Surface finite element approximation of spherical Whittle--Mat\'ern Gaussian random fields

DOI10.1137/21M1400717MaRDI QIDQ6360870arXivFDO

Authors Erik Jansson, Mihály Kovács, Annika Lang

Publication date 17 February 2021

Published in arXiv

Full work available at URL https://doi.org/10.1137/21M1400717

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Elliptic equations on manifolds, general theory (58J05) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical analysis (65-XX) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

arXiv classification

cs.NAmath.NAmath.PR

Abstract: Spherical Whittle--Mat'ern Gaussian random fields are considered as solutions to fractional elliptic stochastic partial differential equations on the sphere. Approximation is done with surface finite elements. While the non-fractional part of the operator is solved by a recursive scheme, a quadrature of the Dunford--Taylor integral representation is employed for the fractional part. Strong error analysis is performed, and the computational complexity is bounded in terms of the accuracy. Numerical experiments for different choices of parameters confirm the theoretical findings.

Cited in

(1)

• Mass Lumping and Numerical Quadrature for Approximation of Fractional Elliptic Differential Equations Driven by Gaussian White Noise

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