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Random Fields And Stochastic Partial Differential Equations by Rozanov%2c I͡u. A.
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1Isotropic Gaussian Random Fields On The Sphere: Regularity, Fast Simulation, And Stochastic Partial Differential Equations
By Annika Lang and Christoph Schwab
Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`eve 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 H\"older continuity and sample differentiability of the random fields is discussed. Rates of convergence of their finitely truncated Karhunen-Lo\`eve expansions in terms of the covariance spectrum are established, and algorithmic aspects of fast sample path generation via fast Fourier transforms on the sphere are indicated. The relevance of the results on sample path regularity for isotropic Gaussian random fields and the corresponding lognormal random fields on the sphere for several models from environmental sciences is indicated. Finally, the stochastic heat equation on the sphere driven by additive, isotropic Wiener noise is considered and strong convergence rates for spectral discretizations based on the spherical harmonic functions are proven.
“Isotropic Gaussian Random Fields On The Sphere: Regularity, Fast Simulation, And Stochastic Partial Differential Equations” Metadata:
- Title: ➤ Isotropic Gaussian Random Fields On The Sphere: Regularity, Fast Simulation, And Stochastic Partial Differential Equations
- Authors: Annika LangChristoph Schwab
- Language: English
Edition Identifiers:
- Internet Archive ID: arxiv-1305.1170
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The book is available for download in "texts" format, the size of the file-s is: 16.71 Mbs, the file-s for this book were downloaded 90 times, the file-s went public at Mon Sep 23 2013.
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2DTIC ADA342713: Random Fields Governed By Stochastic Partial Differential Equations And Their Applications To Oceanography
By Defense Technical Information Center
An effective method of estimating transport parameters from tracer observations was developed based on the maximum likelihood approach in stochastic partial differential equations. Different classes of statistical estimators for near surface velocities and turbulence parameters have been studied. A complete error analysis for the method of moments was performed. Hamiltonian theory of wave turbulence was extended to the oceanic Rossby waves.
“DTIC ADA342713: Random Fields Governed By Stochastic Partial Differential Equations And Their Applications To Oceanography” Metadata:
- Title: ➤ DTIC ADA342713: Random Fields Governed By Stochastic Partial Differential Equations And Their Applications To Oceanography
- Author: ➤ Defense Technical Information Center
- Language: English
“DTIC ADA342713: Random Fields Governed By Stochastic Partial Differential Equations And Their Applications To Oceanography” Subjects and Themes:
- Subjects: ➤ DTIC Archive - Rozovskii, B. L. - UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES CENTER FOR APPLIED MATHEMATICAL SCIENCES - *STOCHASTIC PROCESSES - *OCEANOGRAPHIC DATA - *PARTIAL DIFFERENTIAL EQUATIONS - MAXIMUM LIKELIHOOD ESTIMATION - TURBULENCE - ERROR ANALYSIS - METHOD OF MOMENTS - HYDRODYNAMICS - HAMILTONIAN FUNCTIONS - LAGRANGIAN FUNCTIONS - ROSSBY WAVES.
Edition Identifiers:
- Internet Archive ID: DTIC_ADA342713
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The book is available for download in "texts" format, the size of the file-s is: 10.12 Mbs, the file-s for this book were downloaded 43 times, the file-s went public at Fri Apr 13 2018.
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