Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
<|reference_start|>Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis: A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced. The class of random fields on curves and surfaces is characterized by a power spectral density of a second order elliptic differential operator. Sampling is done by a Galerkin--Chebyshev approximation based on the surface finite element method and Chebyshev polynomials. Strong error bounds are shown with convergence rates depending on the smoothness of the approximated random field.<|reference_end|>
@article{jansson2024non-stationary,
    title={Non-stationary Gaussian random fields on hypersurfaces: Sampling and
  strong error analysis},
    author={Erik Jansson, Annika Lang, Mike Pereira},
    journal={arXiv preprint arXiv:2406.08185},
    year={2024},
    archivePrefix={arXiv},
    eprint={2406.08185},
    primaryClass={math.NA cs.NA math.PR}
}