Fractional stochastic partial differential equation for random tangent fields on the sphere
From MaRDI portal
Publication:5153147
fractional Brownian motionfractional stochastic partial differential equationvector spherical harmonicsrandom tangent field
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)
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.
Recommendations
- Fractional spherical random fields
- Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
- Fractional-in-time and multifractional-in-space stochastic partial differential equations
- Fractional time stochastic partial differential equations
- Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
Cites work
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- A parabolic stochastic differential equation with fractional Brownian motion input
- A particle migrating randomly on a sphere
- Analytic Inequalities
- Approximation of the solution to the parabolic equation driven by stochastic measure
- Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion
- Comparing Fréchet and positive stable laws
- Coordinates changed random fields on the sphere
- Covariance Models for Divergence-Free and Curl-Free Random Vector Fields
- Differential equations driven by rough signals
- Dynamic models of long-memory processes driven by Lévy noise
- Fractional Cauchy problems on compact manifolds
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Fractional spherical random fields
- Fractional-in-time and multifractional-in-space stochastic partial differential equations
- Global space-time models for climate ensembles
- Harmonic analysis and boundary value problems in the complex domain
- Helmholtz-Hodge decomposition on \([0,1]^{d }\) by divergence-free and curl-free wavelets
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Laplace approximation for rough differential equation driven by fractional Brownian motion
- Mathematical properties relevant to geomagnetic field modeling
- Modeling tangential vector fields on a sphere
- Needlet approximation for isotropic random fields on the sphere
- Permissibility of fractal exponents and models of band-limited two-point functions for fGn and fBm random fields
- Random spherical hyperbolic diffusion
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- Spatial variation of total column ozone on a global scale
- Special Functions for Applied Scientists
- Spectral analysis of fractional kinetic equations with random data.
- Spherical functions of mathematical geosciences. A scalar, vectorial, and tensorial setup
- Stability and error estimates for vector field interpolation and decomposition on the sphere with RBFs
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic approximation of score functions for Gaussian processes
- Stochastic representation of fractional Bessel-Riesz motion
- The Riesz-Bessel fractional diffusion equation
- Time-varying isotropic vector random fields on compact two-point homogeneous spaces
Cited in
(6)- Models of space-time random fields on the sphere
- scientific article; zbMATH DE number 179026 (Why is no real title available?)
- On approximation for time-fractional stochastic diffusion equations on the unit sphere
- Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
- On spectral theory of random fields in the ball
- Fractional spherical random fields
This page was built for publication: Fractional stochastic partial differential equation for random tangent fields on the sphere
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5153147)
