This is a short example of taking a stochastic system, using Fokker-Planck to convert it to a PDES and using SUNDIALS to solve a 2D partial differential equation in Haskell via the hmatrix-sundials library. The example is taken from the C examples that come with the SUNDIALS source. Here’s the full ...

This is a short example of how to use SUNDIALS to solve a simple partial differential equation in Haskell via the hmatrix-sundials library. The example is taken from the C examples that come with the SUNDIALS source. Here’s the full blog. I’ll give a better URL soonish.

Blog post on my new site.

Blog post on my new site.

Post available from my new site. Sadly WordPress doesn’t allow me to render the html exported by a Jupyter notebook.

Introduction This blog started off life as a blog post on how I use nix but somehow transformed itself into a “how I do data visualisation” blog post. The nix is still here though quietly doing its work in the background. Suppose you want to analyze your local election results and visualize them usi...

I’m the chair this year for the first(!) ACM SIGPLAN International Workshop on Numerical Programming in Functional Languages (NPFL), which will be co-located with ICFP this September in St. Louis, Missouri, USA. Please consider submitting something! All you have to do is submit between half a page a...

Introduction These are some very hasty notes on Runge-Kutta methods and IRK2 in particular. I make no apologies for missing lots of details. I may try and put these in a more digestible form but not today. Some Uncomprehensive Theory In general, an implicit Runge-Kutta method is given by where and T...

Introduction For the blog post still being written on variatonal methods, I referred to the still excellent Bishop (2006) who uses as his example data, the data available in R for the geyser in Yellowstone National Park called “Old Faithful”. While explaining this to another statistician, they start...

Introduction Summary Back in January, a colleague pointed out to me that GHC did not produce very efficient code for performing floating point abs. I have yet to produce a write-up of my notes about hacking on GHC: in summary it wasn’t as difficult as I had feared and the #ghc folks were extremely h...