TransportProcess only ever returns 0.0

[CNelias]

Describe the bug 🐞

To make sure that I understood the doc correctly, I decided to make a minimal example only based on code found in the documentation. I wanted to make a stochastic version of the Lorentz 3 model, using a transport noise process. This is, however, identical to the noise-free Lorentz model, because the transport process as defined in the doc always returns 0.0.

Minimal Reproducible Example 👇

using DifferentialEquations
using Plots
using Random
using Random: randn!

# taken from the first examples about SDE in the doc (https://docs.sciml.ai/DiffEqDocs/stable/tutorials/sde_example/#Example-1:-Scalar-SDEs)
function lorenz(du, u, p, t)
    du[1] = 10.0(u[2] - u[1])
    du[2] = u[1] * (28.0 - u[3]) - u[2]
    du[3] = u[1] * u[2] - (8 / 3) * u[3]
end

function σ_lorenz(du, u, p, t)
    du[1] = 5.0
    du[2] = 5.0
    du[3] = 5.0
end

#taken from the doc about abstract noise processes
function f!(out, u, p, t, v)
    println(v) # to check if noise is generated correctly
    out[1] = sin(v[1] * t)
    out[2] = sin(t + v[2])
    out[3] = cos(t) * v[1] + sin(t) * v[2]
    nothing
end

t0 = 0.0
RV!(v) = (v[1] = randn(1); v[2] = rand(1))
rv = zeros(2)
W = NoiseTransport(t0, f!, RV!, rv, noise_prototype = zeros(3))

#solving
prob_sde_lorenz = SDEProblem(lorenz, σ_lorenz, [1.0, 0.0, 0.0], (0.0, 10.0), noise = W)
sol = solve(prob_sde_lorenz)
plot(sol, idxs = (1, 2, 3))

The print statement, which I would expect to return a different value at each iteration only outputs 0.

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

  [0f109fa4] BifurcationKit v0.3.3
  [35d6a980] ColorSchemes v3.24.0
  [5ae59095] Colors v0.12.10
  [717857b8] DSP v0.7.9
  [31a5f54b] Debugger v0.7.8
  [77a26b50] DiffEqNoiseProcess v5.21.0
⌃ [0c46a032] DifferentialEquations v7.12.0
⌃ [61744808] DynamicalSystems v3.3.4
  [23992714] MAT v0.10.6
  [d96e819e] Parameters v0.12.3
⌃ [91a5bcdd] Plots v1.40.1
  [49802e3a] ProgressBars v1.5.1
  [d330b81b] PyPlot v2.11.2
  [295af30f] Revise v3.5.14
  [0bca4576] SciMLBase v2.29.0

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

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⌃ [7d9f7c33] Accessors v0.1.35
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⌅ [7d9fca2a] Arpack v0.5.3
⌃ [4fba245c] ArrayInterface v7.7.1
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⌃ [f3fd9213] Attractors v1.14.0
⌃ [13072b0f] AxisAlgorithms v1.0.1
⌃ [aae01518] BandedMatrices v1.5.0
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⌃ [7ed4a6bd] LinearSolve v2.25.0
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  [e6f89c97] LoggingExtras v1.0.3
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⌃ [b8f27783] MathOptInterface v1.26.0
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⌃ [aea7be01] PrecompileTools v1.2.0
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  [f27f6e37] libvorbis_jll v1.3.7+1
  [009596ad] mtdev_jll v1.1.6+0
  [eb928a42] prrte_jll v3.0.2+0
  [1270edf5] x264_jll v2021.5.5+0
  [dfaa095f] x265_jll v3.5.0+0
  [d8fb68d0] xkbcommon_jll v1.4.1+1
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [9abbd945] Profile
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.0.5+1
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+2
  [05823500] OpenLibm_jll v0.8.1+2
  [efcefdf7] PCRE2_jll v10.42.0+1
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.8.0+1
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2

• Output of versioninfo()

Julia Version 1.10.0
Commit 3120989f39 (2023-12-25 18:01 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Windows (x86_64-w64-mingw32)
  CPU: 6 × Intel(R) Core(TM) i5-9600K CPU @ 3.70GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, skylake)
  Threads: 1 on 6 virtual cores
Environment:
  JULIA_EDITOR = code
  JULIA_NUM_THREADS =