A finite-dimensional dynamical model is derived from an infinite-dimensional state-space representation of second-order SPDEs via Galerkin approximation, with space-time covariance and approximation error quantified and tested on wave and diffusion examples.
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A Dynamical Model for Spatio-Temporal Processes Motivated by Second-Order Partial Differential Equations
A finite-dimensional dynamical model is derived from an infinite-dimensional state-space representation of second-order SPDEs via Galerkin approximation, with space-time covariance and approximation error quantified and tested on wave and diffusion examples.