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arXiv · 1208.0433

On Wavelet-Galerkin methods for Semilinear Parabolic Equations with Additive Noise

M. Kovács·S. Larsson·K. Urban
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Abstract

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.

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M. Kovács, S. Larsson, K. Urban. 2012-08-02. On Wavelet-Galerkin methods for Semilinear Parabolic Equations with Additive Noise. https://doi.org/10.1007/978-3-642-41095-6

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