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Fix flaky Hybrid statistical test: skip noisy early transient #1494

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Fix flaky Hybrid statistical test: skip noisy early transient #1494

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df91aa0
Fix flaky Hybrid statistical test: skip noisy early transient
ChrisRackauckas Jun 23, 2026
b2ee025
Fix flaky Hybrid jump-diffusion variance test: raise N=500->1500
ChrisRackauckas Jul 5, 2026
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15 changes: 12 additions & 3 deletions test/simulation_and_solving/hybrid_models.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -970,8 +970,12 @@ let
Pf(t) = k1 / k2 + (P0 - k1 / k2) * exp(-k2 * t)
Pact = [Pf(t) for t in times]

# Skip t=0 where Pact=0 (would give division issues in relative tolerance)
@test all(abs.(Pv[2:end] .- Pact[2:end]) .<= 0.05 .* Pact[2:end])
# Skip the early transient (t < 2 ≈ one settling time, τ = 1/k2 = 2) where the
# analytic mean is small and the relative-tolerance band is correspondingly tiny,
# making the Monte Carlo estimate statistically unstable. This matches the
# `findfirst(t -> t >= 2.0, times)` convention used by the multi-species test below.
start_idx = findfirst(t -> t >= 2.0, times)
@test all(abs.(Pv[start_idx:end] .- Pact[start_idx:end]) .<= 0.05 .* Pact[start_idx:end])
end

# Mathematical correctness test: Complex non-linear multi-species system.
Expand Down Expand Up @@ -1294,7 +1298,12 @@ let
λ_val = 3.0
σ_val = 1.0
T = 10.0
n_trials = 500
# The Brownian noise process draws from the task RNG (not the jump `rng` above), so the
# σ²*T contribution to the variance is not seeded and the sample-variance estimator is
# genuinely noisy. At N=500 its relative std is ~7%, so a 15% rtol is only ~2σ and the
# check fails intermittently (~7% of runs). N=1500 drops the relative std to ~3%, making
# the 15% band a robust ~5σ margin without touching the (mathematically motivated) rtol.
n_trials = 1500

# Create problem once; the RNG state advances across solves.
prob = HybridProblem(rn, [:X => 0.0], (0.0, T),
Expand Down
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