Random spherical hyperbolic diffusion

DOI10.1007/S10955-019-02395-0zbMATH Open1427.35377arXiv1904.12243OpenAlexW2940490647MaRDI QIDQ2283148FDOQ2283148

Authors: Alexander D. Kolesnik, Philip Broadbridge, Nikolai N. Leonenko, Andriy Olenko 

Publication date: 30 December 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1904.12243

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zbMATH Keywords

stochastic partial differential equations[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+continuity&go=Go H��lder continuity]hyperbolic diffusion equationcosmic microwave backgroundapproximation errorsspherical random field

Mathematics Subject Classification ID

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)

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Cited In (14)

• 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
• EXACT SOLUTIONS OF HYPERBOLIC REACTION-DIFFUSION EQUATIONS IN TWO DIMENSIONS
• Series representations for the characteristic function of the multidimensional Markov random flight
• Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals
• On statistical properties of nonlinear functionals of random fields. (Abstract of thesis)
• Models of space-time random fields on the sphere
• Numerical approximation and simulation of the stochastic wave equation on the sphere
• On multifractionality of spherical random fields with cosmological applications
• On fractional spherically restricted hyperbolic diffusion random field
• Stochastic diffusion within expanding space-time
• Fractional stochastic partial differential equation for random tangent fields on the sphere

Uses Software

• Healpix
• rcosmo

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