v17.5.0+2
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`

• Output of versioninfo()

Julia Version 1.12.1
Commit ba1e628ee49 (2025-10-17 13:02 UTC)
Build Info:
  Official https://julialang.org release
Platform Info:
  OS: macOS (arm64-apple-darwin24.0.0)
  CPU: 8 × Apple M1
  WORD_SIZE: 64
  LLVM: libLLVM-18.1.7 (ORCJIT, apple-m1)
  GC: Built with stock GC
Threads: 4 default, 1 interactive, 4 GC (on 4 virtual cores)
Environment:
  JULIA_EDITOR = code
  JULIA_VSCODE_REPL = 1
  JULIA_NUM_THREADS = 4

Additional context

Apologies that this minimal example isn't very minimal. It's been resistant to further simplification if but we can keep working at it if necessary.

[ctessum]

cc @hemamipour @cloud-he2

[AayushSabharwal]

Which parameter is the struct? I'm probably missing something, but I don't see it.

[ctessum]

That's the tricky part, the struct parameter is in a different package, here. We can figure out how to get it all into one self contained example if that's necessary, but just having an SDE with a struct in it doesn't seem to reproduce the problem.

(But if you run the code above, it should reproduce the problem.)