Finite element approximation of non-Markovian random fields - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2018

Finite element approximation of non-Markovian random fields

Résumé

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.
Fichier principal
Vignette du fichier
main.pdf (453.86 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01913048 , version 1 (05-11-2018)

Identifiants

Citer

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

Altmetric

Partager

Gmail Facebook X LinkedIn More