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QuantEcon
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SimpleDifferentialOperators.jl
Library for simple upwind finite differences
MIT License
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Math for continuous X discrete state
#167
jlperla
closed
5 years ago
0
LCP notebook for jump diffusion
#166
chiyahn
closed
5 years ago
2
LCP example with jump diffusion
#165
chiyahn
closed
5 years ago
0
Jump diffusion example in package docs
#164
chiyahn
closed
5 years ago
0
Jump diffusion example in package docs
#163
chiyahn
closed
5 years ago
0
Jump process operator on the interior implementation
#162
chiyahn
closed
5 years ago
1
Implement jump diffusion operators on the interior
#161
chiyahn
closed
5 years ago
0
Doc for jump diffusion
#160
chiyahn
closed
5 years ago
1
Boundary conditions added to jump operator in the document
#159
jlperla
closed
5 years ago
0
Add an extension operator for jump diffusion
#158
chiyahn
closed
5 years ago
1
Attempt at a jump interface for the ExtensionOperators
#157
jlperla
closed
5 years ago
0
Improve `extrapolatetoboundary` to allow all bc combinations
#156
chiyahn
closed
5 years ago
2
Use $f$ instead of $v$ or $g$ for distribution
#155
chiyahn
closed
5 years ago
0
Solve steady state KFE with absorbing barrier and entry/exit
#154
jlperla
opened
5 years ago
1
Notation for KFE should not use `v`
#153
jlperla
closed
5 years ago
0
Rearrange `extrapolatetoboundary` to not use multiple dispatch on the boundaries
#152
chiyahn
closed
5 years ago
0
Homogenous absorbing barrier
#151
chiyahn
closed
5 years ago
1
No multiple dispatch
#150
chiyahn
closed
5 years ago
1
Rearrange code to not use multiple dispatch on the boundaries
#149
jlperla
closed
5 years ago
0
Add homogenous absorbing barrier to the package
#148
jlperla
closed
5 years ago
1
Add an example for KFE in package docs
#147
chiyahn
closed
5 years ago
1
Add a simplified version of KFE example to main docs usage section
#146
chiyahn
closed
5 years ago
0
Implementation for new mixed BC
#145
chiyahn
closed
5 years ago
1
Implementation of new mixed boundaries
#144
jlperla
closed
5 years ago
0
Modify types for `Mixed` bcs
#143
chiyahn
closed
5 years ago
1
Modify types for the MixedBoundaryCondition
#142
jlperla
closed
5 years ago
1
Correct mixed bc discretization derivation
#141
chiyahn
closed
5 years ago
4
Change discretizations of mixed BC in doc
#140
jlperla
closed
5 years ago
0
Fix typos in appendix
#139
chiyahn
closed
5 years ago
0
Add a notebook for Kolmogorov forward equations
#138
chiyahn
closed
5 years ago
2
Do we need to adjust the "mixed" boundary conditions for upwind finite differences
#137
jlperla
closed
5 years ago
1
Links to document in help are not versioned
#136
jlperla
closed
5 years ago
0
Merge changes from PR then tag new release
#135
jlperla
closed
5 years ago
1
Add link to the PDF back in the help
#134
jlperla
closed
5 years ago
0
Edits to derivation document
#133
ajozefiak
closed
5 years ago
3
Docs review and cleanup
#132
chiyahn
closed
5 years ago
2
Multiple dispatch based on the alternative formula added in #130
#131
chiyahn
closed
5 years ago
1
Use banded/tridiag matrix in derivations
#130
chiyahn
closed
5 years ago
1
Continue on PDF derivation and mapping to banded/tridiag matrices
#129
jlperla
closed
5 years ago
0
Notebooks TOML
#128
arnavs
closed
5 years ago
6
Add full derivation of $L_{1+}^B$ and $L_2^B$ in appendix
#127
chiyahn
closed
5 years ago
1
Formula or implementation for $L_2$ on irregular grids is most likely wrong
#126
chiyahn
closed
5 years ago
2
Add boundary extrapolation
#125
chiyahn
closed
5 years ago
1
Look into the proper boundary conditions for solving the KFE with a diffusion
#124
jlperla
closed
5 years ago
2
Fix the plot for an absorbing barrier example
#123
chiyahn
closed
5 years ago
0
An issue or two in the docs
#122
jlperla
closed
5 years ago
2
Fix Docs Mistakes
#121
arnavs
closed
5 years ago
10
Notation cleanup in examples
#120
jlperla
closed
5 years ago
3
Clean up manifests for the notebooks and package
#119
jlperla
closed
5 years ago
0
Refactor operator names
#118
chiyahn
closed
5 years ago
3
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