On Wavelet-Galerkin methods for semilinear parabolic equations with additive noise
Paper in proceedings, 2014

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.


Mihaly Kovacs

University of Otago

Stig Larsson

University of Gothenburg

Chalmers, Mathematical Sciences, Mathematics

K. Urban

University of Ulm

Springer Proceedings in Mathematics & Statistics: Monte Carlo and Quasi-Monte Carlo Methods 2012

2194-1017 (eISSN)

Vol. 65 481-499

Subject Categories

Computational Mathematics


Basic sciences





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