Random spherical hyperbolic diffusion
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Publication:2283148
stochastic partial differential equationshyperbolic diffusion equationcosmic microwave backgroundapproximation errorsspherical random fieldHölder continuity
Gaussian processes (60G15) Random fields (60G60) Spherical harmonics (33C55) Completeness of eigenfunctions and eigenfunction expansions in context of PDEs (35P10) PDEs on manifolds (35R01) PDEs with randomness, stochastic partial differential equations (35R60) Stopping times; optimal stopping problems; gambling theory (60G40)
Abstract: The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a hyperbolic diffusion equation on the unit sphere. The Cauchy problem with random initial conditions is studied. All assumptions are stated in terms of the angular power spectrum of the initial conditions. An approximation to the solution is given and analysed by finitely truncating the series expansion. The upper bounds for the convergence rates of the approximation errors are derived. Smoothness properties of the solution and its approximation are investigated. It is demonstrated that the sample H"older continuity of these spherical fields is related to the decay of the angular power spectrum. Numerical studies of approximations to the solution and applications to cosmic microwave background data are presented to illustrate the theoretical results.
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Cited in
(14)- Fractional stochastic partial differential equation for random tangent fields on the sphere
- Spectral analysis of fractional hyperbolic diffusion equations with random data
- Gaussian random fields: with and without covariances
- On spectral theory of random fields in the ball
- On approximation for time-fractional stochastic diffusion equations on the unit sphere
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