Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields (Q2217871)

Gaussian random fields (GRFs) are used frequently for many applications in spatial statistics and uncertainty quantification. Therefore, efficient simulation of GRFs is needed at unstructured locations in various possibly non-convex Euclidean domains. In this work, Sobolev and Hölder regularity of generalized Whittle-Matérn fields are investigated and error analysis is performed in these norms for several Galerkin approximations, including the sinc-Galerkin approximations. The authors consider a GRF~\({\mathcal L}^\beta: {\mathcal D}\times\Omega\rightarrow \mathbb{R}\), indexed by a Euclidean domain \({\mathcal D}\subset\mathbb{R}^d\), whose covariance operator is given by the negative fractional power \(L^{-2\beta}\) of a second-order elliptic differential operator \(L \colon {\mathcal D}(L) \subseteq L_2({\mathcal D}) \rightarrow L_2({\mathcal D})\) in divergence form with Dirichlet boundary conditions \[ Lu = - \nabla \cdot ( A \nabla u) + \kappa^2 u, \qquad u \in {\mathcal D} (L)\subseteq L_2({\mathcal D}). \] The convergence of spectral Galerkin methods and finite element approximations is proved in Sobolev and Hölder norms, error estimates are provided with (essentially) optimal rates. Several numerical experiments are performed for GRFs of the Whittle-Matérn class, where \(L=-\Delta + \kappa^2\) and \(\kappa \equiv \operatorname{const.}\), in 1D using sinc-Galerkin approximations generated with a conforming finite element method with first and second order polynomials, and in 2D anisotropic, non-stationary generalized Whittle-Matérn fields, which validate the theoretical convergence orders ad error estimates.