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jlperla / continuous_time_methods

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Convert code to discretization to return \Delta A instead of A #19

Closed jlperla closed 7 years ago

jlperla commented 7 years ago

I think there are numerical instabilities being introducing for large numbers of grid points due to the division by $\Delta$ and $\Delta^2$ in the definitions.

I think I made all of the changes to the algebra document, though you should check very carefully in conjunction with #11 and then #13. After the algebra is verified, and before you do $13, you should convert the discretization code to match the algebra in the document.

Basically, the discretize_univariate_diffusion.m file just needs to match the new algebra for the A to return, and the checks in the test suite are modified to the new A.

jlperla commented 7 years ago

Have you done this yet? I think so.

stevenzhangdx commented 7 years ago

Yes, it is done.