Blog
2026
Finite difference scheme: Monotonicity violation of a class of interpolations
·319 words·2 mins
GE Model
HJB
PDE
Monotonicity condition can be violated when points are denoted by multiple grid points.
Monotone discretization of 2nd order mixed derivatives: Wide stencil method
·1974 words·10 mins
GE Model
HJB
PDE
Monotone stencil for problems with non-zero 2nd order mixed derivatives.
Standard notations for my notes about HJB equation
·1159 words·6 mins
GE Model
HJB
PDE
A collection of standard notations for all of my notes about HJB equation and numerical PDE.
2025
Linearity of (multi-)linear interpolation under weighted averaging
·326 words·2 mins
Numerical Analysis
GE Model
Discusses a numerical issue in computing expected value function in dynamic programming.
Marginalization of multivariate Markov chains
·916 words·5 mins
GE Model
Math
Discusses the marginalization operation of a multivariate Markov chain.
Non-linear Phillips curve in NK model step-by-step
·3210 words·16 mins
GE Model
Math
Derives the non-linear Phillips curve in NK models with Rotemberg price rigidity step by step. Helpful for students.
Multivariate case for Young (2010) non-stochastic simulation
·662 words·4 mins
GE Model
Julia
Math
Explains how to implement the multivariate case of Young (2010) non-stochastic simulation algorithm.
Blowfish: One cover picture for all posts
·810 words·4 mins
Miscellaneous
Shows how to specify cover/thumbnail picture for each post using assets without duplicate copies.