Multilevel representations of isotropic Gaussian random fields on the sphere

DOI10.1093/IMANUM/DRAC034MaRDI QIDQ6171577zbMATH OpenOpenAlexFDO

Authors Markus Bachmayr, Ana Djurdjevac

Publication date 14 August 2023

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.06987

zbMATH Keywords

isotropic Gaussian random fieldslocalizationrandom series expansionsspherical needlets

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Abstract: Series expansions of isotropic Gaussian random fields on $mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to the standard Karhunen-Lo`eve expansions of isotropic random fields in terms of spherical harmonics. The basis functions are obtained by applying the square root of the covariance operator to spherical needlets. Localization of the resulting covariance-dependent multilevel basis is shown under decay conditions on the angular power spectrum of the random field. In addition, numerical illustrations are given and an application to random elliptic PDEs on the sphere is analyzed.

Cited in

(10)

• Spherical level-crossing measures for chi-square random fields
• Isotropic sparse regularization for spherical harmonic representations of random fields on the sphere
• Isotropic non-Lipschitz regularization for sparse representations of random fields on the sphere
• Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds
• Interfaces, free boundaries and geometric partial differential equations. Abstracts from the workshop held February 11--16, 2024
• Numerical approximation of Gaussian random fields on closed surfaces
• Regularity properties of the solution to a stochastic heat equation driven by a bifractional Brownian motion on \(\mathbb{S}^2\)
• Convergence of numerical methods for the Navier-Stokes-Fourier system driven by uncertain initial/boundary data
• Multilevel representations of random fields and sparse approximations of solutions to random PDEs
• Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations

This page was built for publication: Multilevel representations of isotropic Gaussian random fields on the sphere

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6171577)