Applied mathematician and engineer
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Gaussian-random-fields
Gaussian-random-fields PublicMatlab script to generate non-isotropic gaussian random fields with Matern covariance parametrization. The covariance matrix is factorised using circulant embedding.
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Richards_equation
Richards_equation PublicMatlab Script for solving stochastic Richards Equation used in the paper: A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow (https://arxiv.org/pd…
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