space-time simulation based on implicit Euler discretization in time

Simulation with starting value u0

Usage

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.

Precision matrix.