Simulate results from EconPDEs

[azev77]

Is there an easy way to simulate the variables after solving? For example after I solve a simple consumption problem I would like to use the program output to plot for one path of shocks: income over time consumption over time wealth level over time

etc

[matthieugomez]

You can use the package Interpolations to interpolate the values in result:

using Interpolations
function simulate(m::AchdouHanLasryLionsMollModel, stategrid, result_ip)
   T = 100
   yT, aT, cT = zeros(T), zeros(T), zeros(T)
   y, a = 1.0, 1.0
   for t in 1:T
        y += m.κy * (m.ybar - y) + m.σy * rand(Normal())
        a += result_ip[:μa](y, a)
        yT[t] = y
        aT[t] = a
        cT[t] = result_ip[:c](y, a)
   end
    return yT, aT, cT
end

m = AchdouHanLasryLionsMollModel()
stategrid = initialize_stategrid(m)
y0 = initialize_y(m, stategrid)
y, result, distance = pdesolve(m, stategrid, y0)
result_ip =  Dict(x => interpolate(tuple(values(stategrid)...), result[x], Gridded(Linear())) for x in keys(result))
yT, aT, cT = simulate(m, stategrid, result_ip)