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jlperla / continuous_time_methods

MIT License
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Basic code for discretizing non-uniform grid #28

Closed jlperla closed 6 years ago

jlperla commented 6 years ago

@stevenzhangdx I am starting on this, but have added you as an observer. May hand over to you for testing/etc.

jlperla commented 6 years ago

This code was almost complete. Take a look at the new discretize_nonuniform_univariate_diffusion_test file which has a few barebones tests. I have it generating the matrices, but I didn't check the results to see if they accurately match anything calculated by hand. Can you do that? I would start by going through the discretize_univariate_diffusion.m file to see if they code matches the aglebra. After, add in a few extra test cases for different drifts/etc to make sure that this works.

stevenzhangdx commented 6 years ago

Sure, I will manually check results later. I am getting busy in the following two days. Probably, I will do new tasks during this weekend. Is it okay for you?

jlperla commented 6 years ago

Perfect. Thanks for the time update!

On Wed, Nov 1, 2017 at 2:30 PM stevenzhangdx notifications@github.com wrote:

Sure, I will manually check results later. I am getting busy in the following two days. Probably, I will do new tasks during this weekend. Is it okay for you?

— You are receiving this because you were assigned. Reply to this email directly, view it on GitHub https://github.com/econtoolkit/continuous_time_methods/issues/28#issuecomment-341249163, or mute the thread https://github.com/notifications/unsubscribe-auth/AMf-IZQ_bjPSFrhSC8KQyQverE2mA9qLks5syOMPgaJpZM4QOpWx .

jlperla commented 6 years ago

@stevenzhangdx @sevhou I am adding in Sev, who will work with you to track down the problems

jlperla commented 6 years ago

I think you guys verified this.

sevhou commented 6 years ago

yep we did