Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle–Matérn fields

Fast sampling of parameterised Gaussian random fields

(2019) Jonas Latz et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

Multilevel Approximation of Gaussian Random Fields: Fast Simulation

(2019) Lukas Herrmann et al.   MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES

Singular value decomposition versus sparse grids: refined complexity estimates

(2018) Michael Griebel et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

Fast random field generation with H-matrices

(2018) Michael Feischl et al.   NUMERISCHE MATHEMATIK

Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields

(2018) I. G. Graham et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise

(2018) David Bolin et al.   BIT NUMERICAL MATHEMATICS

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

(2017) Sarah Osborn et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Numerical approximation of fractional powers of elliptic operators

(2015) Andrea Bonito et al.   MATHEMATICS OF COMPUTATION

Efficient approximation of random fields for numerical applications

(2015) Helmut Harbrecht et al.   NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS

Approximation of bi-variate functions: singular value decomposition versus sparse grids

(2013) M. Griebel et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

Spatio-temporal modeling of particulate matter concentration through the SPDE approach

(2012) Michela Cameletti et al.   AStA-Advances in Statistical Analysis

Mercer’s Theorem on General Domains: On the Interaction between Measures, Kernels, and RKHSs

(2012) Ingo Steinwart et al.   CONSTRUCTIVE APPROXIMATION

Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping

(2011) David Bolin et al.   Annals of Applied Statistics

A spatial analysis of multivariate output from regional climate models

(2011) Stephan R. Sain et al.   Annals of Applied Statistics

Hitchhikerʼs guide to the fractional Sobolev spaces

(2011) Eleonora Di Nezza et al.   BULLETIN DES SCIENCES MATHEMATIQUES

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

(2011) Finn Lindgren et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

The LBB condition in fractional Sobolev spaces and applications

(2008) J.-L. Guermond   IMA JOURNAL OF NUMERICAL ANALYSIS

Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals

(2008) Nicholas Hale et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS