Finite element approximation of non-Markovian random fields

Abstract : In this paper, we present finite element approximations of a class of Generalized random fields defined over a bounded domain of R d or a smooth d-dimensional Riemannian manifold (d ≥ 1). An explicit expression for the covariance matrix of the weights of the finite element representation of these fields is provided and an analysis of the approximation error is carried out. Finally, a method to generate simulations of these weights while limiting computational and storage costs is presented.
Type de document :
Pré-publication, Document de travail
2018
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https://hal.archives-ouvertes.fr/hal-01913048
Contributeur : Mike Pereira <>
Soumis le : lundi 5 novembre 2018 - 22:33:35
Dernière modification le : lundi 12 novembre 2018 - 11:05:24

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  • HAL Id : hal-01913048, version 1
  • ARXIV : 1811.03004

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Citation

Mike Pereira, Nicolas Desassis. Finite element approximation of non-Markovian random fields. 2018. 〈hal-01913048〉

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