A note on spatio-temporal random fields on meshed surfaces defined from advection-diffusion SPDEs
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.
Domaines
Mathématiques [math]Origine | Fichiers produits par l'(les) auteur(s) |
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