monteCarlo: Solve the telegrapher PDE via Kac's Monte-Carlo method

In shill1729/telegrapher: Study the telegrapher PDE and process numerically

Description

Monte-Carlo solver of the telegrapher PDE via averaging Goldstein-Kac processes.

Usage

monteCarlo(x, f, s, sp = 1, ...)

Arguments

x	grid of space coordinates to compute the solution over
f	the initial condition to the wave-equation, as a function of (x,...)
s	a collection of sample-paths of the Kac random time
sp	speed of light
...	other arguments to pass to the initial condition

Value

list of the time grid 't', space grid 'x' and solution matrix 'u'

shill1729/telegrapher documentation built on Dec. 23, 2021, 1:23 a.m.