sampleEnsemble: Simulate a sample path of the Goldstein-Kac process

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

Description

Simulate a sample path of the Goldstein-Kac process.

Usage

sampleEnsemble(
  tt,
  x0 = 0,
  sp = 1,
  npaths = 100,
  ntime = 1000,
  startSign = NULL
)

Arguments

tt	length of time to simulate under
x0	the initial position of the particle
sp	the speed of light
npaths	number of paths to generate
ntime	number of time sub-intervals
startSign	the starting direction, use NULL for random, otherwise use +/- 1

Value

matrix where the first column is the time, the rest are paths

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