A note on spatio-temporal random fields on meshed surfaces defined from advection-diffusion SPDEs - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2023

A note on spatio-temporal random fields on meshed surfaces defined from advection-diffusion SPDEs

Mike Pereira

Résumé

The aim of this work is to propose a statistical model for spatio-temporal data on meshed surfaces based on the SPDE modeling approach. To do so, we consider a class of advection-diffusion SPDEs defined on smooth compact orientable closed Riemannian manifolds of dimension 2, and their discretization using a Galerkin approach. We show how this approach allows to easily propose scalable algorithms for the simulation and prediction of Gaussian random fields that are solutions to the discretized SPDE.
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Dates et versions

hal-04132148 , version 1 (18-06-2023)

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  • HAL Id : hal-04132148 , version 1

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Mike Pereira. A note on spatio-temporal random fields on meshed surfaces defined from advection-diffusion SPDEs. 2023. ⟨hal-04132148⟩
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