Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields

DOI10.1137/21M1400717MaRDI QIDQ5071449

Erik Jansson, Annika Lang, Mihály Kovács

Publication date: 21 April 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.08822

zbMATH Keywords

strong convergencestochastic partial differential equationsfractional operatorsGaussian random fieldssurface finite element methodparametric finite element methods

Mathematics Subject Classification ID

Random fields (60G60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Elliptic equations on manifolds, general theory (58J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical analysis (65-XX)

Related Items

Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds, Space-time methods for time-dependent partial differential equations. Abstracts from the workshop held February 6--12, 2022

Uses Software

• smerfs

Cites Work

• Unnamed Item
• Unnamed Item
• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
• The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
• Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
• Isotropic covariance functions on spheres: some properties and modeling considerations
• Approximation of Sahelian rainfall fields with meta-Gaussian random functions. I: Model definition and methodology
• Numerical analysis of lognormal diffusions on the sphere
• Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
• Fast generation of isotropic Gaussian random fields on the sphere
• The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the \(d\)-sphere
• Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
• Spectral simulation of isotropic Gaussian random fields on a sphere
• Gaussian Random Fields in Cosmostatistics
• Random Fields on the Sphere
• Aeolian Transport and Dune Formation
• Numerical solution of fractional elliptic stochastic PDEs with spatial white noise
• Multilevel approximation of Gaussian random fields: Fast simulation
• Numerical approximation of fractional powers of elliptic operators
• Finite element methods for surface PDEs
• Modeling Temporally Evolving and Spatially Globally Dependent Data