Open AccessNumerical Approximation of Gaussian Random Fields on Closed SurfacesOpen Access
Author(s)
Bonito Andrea,
Guignard Diane,
Lei Wenyu
Publication year2024
Publication title
computational methods in applied mathematics
Resource typeJournals
PublisherDe Gruyter
We consider the numerical approximation of Gaussian random fields on closed surfaces defined as the solution to a fractional stochastic partial differential equation (SPDE) with additive white noise. The SPDE involves two parameters controlling the smoothness and the correlation length of the Gaussian random field. The proposed numerical method relies on the Balakrishnan integral representation of the solution and does not require the approximation of eigenpairs. Rather, it consists of a sinc quadrature coupled with a standard surface finite element method. We provide a complete error analysis of the method and illustrate its performances in several numerical experiments.
Keyword(s)Gaussian Random Fields, Closed Surface, Finite Element, Sinc Quadrature, Fractional Diffusion
Language(s)English
SCImago Journal Rank1.095
H-Index29
eISSN1609-9389
pISSN1609-4840
DOI10.1515/cmam-2022-0237
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