Abstract potential theory and Dirichlet’s principle constitute the basic elements of the well- known classical theory of Markov processes and Dirichlet forms. In the spatial Gaussian framework, the duality condition allows the derivation of differential models whose solution is a Markov spatial process of finite-order. Gaussian fractional-order pseudodifferential models have been obtained by means of the duality condition in the papers by Ruiz-Medina, Angulo and Anh (2003) and Ruiz-Medina, Anh and Angulo (2004). The present paper extends these results in the spatiotemporal context using the theory of non-local Dirichlet forms, arising in the framework of symmetric Markov processes of pure jump type, allowing a spatiotemporal formulation of the duality condition. This condition leads, in particular, to the derivation in an abstract setting of a fractional-order pseudodifferential representation in space and time for Gaussian random fields, whose continuous spatiotemporal covariance kernel could be non-differentiable in the strong-sense. That is, new classes of spatiotemporal Gaussian processes can be introduced in this framework, including several classes of fractal spatiotemporal processes, as well as the class of spatiotemporal random fields, S/TRF-ν/μ, introduced in Christakos (1991), in connection with Stochastic Partial Differential Equations (SPDE).

(2014). Fractional pseudodifferential modeling through spatiotemporal duality applied to Geosciences [conference presentation - intervento a convegno]. Retrieved from http://hdl.handle.net/10446/31658

Fractional pseudodifferential modeling through spatiotemporal duality applied to Geosciences

2014-01-01

Abstract

Abstract potential theory and Dirichlet’s principle constitute the basic elements of the well- known classical theory of Markov processes and Dirichlet forms. In the spatial Gaussian framework, the duality condition allows the derivation of differential models whose solution is a Markov spatial process of finite-order. Gaussian fractional-order pseudodifferential models have been obtained by means of the duality condition in the papers by Ruiz-Medina, Angulo and Anh (2003) and Ruiz-Medina, Anh and Angulo (2004). The present paper extends these results in the spatiotemporal context using the theory of non-local Dirichlet forms, arising in the framework of symmetric Markov processes of pure jump type, allowing a spatiotemporal formulation of the duality condition. This condition leads, in particular, to the derivation in an abstract setting of a fractional-order pseudodifferential representation in space and time for Gaussian random fields, whose continuous spatiotemporal covariance kernel could be non-differentiable in the strong-sense. That is, new classes of spatiotemporal Gaussian processes can be introduced in this framework, including several classes of fractal spatiotemporal processes, as well as the class of spatiotemporal random fields, S/TRF-ν/μ, introduced in Christakos (1991), in connection with Stochastic Partial Differential Equations (SPDE).
2014
RUIZ MEDINA, M. D.; Angulo, J. M.; Christakos, G.; FERNANDEZ PASCUAL, R.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/31658
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