Simulation of Gaussian random fields on surfaces using the isogeometric finite element method

Abstract

We are concerned with the fast simulation of random fields on closed surfaces in $\mathbb{R}^3$ which are generated by the (Whittle-) Matérn class of covariance functions. To this end, we solve the underlying fractional stochastic partial differential equation with additive white noise by using an isogeometric finite element method on the surface in combination with the Balakrishnan integral representation of the solution. The solution of the underlying linear system of equations is performed by means of a geometric multigrid method that naturally underlies the isogeometric approach. Numerical results are presented to demonstrate the approach.