R: Function that propagates a state (spectral coefficients).
propagate.spectral
R Documentation
Function that propagates a state (spectral coefficients).
Description
Function that propagates the vector 'alphat'. This is
equivalent to multiplying 'alphat' with the propagator matrix G. It is a
lot faster though, due to the block-diagonal structure of G. This is a
wrapper function of a C function.
A 'spateFT' obtained from 'spate.init'. Either this or 'n' needs to
be given.
n
Number of points on each axis. n x n is the total number of spatial
points. Either this or 'spateFT' needs to be given.
Gvec
The propagator matrix G in vector format obtained from
'get.propagator.vec'. If 'Gvec' is not given, it is constructed based on 'par'.
par
Parameters for the SPDE in the following order: rho_0, sigma^2, zeta,
rho_1, gamma, alpha, mu_x, mu_y, tau^2. If 'Gvec' is not given, 'par'
needs to be given.