Oval2 Long Times
using StochasticDiffEq, SDEProblemLibrary, Random
Random.seed!(200)
prob = SDEProblemLibrary.oval2ModelExample(largeFluctuations=true,useBigs=false)
using LinearAlgebra
BLAS.set_num_threads(1)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SRIW1(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-5,reltol=1e-3)
end4.587235 seconds (7.29 M allocations: 501.951 MiB, 4.73% gc time, 99.85%
compilation time)Random.seed!(200)
@time for i in 1:10
@show i
sol = solve(prob,ImplicitEM(),dt=1/60000)
endi = 1
i = 2
i = 3
i = 4
i = 5
i = 6
i = 7
i = 8
i = 9
i = 10
66.152880 seconds (35.10 M allocations: 14.077 GiB, 13.91% gc time, 10.28%
compilation time)Random.seed!(200)
@time for i in 1:10
@show i
sol = solve(prob,ImplicitRKMil(),dt=1/50000)
endi = 1
i = 2
i = 3
i = 4
i = 5
i = 6
i = 7
i = 8
i = 9
i = 10
6.282301 seconds (5.24 M allocations: 1.150 GiB, 6.76% gc time, 37.40% co
mpilation time)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-4,reltol=1e-2)
end2.599835 seconds (3.62 M allocations: 238.427 MiB, 2.45% gc time, 86.73%
compilation time)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI2(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-4,reltol=1e-4)
end3.254072 seconds (3.37 M allocations: 184.320 MiB, 60.93% compilation tim
e)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI2(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-5,reltol=1e-3)
end1.466403 seconds (959.70 k allocations: 10.458 MiB)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-3,reltol=1e-2)
end0.182091 seconds (121.85 k allocations: 4.857 MiB)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-4,reltol=1e-4)
end0.843669 seconds (541.01 k allocations: 6.981 MiB)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-2,reltol=1e-2)
end0.135220 seconds (95.30 k allocations: 5.177 MiB)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-5,reltol=1e-3)
end1.425585 seconds (852.84 k allocations: 9.641 MiB, 6.55% gc time)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-2,reltol=1e-1)
end18.944766 seconds (12.35 M allocations: 151.074 MiB)Random.seed!(200)
@time for i in 1:10
sol = solve(prob,SOSRI2(),dt=(1/2)^(18),qmax=1.125,
saveat=0.1,maxiters=1e7,abstol=1e-4,reltol=1e-1)
end1.402649 seconds (946.99 k allocations: 16.503 MiB)Random.seed!(200)
@time for i in 1:10
@show i
sol = solve(prob,ImplicitEM(),dt=1/50000)
endi = 1
i = 2
i = 3
i = 4
i = 5
i = 6
i = 7
i = 8
i = 9
i = 10
59.278839 seconds (25.83 M allocations: 13.833 GiB, 14.77% gc time)Random.seed!(200)
@time for i in 1:10
@show i
sol = solve(prob,ImplicitRKMil(),dt=1/40000)
endi = 1
i = 2
i = 3
i = 4
i = 5
i = 6
i = 7
i = 8
i = 9
i = 10
4.454649 seconds (2.17 M allocations: 1.114 GiB, 13.48% gc time)Appendix
These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.
To locally run this benchmark, do the following commands:
using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/StiffSDE","Oval2LongTimes.jmd")Computer Information:
Julia Version 1.10.11
Commit a2b11907d7b (2026-03-09 14:59 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: 128 × AMD EPYC 7502 32-Core Processor
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-15.0.7 (ORCJIT, znver2)
Threads: 128 default, 0 interactive, 64 GC (on 128 virtual cores)
Environment:
JULIA_NUM_THREADS = auto
Package Information:
Status `/julia/github-runners/amdci1-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/StiffSDE/Project.toml`
[f3b72e0c] DiffEqDevTools v2.51.0
[77a26b50] DiffEqNoiseProcess v5.28.0
[91a5bcdd] Plots v1.41.6
[c72e72a9] SDEProblemLibrary v1.1.1
[31c91b34] SciMLBenchmarks v0.1.3
[789caeaf] StochasticDiffEq v6.101.0
[37e2e46d] LinearAlgebra
[9a3f8284] Random
[10745b16] Statistics v1.10.0And the full manifest:
Status `/julia/github-runners/amdci1-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/StiffSDE/Manifest.toml`
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[cf7118a7] UUIDs
[4ec0a83e] Unicode
[e66e0078] CompilerSupportLibraries_jll v1.1.1+0
[deac9b47] LibCURL_jll v8.4.0+0
[e37daf67] LibGit2_jll v1.6.4+0
[29816b5a] LibSSH2_jll v1.11.0+1
[c8ffd9c3] MbedTLS_jll v2.28.1010+0
[14a3606d] MozillaCACerts_jll v2025.12.2
[4536629a] OpenBLAS_jll v0.3.23+5
[05823500] OpenLibm_jll v0.8.5+0
[efcefdf7] PCRE2_jll v10.42.0+1
[bea87d4a] SuiteSparse_jll v7.2.1+1
[83775a58] Zlib_jll v1.2.13+1
[8e850b90] libblastrampoline_jll v5.11.0+0
[8e850ede] nghttp2_jll v1.52.0+1
[3f19e933] p7zip_jll v17.6.1+0
Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`