Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations

DOI10.1214/14-AAP1067zbMath1328.60126arXiv1305.1170MaRDI QIDQ894800

Christoph Schwab, Annika Lang

Publication date: 24 November 2015

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.1170

zbMATH Keywords

fast Fourier transformstochastic partial differential equationsisotropic Gaussian random fieldsKarhunen-Loève expansionKolmogorov-Chentsov theoremsample differentiabilitysample Hölder continuitystrong convergence ratesspectral Galerkin methodsspherical harmonic functions

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Sample path properties (60G17) Numerical methods for discrete and fast Fourier transforms (65T50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Rate of convergence, degree of approximation (41A25) Spherical harmonics (33C55)

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