{"paper":{"title":"Analysis of boundary effects on PDE-based sampling of Whittle-Mat\\'ern random fields","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"math.NA","authors_text":"Barbara Wohlmuth, Elisabeth Ullmann, Laura Scarabosio, Piotr Swierczynski, Ustim Khristenko","submitted_at":"2018-09-20T11:11:28Z","abstract_excerpt":"We consider the generation of samples of a mean-zero Gaussian random field with Mat\\'ern covariance function. Every sample requires the solution of a differential equation with Gaussian white noise forcing, formulated on a bounded computational domain. This introduces unwanted boundary effects since the stochastic partial differential equation is originally posed on the whole $\\mathbb{R}^d$, without boundary conditions. We use a window technique, whereby one embeds the computational domain into a larger domain, and postulates convenient boundary conditions on the extended domain. To mitigate t"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1809.07570","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}