On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise
Paper in proceeding, 2013

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.

Author

Mihaly Kovacs

University of Otago

Stig Larsson

University of Gothenburg

Chalmers, Mathematical Sciences, Mathematics

K. Urban

University of Ulm

Springer Proceedings in Mathematics and Statistics

21941009 (ISSN) 21941017 (eISSN)

Vol. 65 481-499

Subject Categories

Computational Mathematics

Roots

Basic sciences

DOI

10.1007/978-3-642-41095-6_24

More information

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1/3/2024 9