Fractional stochastic partial differential equation for random tangent fields on the sphere

DOI10.1090/TPMS/1142zbMATH Open1473.35671arXiv2107.03717OpenAlexW3201801259WikidataQ114093796 ScholiaQ114093796MaRDI QIDQ5153147FDOQ5153147

Authors:

Publication date: 29 September 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L'{e}vy-type behaviour of the spatial solution, a fractional derivative in time to depict the intermittency of its temporal solution, and is driven by vector-valued fractional Brownian motion on the unit sphere to characterize its temporal long-range dependence. The solution to the SPDE is presented in the form of the Karhunen-Lo`{e}ve expansion in terms of vector spherical harmonics. Its covariance matrix function is established as a tensor field on the unit sphere that is an expansion of Legendre tensor kernels. The variance of the increments and approximations to the solutions are studied and convergence rates of the approximation errors are given. It is demonstrated how these convergence rates depend on the decay of the power spectrum and variances of the fractional Brownian motion.

Full work available at URL: https://arxiv.org/abs/2107.03717

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zbMATH Keywords

fractional Brownian motionfractional stochastic partial differential equationvector spherical harmonicsrandom tangent field

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Spherical harmonics (33C55) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (6)

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