Simulation of random fields on Riemannian manifolds

With Annika Lang (Chalmers University of Technology)

Simulation of random fields on Riemannian manifolds

Random fields are important building blocks in spatial models disturbed by randomness such as solutions to stochastic partial differential equations. The fast simulation of random fields is therefore crucial for efficient algorithms in uncertainty quantification. In this talk I present numerical methods for Gaussian random fields on Riemannian manifolds and discuss their convergence. Simulations illustrate the theoretical findings.

This talk is based on joint work with Erik Jansson, Mihály Kovács, and Mike Pereira.

Add to your calendar or Include in your list