

























A new numerical approximation method for a class of Gaussian random fields on compact connected oriented Riemannian manifolds is introduced. This class of random fields is characterized by the Laplace--Beltrami operator on the manifold. A Galerkin approximation is combined with a polynomial approximation using Chebyshev series. This so-called Galerkin--Chebyshev approximation scheme yields efficient and generic sampling algorithms for Gaussian random fields on manifolds. Strong and weak orders of convergence for the Galerkin approximation and strong convergence orders for the Galerkin--Chebyshev approximation are shown and confirmed through numerical experiments.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。