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

@inproceedings{Kovcs2012OnWM,
  title={On Wavelet-Galerkin Methods for Semilinear Parabolic Equations with Additive Noise},
  author={Mih{\'a}ly Kov{\'a}cs and Stig Larsson and Karsten Urban},
  year={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… 
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35 Citations
Background Citations
2
Methods Citations
6

35 Citations

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