depend directly on DiffEqNoiseProcess

Project.toml

@@ -12,6 +12,7 @@ ConstructionBase = "187b0558-2788-49d3-abe0-74a17ed4e7c9"
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
 DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
+DiffEqNoiseProcess = "77a26b50-5914-5dd7-bc55-306e6241c503"
 DiffRules = "b552c78f-8df3-52c6-915a-8e097449b14b"
 Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
@@ -56,12 +57,10 @@ Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"
 [weakdeps]
 BifurcationKit = "0f109fa4-8a5d-4b75-95aa-f515264e7665"
 DeepDiffs = "ab62b9b5-e342-54a8-a765-a90f495de1a6"
-DiffEqNoiseProcess = "77a26b50-5914-5dd7-bc55-306e6241c503"
 
 [extensions]
 MTKBifurcationKitExt = "BifurcationKit"
 MTKDeepDiffsExt = "DeepDiffs"
-MTKDiffEqNoiseProcess = "DiffEqNoiseProcess"
 
 [compat]
 AbstractTrees = "0.3, 0.4"
@@ -74,6 +73,7 @@ DataStructures = "0.17, 0.18"
 DeepDiffs = "1"
 DiffEqBase = "6.103.0"
 DiffEqCallbacks = "2.16, 3"
+DiffEqNoiseProcess = "5"
 DiffRules = "0.1, 1.0"
 Distributed = "1"
 Distributions = "0.23, 0.24, 0.25"

src/ModelingToolkit.jl

@@ -22,6 +22,7 @@ using DiffEqCallbacks
 using Graphs
 import ExprTools: splitdef, combinedef
 import OrderedCollections
+using DiffEqNoiseProcess: DiffEqNoiseProcess, WienerProcess
 
 using SymbolicIndexingInterface
 using LinearAlgebra, SparseArrays, LabelledArrays

src/systems/diffeqs/sdesystem.jl

@@ -615,8 +615,6 @@ function SDEFunctionExpr(sys::SDESystem, args...; kwargs...)
     SDEFunctionExpr{true}(sys, args...; kwargs...)
 end
 
-function scalar_noise end # defined in ../ext/MTKDiffEqNoiseProcess.jl
-
 function DiffEqBase.SDEProblem{iip, specialize}(
         sys::SDESystem, u0map = [], tspan = get_tspan(sys),
         parammap = DiffEqBase.NullParameters();
@@ -636,7 +634,7 @@ function DiffEqBase.SDEProblem{iip, specialize}(
     if noiseeqs isa AbstractVector
         noise_rate_prototype = nothing
         if is_scalar_noise
-            noise = scalar_noise()
+            noise = WienerProcess(0.0, 0.0, 0.0)
         else
             noise = nothing
         end
@@ -721,14 +719,18 @@ function SDEProblemExpr{iip}(sys::SDESystem, u0map, tspan,
     if noiseeqs isa AbstractVector
         noise_rate_prototype = nothing
         if is_scalar_noise
-            noise = scalar_noise()
+            noise = WienerProcess(0.0, 0.0, 0.0)
+        else
+            noise = nothing
         end
     elseif sparsenoise
         I, J, V = findnz(SparseArrays.sparse(noiseeqs))
         noise_rate_prototype = SparseArrays.sparse(I, J, zero(eltype(u0)))
+        noise = nothing
     else
         T = u0 === nothing ? Float64 : eltype(u0)
         noise_rate_prototype = zeros(T, size(get_noiseeqs(sys)))
+        noise = nothing
     end
     ex = quote
         f = $f