On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise
Preprint, 2012

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.

Rothe's method




Stig Larsson

Chalmers, Mathematical Sciences, Mathematics

University of Gothenburg

Karsten Urban

Subject Categories

Computational Mathematics


Basic sciences

Areas of Advance

Materials Science

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