QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences
MIT License
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Applying boundary conditions to the discrete X continuous version #168

Closed jlperla closed 5 years ago

jlperla commented 5 years ago

After #167 we need to see how we would apply boundary conditions. My guess is that for the boundary conditions we have in mind, that we basically just need to stack up the operators with the applied boundary conditions together. The reason is that the gaussian elimination steps do not involve 2 discrete states simulataneously, so we would

I would double-check this but then,