Multilevel approximation of Gaussian random fields: Fast simulation (Q5112023)

scientific article; zbMATH DE number 7205671

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English	Multilevel approximation of Gaussian random fields: Fast simulation	scientific article; zbMATH DE number 7205671

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instance of

scholarly article

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title

Multilevel approximation of Gaussian random fields: Fast simulation (English)

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27 May 2020

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zbMATH Keywords

Gaussian random fields

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Matérn covariances

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spatial statistics

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fractional operators

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multilevel methods

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describes a project that uses

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Fractional powers of closed operators and the semigroups generated by them

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Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise

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An Algorithm for Simulating Stationary Gaussian Random Fields

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Diffusion Maps, Reduction Coordinates, and Low Dimensional Representation of Stochastic Systems

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Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields

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Elliptic partial differential equations of second order

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full work available at URL

https://doi.org/10.1142/s0218202520500050

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published in

M$^3$AS. Mathematical Models \& Methods in Applied Sciences

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Identifiers

zbMATH Open document ID

1448.60110

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DOI

10.1142/S0218202520500050

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5112023