Fractional stochastic partial differential equation for random tangent fields on the sphere

نویسندگان

چکیده

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of random tangent vector field on unit sphere. The SPDE is governed by diffusion operator Lévy-type behaviour spatial solution, derivative in time depict intermittency its temporal and driven vector-valued Brownian motion sphere characterize long-range dependence. solution presented form Karhunen–Loève expansion terms spherical harmonics. Its covariance matrix function established as tensor that an Legendre kernels. variance increments approximations solutions are studied convergence rates approximation errors given. It demonstrated how these depend decay power spectrum variances motion.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Isotropic Gaussian Random Fields on the Sphere: Regularity, Fast Simulation and Stochastic Partial Differential Equations

Isotropic Gaussian random fields on the sphere are characterized by Karhunen–Loève expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of the angular power spectrum and the relation to sample Hölder continuity and sample differentiability of the random fields is discussed. Rates of convergence of ...

متن کامل

The new implicit finite difference scheme for two-sided space-time fractional partial differential equation

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. S...

متن کامل

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical modelling and geostatistics. The specification through the covariance function gives an intuitive interpretation of the field properties. On the computational side, GFs are hampered with the big n problem, since the cost of factorizing dense matrices is cubic in the dimension. Although computatio...

متن کامل

An exponential spline for solving the fractional riccati differential equation

In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is discretized. The effect of performing this mathematical operation is obtained from an algebraic system of equations. To illustrate the benefits of the me...

متن کامل

A solution of nonlinear fractional random differential equation via random fixed point technique

In this paper, we investigate a new type of random $F$-contraction and obtain a common random fixed point theorem for a pair of self stochastic mappings in a separable Banach space. The existence of a unique solution for nonlinear fractional random differential equation is proved under suitable conditions.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Theory of Probability and Mathematical Statistics

سال: 2021

ISSN: ['1547-7363', '0094-9000']

DOI: https://doi.org/10.1090/tpms/1142