26 Jun
2016
26 Jun
'16
8:11 p.m.
Dear all, Is it possible to solve pdes driven by some noise using Firedrake? For example, see equation 3.2 in the attachment whose discretisation yields a system 3.3 and 3.4, where dW(t):=sqrt(dt)N(0,Identity). My other related concern is whether It is possible to implement, say, A Kalman filter with equation 3.2 as model equation on Firedrake. Thanks in advance. Angwenyi David