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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.
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https://hal.archives-ouvertes.fr/hal-01913048
Contributor : Mike Pereira <>
Submitted on : Monday, November 5, 2018 - 10:33:35 PM
Last modification on : Thursday, September 24, 2020 - 4:34:21 PM
Long-term archiving on: : Wednesday, February 6, 2019 - 3:35:11 PM

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

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

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