Random spherical hyperbolic diffusion

Abstract

The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a hyperbolic diffusion equation on the unit sphere. The Cauchy problem with random initial conditions is studied. All assumptions are stated in terms of the angular power spectrum of the initial conditions. An approximation to the solution is given and analysed by finitely truncating the series expansion. The upper bounds for the convergence rates of the approximation errors are derived. Smoothness properties of the solution and its approximation are investigated. It is demonstrated that the sample Hölder continuity of these spherical fields is related to the decay of the angular power spectrum. Numerical studies of approximations to the solution and applications to cosmic microwave background data are presented to illustrate the theoretical results.

30 pages, 15 figures. Updated file. Some misprints are corrected

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Cited by in corpus (6)

• Spherically Restricted Random Hyperbolic Diffusion
• Numerical approximation and simulation of the stochastic wave equation on the sphere
• Analysis of Spherical Monofractal and Multifractal Random Fields
• Series representations for the characteristic function of the multidimensional Markov random flight
• Multiscaling limit theorems for stochastic FPDE with cyclic long-range dependence
• First-passage probabilities and invariant distributions of Kac-Ornstein-Uhlenbeck processes