If you want to tinker you can try Illustrator's Blending:
The next cartoon shows how the arc is made:
Start with the edge curves
Make a three step blend to get 3 intermediate curves, expand the blend and ungroup the parts
Convert the strokes to outlines to be able to make width variations with the direct selection tool. You can as well use path width tool, ...
Simply use a thick stroke as opposed to a shape, and apply a gradient to the stroke.
You can expand the gradient stroke afterwards, resulting in a gradient mesh object.
You can also stack multiple strokes via the Appearance Panel to add additional gradients. Here I've added a second stroke with a gradient to indicate shadowing on the lower portion...
I guess the essentials are already said, but you can try this
That's my painting. Unfortunately I'm a little less skilled than mr. Stalenhag, but at least the colors resemble what he has used. I work with high zoom to make everything well visible. I have an yellowish background and a few grey strokes in a separate layer.
One can imprint a texture onto a ...