Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields

DOI10.1137/21M1400717MaRDI QIDQ5071449

Erik Jansson, Annika Lang, Mihály Kovács

Publication date: 21 April 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.08822

zbMATH Keywords

strong convergence; stochastic partial differential equations; fractional operators; Gaussian random fields; surface finite element method; parametric finite element methods

Mathematics Subject Classification ID

60G60: Random fields

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

58J05: Elliptic equations on manifolds, general theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65-XX: Numerical analysis

Related Items

Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds, Space-time methods for time-dependent partial differential equations. Abstracts from the workshop held February 6--12, 2022

Uses Software

• smerfs

Cites Work

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