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This tutorial teaches parts of the finite element method (FEM), and solves astochastic partial differential equation (SPDE). The contents herein areconsidered "known" in the numerics literature, but for statisticians it is verydifficult to find a resource for learning these ideas in a timely manner(without doing a year's worth of courses in numerics). The goal of thistutorial is to be pedagogical and explain the computations/theory to astatistician. This is not a practical tutorial, there is little computer code,and no data analysis.

How to solve the stochastic partial differential equation that gives a Mat\'ern random field using the finite element method