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Visually Based Characterization of the Incipient Particle Motion in Regular Substrates: From Laminar to Turbulent Conditions
Published on: February 22, 2018
Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation
1Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, Gothenburg, Sweden.
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As an extension of isotropic Gaussian random fields and [Formula: see text]-Wiener processes on [Formula: see text]-dimensional spheres, isotropic [Formula: see text]-fractional Brownian motion is introduced and sample Hölder regularity in space-time is shown depending on the regularity of the spatial covariance operator [Formula: see text] and the Hurst parameter [Formula: see text]. The processes are approximated by a spectral method in space for which strong and almost sure convergence are shown. The underlying sample paths of fractional Brownian motion are simulated by circulant embedding or conditionalized random midpoint displacement. Temporal accuracy and computational complexity are numerically tested, the latter matching the complexity of simulating a [Formula: see text]-Wiener process if allowing for a temporal error.This article is part of the theme issue 'Partial differential equations in data science'.
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