Add better SDESystem error when it hasn't been structural_simplify

src/systems/diffeqs/sdesystem.jl

@@ -737,6 +737,7 @@ function DiffEqBase.SDEProblem{iip, specialize}(
     if !iscomplete(sys)
         error("A completed `SDESystem` is required. Call `complete` or `structural_simplify` on the system before creating an `SDEProblem`")
     end
+
     f, u0, p = process_SciMLProblem(
         SDEFunction{iip, specialize}, sys, u0map, parammap; check_length,
         t = tspan === nothing ? nothing : tspan[1], kwargs...)
@@ -767,6 +768,15 @@ function DiffEqBase.SDEProblem{iip, specialize}(
         noise_rate_prototype = noise_rate_prototype, kwargs...)
 end
 
+function DiffEqBase.SDEProblem(sys::ODESystem, args...; kwargs...)
+
+    if any(ModelingToolkit.isbrownian, unknowns(sys))
+        error("SDESystem constructed by defining Brownian variables with @brownian must be simplified by calling `structural_simplify` before a SDEProblem can be constructed.")
+    else
+        error("Cannot construct SDEProblem from a normal ODESystem.")
+    end
+end
+
 """
 ```julia
 DiffEqBase.SDEProblem{iip}(sys::SDESystem, u0map, tspan, p = parammap;

test/sdesystem.jl

@@ -868,3 +868,22 @@ end
     @test length(ModelingToolkit.get_noiseeqs(sys)) == 1
     @test length(observed(sys)) == 1
 end
+
+@testset "Error when constructing SDESystem without `structural_simplify`" begin
+    @parameters σ ρ β
+    @variables x(tt) y(tt) z(tt)
+    @brownian a
+    eqs = [D(x) ~ σ * (y - x) + 0.1a * x,
+        D(y) ~ x * (ρ - z) - y + 0.1a * y,
+        D(z) ~ x * y - β * z + 0.1a * z]
+
+    @named de = System(eqs, t)
+    de = complete(de)
+
+    u0map = [x => 1.0, y => 0.0, z => 0.0]
+    parammap = [σ => 10.0, β => 26.0, ρ => 2.33]
+
+    @test_throws ErrorException("SDESystem constructed by defining Brownian variables with @brownian must be simplified by calling `structural_simplify` before a SDEProblem can be constructed.") SDEProblem(de, u0map, (0.0, 100.0), parammap)
+    de = structural_simplify(de)
+    @test SDEProblem(de, u0map, (0.0, 100.0), parammap) isa SDEProblem
+end