QA577 : On Wavelet-Galerkin Methods For Semilinear Parabolic Equation With Noise
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2020
Authors:
Iman Vahdati [Author], Ali Mesforush[Supervisor]
Abstarct: We consider the semilinear stochastic heat equation perturbed by 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.
Keywords:
#Wavelet-Galerkin Method #Semilinear Parabolic Problem #Brownian Motion #Wiener Process #Analytic Semigroup #Sobolev Space #Covariance Operator #Hilbert-Schmidt Norm #Trace Class Operator #Rothe’s Method #Multiresolution Space #Scaling Functions Keeping place: Central Library of Shahrood University
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