SPDEs

GaussianMarkovRandomFields.SPDE Type

SPDE

An abstract type for a stochastic partial differential equation (SPDE).

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GaussianMarkovRandomFields.MaternSPDE Type

MaternSPDE{D, Tv, Ti}

The Whittle-Matérn SPDE. Validated user-facing constructors live in the GaussianMarkovRandomFieldsFEM extension.

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GaussianMarkovRandomFields.AdvectionDiffusionSPDE Type

AdvectionDiffusionSPDE{D}

Spatiotemporal advection-diffusion SPDE. Validated constructors live in the GaussianMarkovRandomFieldsFEM extension.

The advection velocity γ is either a constant vector or a function of the spatial coordinate returning a velocity vector (for spatially varying flows, e.g. tangential velocity fields on embedded manifolds).

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