Dirichlet-Neumann averaging: the DNA of efficient Gaussian process simulation

DOI10.1137/24M1715854MaRDI QIDQ7227747zbMATH OpenFDO

Authors Robert Kutri, Robert Scheichl

Publication date 10 April 2026

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1715854

zbMATH Keywords

circulant embeddingDirichlet-Neumann averagingGaussian processesGaussian random fieldsisotropic covariance functionsstochastic partial differential equations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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