噪声中可调相关性随机偏微分方程的有限离散化示例matlab代码.rar

# SPDE_examples This code has example finite discretizations of stochastic partial differential equations with tunable correlations in the noise Fig1: covariance matrix for creating colored noise with two different boundary conditions Fig2: simulate the SPDE with different correlations at two different temperatures and collect statistics on the energy distribution sampled Calls erg_stats.m