simulate_spacetime {MetricGraph}

space-time simulation based on implicit Euler discretization in time

Description

Simulation with starting value u0

Usage

simulate_spacetime(graph, t, kappa, rho, gamma, alpha, beta, sigma, u0, BC = 0)

Arguments

graph

A metric_graph object.

t

Vector of time points.

kappa

Spatial range parameter.

rho

Drift parameter.

gamma

Temporal range parameter.

alpha

Smoothness parameter (integer) for spatial operator.

beta

Smoothness parameter (integer) for Q-Wiener process.

sigma

Variance parameter.

u0

Starting value.

BC

Which boundary condition to use (0,1). Here, 0 is no adjustment on the boundary and 1 results in making the boundary condition stationary.

Value

Precision matrix.