On approximation for fractional stochastic partial differential equations on the sphere

被引:0
作者
Vo V. Anh
Philip Broadbridge
Andriy Olenko
Yu Guang Wang
机构
[1] Queensland University of Technology,School of Mathematical Sciences
[2] Xiangtan University,School of Mathematics and Computational Science
[3] La Trobe University,Department of Mathematics and Statistics
[4] The University of New South Wales,School of Mathematics and Statistics
来源
Stochastic Environmental Research and Risk Assessment | 2018年 / 32卷
关键词
stochastic partial differential equations; Fractional Brownian motions; Spherical harmonics; Random fields; spheres; Fractional calculus; Wiener noises; Cauchy problem; Cosmic microwave background; FFT; 35R11; 35R01; 35R60; 60G22; 33C55; 35P10; 60G60; 41A25; 60G15; 35Q85; 65T50;
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摘要
This paper gives the exact solution in terms of the Karhunen–Loève expansion to a fractional stochastic partial differential equation on the unit sphere S2⊂R3\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {S}}^{2} \subset {\mathbb {R}}^{3}$$\end{document} with fractional Brownian motion as driving noise and with random initial condition given by a fractional stochastic Cauchy problem. A numerical approximation to the solution is given by truncating the Karhunen–Loève expansion. We show the convergence rates of the truncation errors in degree and the mean square approximation errors in time. Numerical examples using an isotropic Gaussian random field as initial condition and simulations of evolution of cosmic microwave background are given to illustrate the theoretical results.
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页码:2585 / 2603
页数:18
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