scholarly journals Inverses of Matérn Covariances on Grids

Biometrika ◽  
2021 ◽  
Author(s):  
Joseph Guinness

Abstract We conduct a study of the aliased spectral densities of Matérn covariance functions on a regular grid of points, providing clarity on the properties of a popular approximation based on stochastic partial differential equations. While others have shown that it can approximate the covariance function well, we find that it assigns too much power at high frequencies and does not provide increasingly accurate approximations to the inverse as the grid spacing goes to zero, except in the one-dimensional exponential covariance case.

Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


2009 ◽  
Vol 14 (4) ◽  
pp. 495-502 ◽  
Author(s):  
Bienvenue Feugang Nteumagne ◽  
Raseelo J. Moitsheki

We consider a bond‐pricing model described in terms of partial differential equations (PDEs). Classical Lie point symmetry analysis of the considered PDEs resulted in a number of point symmetries being admitted. The one‐dimensional optimal system of subalgebras is constructed. Following the symmetry reductions, we determine the group‐invariant solutions.


Symmetry ◽  
2019 ◽  
Vol 11 (9) ◽  
pp. 1115 ◽  
Author(s):  
Andronikos Paliathanasis

We derive the one-dimensional optimal system for a system of three partial differential equations, which describe the two-dimensional rotating ideal gas with polytropic parameter γ > 2 . The Lie symmetries and the one-dimensional optimal system are determined for the nonrotating and rotating systems. We compare the results, and we find that when there is no Coriolis force, the system admits eight Lie point symmetries, while the rotating system admits seven Lie point symmetries. Consequently, the two systems are not algebraic equivalent as in the case of γ = 2 , which was found by previous studies. For the one-dimensional optimal system, we determine all the Lie invariants, while we demonstrate our results by reducing the system of partial differential equations into a system of first-order ordinary differential equations, which can be solved by quadratures.


1994 ◽  
Vol 46 (2) ◽  
pp. 415-437 ◽  
Author(s):  
Tokuzo Shiga

AbstractThe paper is concerned with the comparison of two solutions for a one-dimensional stochastic partial differential equation. Noting that support compactness of solutions propagates with passage of time, we define the SCP property and show that the SCP property and the strong positivity are two contrasting properties of solutions for one-dimensional SPDEs, which are due to degeneracy of the noise-term coefficient


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