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visits member for 4 years, 3 months
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I like to do the math


Nov
18
comment How to solve an inverse of derivative ode
I think so @Raskolnikov
Nov
18
revised How to solve an inverse of derivative ode
added 50 characters in body
Nov
18
comment How to solve an inverse of derivative ode
No it's an inverse not a reciprocal
Nov
18
asked How to solve an inverse of derivative ode
Nov
17
comment How to use binary search to find a function
I am not sure about your answer. The point is to get the function $\phi$ not the root of the equation.
Nov
17
asked How to use binary search to find a function
Sep
24
awarded  Autobiographer
Aug
20
comment Overflow and underflow of a probability value
@Eupraxis1981, let me add that it is a Monte carlo simulation
Aug
20
comment Overflow and underflow of a probability value
@Eupraxis1981, I am simulating a jump diffusion process, $P_i$ is the probability that the process (which is a pure diffusion between jumps) is above the barrier $\log(H)$ between jumps.
Aug
20
comment Overflow and underflow of a probability value
@ClaudeLeibovici, I am using matlab
Aug
20
asked Overflow and underflow of a probability value
Aug
19
accepted solution of difference equation
Jul
20
asked Integrating with indicator functions
Jul
17
accepted How do I apply this maximum principle?
Jul
16
comment How do I apply this maximum principle?
why is $-\max(\inf(-\phi),\inf(-f/b))\geq -\max(||\phi||_\infty,||f/b||_\infty)$?
Jul
14
comment How is conditional probability being used here?
@Did, This is how it is in the article. I have put a link to the problem.
Jul
14
revised How is conditional probability being used here?
added 114 characters in body
Jul
13
comment Solving system of two linear odes
I don't seem to be able to get this solution to be in terms of $\lambda_{1,2}$ which is slightly different from $\alpha_{\pm}$. Can you help with that?
Jul
13
comment Solving system of two linear odes
why is $y_\pm(0)=y_0$? Remember $y_1(0)=y_2(0)=y_0$
Jul
12
awarded  Benefactor