[x] Then do the same thing with positive drift instead of negative drift (i.e. in the SDO code, don't forget to switch the direction of L₁₋bc to the correct L₁+bc
[x] Always compare two things in the tests: First, the concreteizaiton and second the A \ x solution, which may use a different solver method when we hook iterative methods into the setup.
@PooyaFa @ajozefiak
We are getting closer to having a full library for dealing with differential operators and composition, but there are likely bugs we need to work through. So @PooyaFa I was hoping you could work with Adam to use the
DiffEqOperators.jl
to implement some of the test cases we have built up. A good one to start with is https://quantecon.github.io/SimpleDifferentialOperators.jl/stable/examples/#Solving-HJBE-with-constant-drifts-1My suggestion is the following:
/test/DiffEqOperators/
where you put the tests with the comparisonsN
. In general, I think that you should use the smallestN
possible so it is easier to track what is going on in the matrices. I think starting with 3 interior nodes and 5 on the extension is the right way to go.L₁₋bc
to the correctL₁+bc
A \ x
solution, which may use a different solver method when we hook iterative methods into the setup.