Power-Law Noises over General Spatial Domains and on Non-Standard Meshes

TL;DR

This paper extends the concept of power-law noises to general spatial domains and non-standard meshes, providing theoretical insights and efficient algorithms for simulation on arbitrary meshes.

Contribution

It introduces a theoretical framework for power-law noises over complex spatial domains and develops three algorithms for their numerical simulation.

Findings

Three algorithms for simulating power-law noises on arbitrary meshes.

Numerical illustrations demonstrating the effectiveness of the algorithms.

Theoretical generalization of power-law noises to non-standard spatial domains.

Abstract

Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations to include systems driven by fractional Brownian motion, spatially distributed scale-invariance has received comparatively little attention, especially for parameters defined over non-standard spatial domains. This paper discusses the generalization of power-law noises to general spatial domains by outlining their theoretical underpinnings as well as addressing their numerical simulation on arbitrary meshes. Three computational algorithms are presented for efficiently generating their sample paths, accompanied by numerous numerical illustrations.