NEWS: before/after code example for StochasticDelayDiffEq → DelayDiffEq migration

NEWS.md

@@ -378,4 +378,16 @@ Same theme as the ODE side — all of the following break identically to the ODE
 
 `StochasticDelayDiffEq.jl` is deprecated. Use `DelayDiffEq.jl` directly — it has supported SDDE problems for some time, and the separate `StochasticDelayDiffEq` wrapper is no longer being maintained. It will not receive a v7-compatible release.
 
-**Migration:** replace `using StochasticDelayDiffEq` with `using DelayDiffEq` (plus `using StochasticDiffEq` if you were relying on the SDE algorithm re-exports). `MethodOfSteps(alg)` and the `SDDEProblem` constructor continue to work from `DelayDiffEq` / `SciMLBase` respectively.
+**Migration:** replace `using StochasticDelayDiffEq` with `using DelayDiffEq` (plus `using StochasticDiffEq` if you were relying on the SDE algorithm re-exports). `SDDEProblem` continues to work from `SciMLBase`; bare SDE algorithms are auto-wrapped in `MethodOfSteps` (no explicit wrap required on either the DDE or SDDE path).
+
+```julia
+# v6
+using StochasticDelayDiffEq
+prob = SDDEProblem(f, g, u0, h, tspan; constant_lags = [1.0])
+sol = solve(prob, RKMil())
+
+# v7
+using DelayDiffEq, StochasticDiffEq
+prob = SDDEProblem(f, g, u0, h, tspan; constant_lags = [1.0])
+sol = solve(prob, RKMil())  # auto-wrapped as MethodOfSteps(RKMil()) — DelayDiffEq.jl:99
+```

lib/DiffEqBase/src/callbacks.jl

@@ -1,7 +1,9 @@
 """
-    initialize!(cb::CallbackSet,u,t,integrator::DEIntegrator)
+    initialize!(cb::CallbackSet, u, t, integrator::DEIntegrator)
 
-Recursively apply `initialize!` and return whether any modified u
+Recursively apply `initialize!` to every callback in `cb` and return
+`true` if any of them signaled a derivative discontinuity (i.e. set
+`integrator.derivative_discontinuity = true`).
 """
 function initialize!(cb::CallbackSet, u, t, integrator::DEIntegrator)
     return initialize!(
@@ -26,9 +28,10 @@ function initialize!(
 end
 
 """
-    finalize!(cb::CallbackSet,u,t,integrator::DEIntegrator)
+    finalize!(cb::CallbackSet, u, t, integrator::DEIntegrator)
 
-Recursively apply `finalize!` and return whether any modified u
+Recursively apply `finalize!` to every callback in `cb` and return
+`true` if any of them signaled a derivative discontinuity.
 """
 function finalize!(cb::CallbackSet, u, t, integrator::DEIntegrator)
     return finalize!(u, t, integrator, false, cb.continuous_callbacks..., cb.discrete_callbacks...)