The functions stochasticCostFiniteDifference and SAACostFiniteDifference, take delta as part of their inputs:
stochasticCostFiniteDifference(pde_cost, z, dz, delta=1e-3, sample_size=1)
and
SAACostFiniteDifference(pde_cost, z, dz, delta=1e-3) .
But within the functions, the value of delta is fixed, delta = 1e-3. See lines 50 and 89 in stochasticCostFiniteDifference.py. This eliminates the ability of the user to consider smaller deltas. Could this be changed ?
Thanks