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Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients *

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Academic year: 2021

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Figure 1: Numerically observed minimum value of γ required for positivity of ˆ k t , with k as in (17), in dependence on the Mat´ ern parameters λ, ν.
Figure 2: Wavelets Ψ p `,0 obtained with λ = 1, ν = 1 2 , and γ = 3 2 , for ` = 0, .
Figure 3: Wavelets Ψ p `,0 obtained with λ = 1, ν = 4, and γ = 5, for ` = 0, . . . , 5.

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