Finite element approximation of parabolic SPDEs with Whittle–Matérn noise
Preprint, 2025

Author

Øyvind Stormark Auestad

Norwegian University of Science and Technology (NTNU)

Geir-Arne Fuglstad

Norwegian University of Science and Technology (NTNU)

Espen Robstad Jakobsen

Norwegian University of Science and Technology (NTNU)

Annika Lang

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

Efficient approximation methods for random fields on manifolds

Swedish Research Council (VR) (2020-04170), 2021-01-01 -- 2024-12-31.

Time-Evolving Stochastic Manifolds (StochMan)

European Commission (EC) (EC/HE/101088589), 2023-09-01 -- 2028-08-31.

Subject Categories (SSIF 2025)

Probability Theory and Statistics

Computational Mathematics

Roots

Basic sciences

DOI

10.48550/arXiv.2406.11041

Related datasets

Code to "Finite element approximation of parabolic SPDEs with Whittle–Matérn noise" [dataset]

DOI: 10.5281/zenodo.17144591

More information

Latest update

4/17/2026