CPL - Chalmers Publication Library
| Utbildning | Forskning | Styrkeområden | Om Chalmers | In English In English Ej inloggad.

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

Mihaly Kovacs ; Stig Larsson (Institutionen för matematiska vetenskaper, matematik) ; Karsten Urban
Springer Proceedings in Mathematics & Statistics: Monte Carlo and Quasi-Monte Carlo Methods 2012 (2194-1009). Vol. 65 (2014), p. 481-499.
[Konferensbidrag, refereegranskat]

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.



Denna post skapades 2014-03-07. Senast ändrad 2015-02-20.
CPL Pubid: 194689

 

Läs direkt!


Länk till annan sajt (kan kräva inloggning)


Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematik (2005-2016)

Ämnesområden

Numerisk analys

Chalmers infrastruktur