noise processes don't appear to be reproducible

[ExpandingMan]

Describe the bug 🐞

I cannot reproduce the solution to a noise process by setting the RNG.

Expected behavior

Passing the same RNG should reproduce exactly the same process

Minimal Reproducible Example 👇

using DiffEqNoiseProcess, SciMLBase, Random

mwe() = let
    rng = Xoshiro(999)
    W = RealWienerProcess(0.0, 0.0, 1.0; rng=rng)
    prob = NoiseProblem(W, (0.0, 10.0), rng=rng)
    SciMLBase.solve(prob; dt=0.01, rng=rng)
end

The result of this is always different, expect it to be the same on every call.

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

Status `/tmp/jl_XrioLr/Project.toml`
  [77a26b50] DiffEqNoiseProcess v5.26.0
  [0bca4576] SciMLBase v2.134.0
  [9a3f8284] Random v1.11.0

• Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)

Status `/tmp/jl_XrioLr/Manifest.toml`
  [47edcb42] ADTypes v1.21.0
  [7d9f7c33] Accessors v0.1.43
  [79e6a3ab] Adapt v4.4.0
  [66dad0bd] AliasTables v1.1.3
  [4fba245c] ArrayInterface v7.22.0
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [70df07ce] BracketingNonlinearSolve v1.6.2
  [2a0fbf3d] CPUSummary v0.2.7
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [38540f10] CommonSolve v0.2.6
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.18.1
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.6.0
  [adafc99b] CpuId v0.3.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.19.3
  [2b5f629d] DiffEqBase v6.199.0
  [77a26b50] DiffEqNoiseProcess v5.26.0
  [a0c0ee7d] DifferentiationInterface v0.7.14
  [31c24e10] Distributions v0.25.123
  [ffbed154] DocStringExtensions v0.9.5
  [4e289a0a] EnumX v1.0.6
  [f151be2c] EnzymeCore v0.8.18
  [e2ba6199] ExprTools v0.1.10
  [55351af7] ExproniconLite v0.10.14
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [a4df4552] FastPower v1.3.0
  [1a297f60] FillArrays v1.16.0
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [46192b85] GPUArraysCore v0.2.0
  [34004b35] HypergeometricFunctions v0.3.28
  [615f187c] IfElse v0.1.1
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.6
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.7.1
  [ae98c720] Jieko v0.2.1
  [10f19ff3] LayoutPointers v0.1.17
  [2ab3a3ac] LogExpFunctions v0.3.29
  [e6f89c97] LoggingExtras v1.2.0
  [1914dd2f] MacroTools v0.5.16
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [e1d29d7a] Missings v1.2.0
  [2e0e35c7] Moshi v0.3.7
  [46d2c3a1] MuladdMacro v0.2.4
  [be0214bd] NonlinearSolveBase v2.10.0
  [bac558e1] OrderedCollections v1.8.1
  [90014a1f] PDMats v0.11.37
  [e409e4f3] PoissonRandom v0.4.7
  [f517fe37] Polyester v0.7.18
  [1d0040c9] PolyesterWeave v0.2.2
  [d236fae5] PreallocationTools v1.0.0 [loaded: v0.4.34]
  [aea7be01] PrecompileTools v1.3.3
  [21216c6a] Preferences v1.5.1
  [43287f4e] PtrArrays v1.3.0
  [1fd47b50] QuadGK v2.11.2
  [74087812] Random123 v1.7.1
  [e6cf234a] RandomNumbers v1.6.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.45.1
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.1
  [ae5879a3] ResettableStacks v1.2.0
  [79098fc4] Rmath v0.9.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.16
  [94e857df] SIMDTypes v0.1.0
  [0bca4576] SciMLBase v2.134.0
  [19f34311] SciMLJacobianOperators v0.1.12
  [a6db7da4] SciMLLogging v1.8.0
  [c0aeaf25] SciMLOperators v1.14.1
  [431bcebd] SciMLPublic v1.0.1
  [53ae85a6] SciMLStructures v1.10.0
  [efcf1570] Setfield v1.1.2
  [a2af1166] SortingAlgorithms v1.2.2
  [276daf66] SpecialFunctions v2.6.1
  [aedffcd0] Static v1.3.1
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.16
  [1e83bf80] StaticArraysCore v1.4.4
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.8.0
  [2913bbd2] StatsBase v0.34.10
  [4c63d2b9] StatsFuns v1.5.2
  [7792a7ef] StrideArraysCore v0.5.8
  [2efcf032] SymbolicIndexingInterface v0.3.46
  [8290d209] ThreadingUtilities v0.5.5
  [a759f4b9] TimerOutputs v0.5.29
  [781d530d] TruncatedStacktraces v1.4.0
  [efe28fd5] OpenSpecFun_jll v0.5.6+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [ac6e5ff7] JuliaSyntaxHighlighting v1.12.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.12.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [de0858da] Printf v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.12.0
  [f489334b] StyledStrings v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.3.0+1
  [4536629a] OpenBLAS_jll v0.3.29+0
  [05823500] OpenLibm_jll v0.8.7+0
  [bea87d4a] SuiteSparse_jll v7.8.3+2
  [8e850b90] libblastrampoline_jll v5.15.0+0

• Output of versioninfo()

Julia Version 1.12.4
Commit 01a2eadb047 (2026-01-06 16:56 UTC)
Build Info:
  Official https://julialang.org release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 16 × AMD Ryzen 7 3800X 8-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-18.1.7 (ORCJIT, znver2)
  GC: Built with stock GC
Threads: 16 default, 1 interactive, 16 GC (on 16 virtual cores)
Environment:
  JULIA_EDITOR = nvim
  JULIA_NUM_THREADS = auto
  JULIA_PKG_USE_CLI_GIT = true

Additional context

Adding the line Random.seed!(999) to the start of mwe gives expected reproducible behavior. It seems the default RNG is being used somewhere even when I pass these arguments, but I'm not sure where.

[ExpandingMan]

Ah, I figured it out, it's the seed argument to NoiseProblem. In that case this seems like mostly a documentation issue, although it would be nice for consistency if NoiseProblem could take an RNG.