jlperla continuous_time_methods issues

jlperla / continuous_time_methods

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Get the `DiffEqOperators.jl` environment setup

#42 jlperla closed 6 years ago
6
Simple example of the DiffEqOperators with a univariate diffusion with reflecting boundaries

#41 jlperla closed 6 years ago
1
Setup a simple package framework for testing material julia materials.

#40 jlperla closed 6 years ago
3
Check basic algebra/approach discretizing a univariate diffusion

#39 jlperla closed 6 years ago
0
Write test suite for time-varying optimal stopping

#38 jlperla opened 6 years ago
0
Verify the code and text for the time-varying optimal stopping problem

#37 jlperla opened 6 years ago
0
Check time-varying $r$

#36 jlperla opened 6 years ago
4
With operator truncation and constant coefficients, Is the discretization Toeplitz?

#35 jlperla opened 6 years ago
0
Code and test suite for dynamics of implicit solution

#34 jlperla opened 6 years ago
0
Implicit time stepping discretization

#33 jlperla opened 6 years ago
5
Code and test cases for generating a dynamic operator

#32 jlperla closed 6 years ago
13
Verify algebra for discretizing a dynamic operator (with uniform and non-uniform grids)

#31 jlperla closed 6 years ago
7
Update notation in neoclassical_growth, and pretend we don't know the steady-state

#30 jlperla opened 6 years ago
5
Solving simple HJBE with non-uniform grid.

#29 jlperla closed 6 years ago
8
Basic code for discretizing non-uniform grid

#28 jlperla closed 6 years ago
6
Try PATH with Julia to solve LCP tests

#27 jlperla opened 7 years ago
0
Try solving LCP as a MIP?

#26 jlperla opened 7 years ago
0
Try solving nonlinear problem with TomSym

#25 jlperla opened 7 years ago
0
Solve by multiplying by $\Delta$ rather than diving $A$ by $\Delta$

#24 jlperla closed 7 years ago
6
Write the details notes on the discretization of neoclassical growth (using the established notation)

#23 jlperla closed 6 years ago
2
Fix tests and examples to use the new discretize_univariate_diffusion

#22 jlperla closed 7 years ago
3
Consider formalization of this trick for solving for the KFE

#21 jlperla opened 7 years ago
0
Update description in discretization to point out system is overdetermined but not full rank

#20 jlperla closed 7 years ago
0
Convert code to discretization to return \Delta A instead of A

#19 jlperla closed 7 years ago
2
Try different preconditioners for the sparse LLS

#18 jlperla opened 7 years ago
0
Joint solution of bellman equation and KFE as linear least squares

#17 jlperla closed 7 years ago
2
Find stationary KFE of linear operator as a linear least squares problem

#16 jlperla closed 7 years ago
0
Find stationary KFE of linear diffusion

#15 jlperla closed 7 years ago
1
Create a test suite for the simple_optimal_stopping_diffusion.m

#14 jlperla closed 7 years ago
9
Create test suite for the univariate diffusion discretization

#13 jlperla closed 7 years ago
3
Verify algebra in the optimal_stopping.tex notes

#12 jlperla closed 7 years ago
1
Verify notes on discretization of operators

#11 jlperla closed 7 years ago
1
Rearrange simple option_stopping as a function with parameters for use with test drivers.

#10 jlperla closed 7 years ago
0
Solve variation with non-uniform grid

#9 jlperla closed 6 years ago
12
Solve variation with tomlab LCP

#8 jlperla closed 7 years ago
11
How do the boundary values change if the upwind scheme changes (i.e. sign of $\mu$)

#7 jlperla closed 7 years ago
2
Test case for option_simple_LCP

#6 jlperla closed 7 years ago
1
Complete annotated version of the option_simple_LCP

#5 jlperla closed 7 years ago
5
Figure out the right hand boundary value used for option value problem

#4 jlperla closed 7 years ago
4
Write the function for the nonlinear system of equations for the HJBE and ensure it auto-differentiates

#3 jlperla opened 7 years ago
1
Rewrite the neoclassical growth model as a root finding problem

#2 jlperla opened 7 years ago
1
Get implicit method for neoclassical growth working, and understand method

#1 jlperla closed 7 years ago
2