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Asbjørn Nilsen Riseth anriseth

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anriseth / norwegian_dvorak.ahk
Created Oct 10, 2018
Autohotkey (AHK) Norwegian Dvorak setup from UK keyboard
View norwegian_dvorak.ahk
;-- README ---------------------------------------------------------------------
; This AHK file re-maps a Qwerty keyboard into a Dvorak keyboard. This is especially useful when
; the local computer is limited by corporate security policies to disallow installation of custom
; software. AHK can be run as a portable app, and this script then remaps the existing keyboard.
; Original script by: ----------------------------------------------------------
; Torben Gundtofte-Bruun,,
; Amended for UK keyboard by by: -----------------------------------------------
; Asbjørn Nilsen Riseth
anriseth / calculus.txt
Created Jan 23, 2018
DiffEqTools Calculus comparison
View calculus.txt
julia> include("test/runtests.jl")
2.170476 seconds (641.11 k allocations: 34.523 MiB, 0.86% gc time)
Test Summary: | Pass Total
general | 21 21
Solver: L-BFGS
Problem: Rosenbrock
f-calls: 77

Hi, I'm trying to solve a nonlinear PDE that looks similar to a time-dependent eikonal equation. Can anyone provide me some advise for the best Julia-ecosystem approach to solving it, please?

I'm trying to find $$v:[0,1]\times \mathbb R_{\geq 0}^2$$, such that $$ v_t - \frac{\sigma^2}{2} g^2 v_{gg} - gq_2{\left(\frac{\frac{q_1}{q_2}-v_s}{2}\right)}^2 = 0 $$

With boundary conditions

  • $$ v(t,s,g) = -Cs $$ on $${t=0}$$ or $${s=0}$$ or $${g=0}$$.
  • $$v_g(t,s,\infty) = 0 $$
  • $$v_s(t,\infty,g) = -C $$
anriseth / pricing.tex
Created May 25, 2017
Optim example: HJB equation TeX
View pricing.tex
\author{Asbj{\o}rn Nilsen Riseth}
\title{Optim example: Solve HJB equation}
anriseth / pricing.jl
Created May 25, 2017
Optim example: HJB equation
View pricing.jl
using Interpolations, Optim
using LaTeXStrings, Plots
function brownsim(T,γ,C,x,amin,amax,Varr,polarr)
# Dynamics
# dS_t = -Q(a) dt + σQ(a) dW_t, stopped at zero
# Solve
# max \int_0^T aQ(a) dt - CS_T
anriseth /
Last active May 5, 2017
Install Atom from source
# Ask admin to install the following packages:
# build-essential git libsecret-1-dev fakeroot rpm libx11-dev libxkbfile-dev libgnome-keyring-dev
# When that is done, you can install everything else locally
# Install Node.js
curl -o- | bash
source $HOME/.bashrc
nvm install v6.10.3
nvm use v6.10.3
View gist:c30c9decb3c2bd969441e3d77ba20c77
mkdir /scratch/brosa
cd /scratch/brosa
git clone git://
cd julia
git checkout release-0.5
make -j 2
mkdir $HOME/bin
ln -s julia $HOME/bin
# Run julia
anriseth / opmerror
Created Mar 14, 2017
opm-material cmake error
View opmerror
Script started on Tue 14 Mar 2017 16:49:45 GMT
-- The C compiler identification is GNU 5.4.0
-- The CXX compiler identification is GNU 5.4.0
-- Check for working C compiler: /usr/bin/cc
-- Check for working C compiler: /usr/bin/cc -- works
-- Detecting C compiler ABI info
-- Detecting C compiler ABI info - done
-- Detecting C compile features
-- Detecting C compile features - done
-- Check for working CXX compiler: /usr/bin/c++
View test.ipynb
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