La Trobe

On approximation for fractional stochastic partial differential equations on the sphere

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posted on 2025-03-31, 05:21 authored by Vo V Anh, Philip BroadbridgePhilip Broadbridge, Andriy OlenkoAndriy Olenko, Yu Guang Wang
This paper gives the exact solution in terms of the Karhunen–Loève expansion to a fractional stochastic partial differential equation on the unit sphere S2⊂ R3 with fractional Brownian motion as driving noise and with random initial condition given by a fractional stochastic Cauchy problem. A numerical approximation to the solution is given by truncating the Karhunen–Loève expansion. We show the convergence rates of the truncation errors in degree and the mean square approximation errors in time. Numerical examples using an isotropic Gaussian random field as initial condition and simulations of evolution of cosmic microwave background are given to illustrate the theoretical results.

Funding

This research was supported under the Australian Research Council’s Discovery Project DP160101366 and was supported in part by the La Trobe University DRP Grant in Mathematical and Computing Sciences. This research includes extensive computations using the Linux computational cluster Raijin of the National Computational Infrastructure (NCI), which is supported by the Australian Government and La Trobe University.

History

Publication Date

2018-09-01

Journal

Stochastic Environmental Research and Risk Assessment

Volume

32

Pagination

19p. (p. 2585-2603)

Publisher

Springer Nature

ISSN

1436-3240

Rights Statement

© Springer-Verlag GmbH Germany, part of Springer Nature, 2018. This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: https://doi.org/10.1007/s00477-018-1517-1