QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences
MIT License
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Add simple absorbing barrier example in the documentation with the extension method #75

Closed jlperla closed 5 years ago

jlperla commented 5 years ago

After #74 we can follow the pattern of the code to solve it with an absorbing barrier.

The example to do is the identical one as the cleaned up example for the extension, except that you want to change the B and b For this,