check for NaN in first function call

Author: ChrisRackauckas

src/initdt.jl

@@ -4,12 +4,24 @@ function sde_determine_initdt{tType,uType}(u0::uType,t::tType,tdir,dtmax,abstol,
   d₀ = internalnorm(u0./(abstol.+abs.(u0).*reltol))
   if !isinplace(prob)
     f₀ = f(t,u0)
+    if isnan(f₀)
+      error("First function call for f produced NaNs. Exiting.")
+    end
     g₀ = 3g(t,u0)
+    if isnan(f₀)
+      error("First function call for g produced NaNs. Exiting.")
+    end
   else
     f₀ = zeros(u0)
     g₀ = zeros(u0)
     f(t,u0,f₀)
+    if any((isnan(x) for x in f₀))
+      error("First function call for f produced NaNs. Exiting.")
+    end
     g(t,u0,g₀); g₀.*=3
+    if any((isnan(x) for x in g₀))
+      error("First function call for g produced NaNs. Exiting.")
+    end
   end
 
   d₁ = internalnorm(max.(abs.(f₀.+g₀),abs.(f₀.-g₀))./(abstol.+abs.(u0).*reltol))