Power-Law Noises over General Spatial Domains and on Nonstandard Meshes

DOI10.1137/140985433zbMath1322.65024arXiv1410.4755OpenAlexW2963712175MaRDI QIDQ2945151

John Burkhardt, Hans Werner van Wyk, Max D. Gunzburger, Miroslav K. Stoyanov

Publication date: 9 September 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4755

zbMATH Keywords

algorithmnumerical exampletime seriesfractional Brownian motionself-similaritystochastic partial differential equationspower lawsfractional LaplacianGaussian random fieldsfractional Brownian surfaces

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• Schwarz-Christoffel
• cnoise
• mftoolbox
• Algorithm 97

Cites Work

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