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.
翻译:此教义教授了有限元素方法( FEM) 的部分部分, 并解决了随机的局部差异方程式( SPDE ) 。 这里的内容在数字文献中被认为是“ 已知的 ”, 但对于统计人员来说, 很难找到及时学习这些想法的资源( 不做一年的数值课程 ) 。 此教义的目的是教义, 向统计员解释计算/ 理论。 这不是实用的教义, 没有计算机代码, 没有数据分析 。