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'Banach' initialization in oscillators #3

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djanloo opened this issue Jan 15, 2024 · 1 comment
Open

'Banach' initialization in oscillators #3

djanloo opened this issue Jan 15, 2024 · 1 comment
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enhancement New feature or request numerical Concerns the numerical methods physical Concerns the physics, not the implementation

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@djanloo
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djanloo commented Jan 15, 2024

Oscillators must be initialized by a (smooth) stochastic process. See Leon 2015 appendix C.

@djanloo djanloo added the enhancement New feature or request label Jun 28, 2024
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djanloo commented Jul 3, 2024

A good starting point should be this, but it's not clear what a "squared-exponential process" is (or how to generate that).

Another option is to use a mollifier.

Other solutions may be to filter an OU process (red-shifting it) or to apply a differential operator (heat-equation-like) and relaxing for a fixed amount of time.

@djanloo djanloo added physical Concerns the physics, not the implementation numerical Concerns the numerical methods labels Jul 3, 2024
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Labels
enhancement New feature or request numerical Concerns the numerical methods physical Concerns the physics, not the implementation
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