simulate_spacetime: space-time simulation based on implicit Euler discretization...
In MetricGraph: Random Fields on Metric Graphs

simulate_spacetime

R Documentation

space-time simulation based on implicit Euler discretization in time

Simulation with starting value u0

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

`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.