Comments (2)
- Another part of this is what the simpest form of the
$A$ matrix construction looks like if the diffusion is always backwards. We might have this in one of the forms of our model, and removing the max/min functions for the upwind could help a great deal. - Write the construction up in latex and write up the code that just verifies the construction.
from continuous_time_methods.
Most of this was completed. Closing and separate verification later.
from continuous_time_methods.
Related Issues (20)
- Write the details notes on the discretization of neoclassical growth (using the established notation) HOT 2
- Solve by multiplying by $\Delta$ rather than diving $A$ by $\Delta$ HOT 6
- Try solving nonlinear problem with TomSym
- Try solving LCP as a MIP?
- Try PATH with Julia to solve LCP tests
- Basic code for discretizing non-uniform grid HOT 6
- Solving simple HJBE with non-uniform grid. HOT 8
- Update notation in neoclassical_growth, and pretend we don't know the steady-state HOT 5
- Verify algebra for discretizing a dynamic operator (with uniform and non-uniform grids) HOT 7
- Code and test cases for generating a dynamic operator HOT 13
- Implicit time stepping discretization HOT 5
- Code and test suite for dynamics of implicit solution
- With operator truncation and constant coefficients, Is the discretization Toeplitz?
- Check time-varying $r$ HOT 4
- Verify the code and text for the time-varying optimal stopping problem
- Write test suite for time-varying optimal stopping
- Check basic algebra/approach discretizing a univariate diffusion
- Setup a simple package framework for testing material julia materials. HOT 3
- Simple example of the DiffEqOperators with a univariate diffusion with reflecting boundaries HOT 1
- Get the `DiffEqOperators.jl` environment setup HOT 6
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from continuous_time_methods.