Simulating isotropic vector-valued Gaussian random fields on the sphere through finite harmonics approximations

The paper tackles the problem of simulating isotropic vector-valued Gaussian random fields defined over the unit two-dimensional sphere embedded in the three-dimensional Euclidean space. Such random fields are used in different disciplines of the natural sciences to model observations located on the...

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Veröffentlicht in:Stochastic environmental research and risk assessment 2019-09, Vol.33 (8-9), p.1659-1667
Hauptverfasser: Emery, Xavier, Porcu, Emilio
Format: Artikel
Sprache:eng
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Zusammenfassung:The paper tackles the problem of simulating isotropic vector-valued Gaussian random fields defined over the unit two-dimensional sphere embedded in the three-dimensional Euclidean space. Such random fields are used in different disciplines of the natural sciences to model observations located on the Earth or in the sky, or direction-dependent subsoil properties measured along borehole core samples. The simulation is obtained through a weighted sum of finitely many spherical harmonics with random degrees and orders, which allows accurately reproducing the desired multivariate covariance structure, a construction that can actually be generalized to the simulation of isotropic vector random fields on the d -dimensional sphere. The proposed algorithm is illustrated with the simulation of bivariate random fields whose covariances belong to the F , spectral Matérn and negative binomial classes of covariance functions on the two-dimensional sphere.
ISSN:1436-3240
1436-3259
DOI:10.1007/s00477-019-01717-8