This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion operator with the time-fractional derivative defined in the Riemann-Liouville sense. In the first stage, the model is characterized by a homogeneous problem with an isotropic Gaussian random field on $\bS^2$ as an initial condition. In the second stage, the model becomes an inhomogeneous problem driven by a time-delayed Brownian motion on $\bS^2$. The solution to the model is given in the form of an expansion in terms of complex spherical harmonics. An approximation to the solution is given by truncating the expansion of the solution at degree $L\geq1$. The rate of convergence of the truncation errors as a function of $L$ and the mean square errors as a function of time are also derived. It is shown that the convergence rates depend not only on the decay of the angular power spectrum of the driving noise and the initial condition, but also on the order of the fractional derivative. We study sample properties of the stochastic solution and show that the solution is an isotropic H\"{o}lder continuous random field. Numerical examples and simulations inspired by the cosmic microwave background (CMB) are given to illustrate the theoretical findings.
翻译:本文开发了两阶段的随机字段演化模型, 用于调查单位域随机字段的演化情况。 $\ bS2$, 美元=R3美元。 模型由扩散操作者以Riemann- Liouville 意义上的定时偏差衍生物来管理 $\ bS2美元, 由扩散操作者以 $\ bS2$, 美元=R3$ 。 在第一阶段, 模型的特征是: 以 美元=bS2$ 来调查单位域随机字段的演化演变情况。 在第二阶段, 模型成了一个不协调的随机字段。 由时间延迟的布朗运动驱动 $\ bS2$ 。 模型的解决方案以扩散操作者为形式, 由Riememann- Liouville 定义的时间偏差衍生物 。 在第一阶段, 溶解剂以 $L\ geqq1$ 来标定溶剂的膨胀度的扩张情况。 货币的趋近率是 以 $L$2$ 和 平均平方函数 。 该模型的解度的解算法的解度的解度也以显示了我们的顺序 。