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Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

Spectral Theory · Mathematics 2024-12-10 Tareq Alodat , Quoc T. Le Gia

In this paper, we shall be concerned with geometric functionals and excursion probabilities for some nonlinear transforms evaluated on Fourier components of spherical random fields. In particular, we consider both random spherical harmonics…

Probability · Mathematics 2016-01-13 Domenico Marinucci , Sreekar Vadlamani

In this paper we propose a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) with oscillating covariance functions through systems of stochastic partial differential equations (SPDEs). We discuss how to build…

Methodology · Statistics 2013-07-05 Xiangping Hu , Finn Lindgren , Daniel Simpson , Håvard Rue

Gaussian random field is a ubiquitous model for spatial phenomena in diverse scientific disciplines. Its approximation is often crucial for computational feasibility in simulation, inference, and uncertainty quantification. The…

Computation · Statistics 2026-01-23 Joaquin Cavieres , Sebastian Krumscheid

The Mat{\'e}rn family of isotropic covariance functions has been central to the theoretical development and application of statistical models for geospatial data. For global data defined over the whole sphere representing planet Earth, the…

Methodology · Statistics 2021-01-15 Alfredo Alegría , Francisco Cuevas-Pacheco , Peter Diggle , Emilio Porcu

We investigate the statistical properties of isotropic, stochastic, Gaussian distributed, helical magnetic fields characterized by different shapes of the energy spectra at large length scales and study the associated realizability…

Cosmology and Nongalactic Astrophysics · Physics 2018-08-24 Axel Brandenburg , Ruth Durrer , Tina Kahniashvili , Sayan Mandal , Weichen Winston Yin

In the context of providing a mathematical framework for the propagation of ultrasound waves in a random multiscale medium, we consider the scattering of classical waves (modeled by a divergence form scalar Helmholtz equation) by a bounded…

Analysis of PDEs · Mathematics 2023-09-15 Josselin Garnier , Laure Giovangigli , Quentin Goepfert , Pierre Millien

Gaussian random fields have been one of the most popular tools for analyzing spatial data. However, many geophysical and environmental processes often display non-Gaussian characteristics. In this paper, we propose a new class of spatial…

Applications · Statistics 2017-10-03 Minjie Fan , Debashis Paul , Thomas C. M. Lee , Tomoko Matsuo

The presented paper is devoted to statistical modeling of Gaussian scalar real random fields inside a three-dimensional sphere (ball). We propose a statistical model describing the spatial heterogeneity in a unit ball and a numerical…

Applications · Statistics 2021-12-14 D. Kolyukhin , A. Minakov

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…

Statistics Theory · Mathematics 2014-12-09 François Bachoc

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

Statistics Theory · Mathematics 2022-06-28 Alessia Caponera , Julien Fageot , Matthieu Simeoni , Victor M. Panaretos

We study real left-invariant spin Gaussian fields on $SO(3)$, a special class of non-isotropic random fields used to model the polarization of the Cosmic Microwave Background. Leveraging recent results from "New chaos decomposition of…

Probability · Mathematics 2025-07-14 Francesca Pistolato , Michele Stecconi

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

Probability · Mathematics 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

We study the problem of measurement-induced decoherence using the phase-space approach employing the Gaussian-smoothed Wigner distribution function. Our investigation is based on the notion that measurement-induced decoherence is…

Quantum Physics · Physics 2009-11-10 Yong-Jin Chun , Hai-Woong Lee

A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…

Numerical Analysis · Mathematics 2024-12-02 Erik Jansson , Annika Lang , Mike Pereira

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

Statistics Theory · Mathematics 2024-04-29 Alfredo Alegría , Xavier Emery , Tobia Filosi , Emilio Porcu

Unresolved and resolved sources of gravitational waves are at the origin of a stochastic gravitational wave background. While the computation of its mean density as a function of frequency in a homogeneous and isotropic universe is standard…

Cosmology and Nongalactic Astrophysics · Physics 2018-07-19 Giulia Cusin , Cyril Pitrou , Jean-Philippe Uzan

In previous works, we proposed a method to characterize jointly self-similarity and anisotropy properties of a large class of self--similar Gaussian random fields. We provide here a mathematical analysis of our approach, proving that the…

Probability · Mathematics 2013-02-05 M. Clausel , B. Vedel

This paper reviews the dynamics of an isotropic and homogeneous cosmological scalar field. A general approach to the solution of the Einstein-Klein-Gordon equations is developed, which does not require slow-roll or other approximations.…

General Relativity and Quantum Cosmology · Physics 2025-04-15 J. W. van Holten