Numerical Approximation of Gaussian Random Fields on Closed Surfaces Academic Article uri icon


  • Abstract We consider the numerical approximation of Gaussian random fields on closed surfaces defined as the solution to a fractional stochastic partial differential equation (SPDE) with additive white noise. The SPDE involves two parameters controlling the smoothness and the correlation length of the Gaussian random field. The proposed numerical method relies on the Balakrishnan integral representation of the solution and does not require the approximation of eigenpairs. Rather, it consists of a sinc quadrature coupled with a standard surface finite element method. We provide a complete error analysis of the method and illustrate its performances in several numerical experiments.

published proceedings


author list (cited authors)

  • Bonito, A., Guignard, D., & Lei, W.

complete list of authors

  • Bonito, Andrea||Guignard, Diane||Lei, Wenyu

publication date

  • 2024