Whittle-Matérn Fields with Variable Smoothness
We introduce and analyze a nonlocal generalization of Whittle--Matérn Gaussian fields in which the smoothness parameter varies in space through the fractional order, $s=s(x)\in[\underline s,\overline s]\subset(0,1)$. The model is defined via an integral-form operator whose kernel is constructed from the modified Bessel function of the second kind and whose local singularity is governed by the symmetric exponent $β(x,y)=(s(x)+s(y))/2$. This variable-order nonlocal formulation departs from the classical constant-order pseudodifferential setting and raises new analytic and numerical challenges. We develop a novel variational framework adapted to the kernel, prove existence and uniqueness of weak solutions on truncated bounded domains, and derive Sobolev regularity of the Gaussian (spectral) solution controlled by the minimal local order, with realizations lying in $H^r(\mathcal G)$ for every $r<2\underline s-\tfrac{d}{2}$ with $d\ge2$ or $\underline s\le1/2$, with a slightly reduced range in the remaining case (i.e. $d=1$ and $\underline s > 1/2$), hence in $L_2(\mathcal G)$ when $\underline s>d/4$. Here $H^r(\mathcal G)$ denotes the Sobolev space on the bounded domain $\mathcal G$. We also present a finite-element sampling method for the integral model, derive error estimates, and provide numerical experiments in one dimension that illustrate the impact of spatially varying smoothness on the solution covariance. Computational aspects and directions for scalable implementations are discussed.