{ "id": "1803.03765", "version": "v1", "published": "2018-03-10T06:02:04.000Z", "updated": "2018-03-10T06:02:04.000Z", "title": "How to solve the stochastic partial differential equation that gives a Matérn random field using the finite element method", "authors": [ "Haakon Bakka" ], "comment": "16 pages", "categories": [ "stat.CO" ], "abstract": "This tutorial teaches parts of the finite element method (FEM), and solves a stochastic partial differential equation (SPDE). The contents herein are considered \"known\" in the numerics literature, but for statisticians it is very difficult to find a resource for learning these ideas in a timely manner (without doing a year's worth of courses in numerics). The goal of this tutorial is to be pedagogical and explain the computations/theory to a statistician. This is not a practical tutorial, there is little computer code, and no data analysis.", "revisions": [ { "version": "v1", "updated": "2018-03-10T06:02:04.000Z" } ], "analyses": { "keywords": [ "stochastic partial differential equation", "finite element method", "matérn random field", "tutorial teaches parts", "little computer code" ], "note": { "typesetting": "TeX", "pages": 16, "language": "en", "license": "arXiv", "status": "editable" } } }