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

DOI10.1007/s00211-020-01151-xzbMath1455.65210arXiv1904.06569OpenAlexW3099807896MaRDI QIDQ2217871

Sonja Cox, Kristin Kirchner

Publication date: 11 January 2021

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.06569

zbMATH Keywords

regularityGaussian random fieldspectral Galerkin methods

Mathematics Subject Classification ID

Random fields (60G60) Smoothness and regularity of solutions to PDEs (35B65) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) 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) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)

Related Items (8)

Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy ⋮ Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields ⋮ Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations ⋮ Multilevel approximation of Gaussian random fields: Fast simulation ⋮ Monte Carlo convergence rates for \(k\)th moments in Banach spaces ⋮ Theoretical Guarantees for the Statistical Finite Element Method ⋮ Gaussian Whittle-Matérn fields on metric graphs ⋮ Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators

Uses Software

• Stem
• AS 312

Cites Work

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