correlated Wiener tests do not pass on windows

[ArnoStrouwen]

Correlated Wiener Process: Test Failed at C:\Users\arno\Desktop\SciML\DiffEqNoiseProcess.jl\test\correlated.jl:36
  Expression: ≈(Γ, cov(sol, dims = 2) / dt, rtol = 0.01)
   Evaluated: [1.0 0.3; 0.3 1.0] ≈ [1.4071833818984558 0.4647373260398336; 0.4647373260398336 1.4034111425410771] (rtol=0.01)

Stacktrace:
 [1] macro expansion
   @ C:\Users\arno\.julia\juliaup\julia-1.9.4+0.x64.w64.mingw32\share\julia\stdlib\v1.9\Test\src\Test.jl:478 [inlined]
 [2] macro expansion
   @ C:\Users\arno\Desktop\SciML\DiffEqNoiseProcess.jl\test\correlated.jl:36 [inlined]
 [3] macro expansion
   @ C:\Users\arno\.julia\juliaup\julia-1.9.4+0.x64.w64.mingw32\share\julia\stdlib\v1.9\Test\src\Test.jl:1498 [inlined]
 [4] top-level scope
   @ C:\Users\arno\Desktop\SciML\DiffEqNoiseProcess.jl\test\correlated.jl:3

[ChrisRackauckas]

Is the tolerance just slightly off? We can run for more iterations to make the value converge better.

[ArnoStrouwen]

1 vs 1.4 ; 0.3 vs 0.4 I would not call slightly.
You can see it in the output.

[ChrisRackauckas]

What about with 10_000_000 trajectories?

[ArnoStrouwen]

 28.376316 seconds (980.54 M allocations: 71.932 GiB, 22.86% gc time, 14.08% compilation time)
Correlated Wiener Process: Test Failed at C:\Users\arno\Desktop\SciML\DiffEqNoiseProcess.jl\test\correlated.jl:36
  Expression: ≈(Γ, cov(sol, dims = 2) / dt, rtol = 0.01)
   Evaluated: [1.0 0.3; 0.3 1.0] ≈ [1.770707414607028 0.6011729477076763; 0.6011729477076763 1.7710078697122533] (rtol=0.01)

[ChrisRackauckas]

oh that's weird. Just on windows?

[ArnoStrouwen]

Yes, not on linux, did not test mac.