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On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise
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- Kovacs, Mihaly, 1977 (author)
- University of Otago
-
- Larsson, Stig, 1952 (author)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper, matematik,Department of Mathematical Sciences, Mathematics,University of Gothenburg,Chalmers tekniska högskola,Chalmers University of Technology
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- Urban, Karsten (author)
- Universität Ulm,University of Ulm
- (creator_code:org_t)
- 2013-11-08
- 2014
- English.
- In: Springer Proceedings in Mathematics & Statistics: Monte Carlo and Quasi-Monte Carlo Methods 2012. - Berlin, Heidelberg : Springer Berlin Heidelberg. - 2194-1009 .- 2194-1017. - 9783642410949 ; 65, s. 481-499
- Conference paper (peer-reviewed)
Abstract
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- We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation and a non-linear random evolution equation. The linear stochastic equation is discretized in space by a non-adaptive wavelet-Galerkin method. This equation is solved first and its solution is substituted into the nonlinear random evolution equation, which is solved by an adaptive wavelet method. We provide mean square estimates for the overall error.
Subject headings
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
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