Adaptive wavelet methods for the stochastic Poisson equation

DOI10.1007/s10543-011-0368-7zbMath1260.65003OpenAlexW2133112166MaRDI QIDQ1759587

Petru A. Cioica, Stefan Kinzel, Klaus Ritter, Nicolas Döhring, Thorsten Raasch, Felix Lindner, Stephan Dahlke, Rene L. Schilling

Publication date: 21 November 2012

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-011-0368-7

zbMATH Keywords

algorithmsnumerical experimentsadaptive methodsPoisson equationnonlinear approximationBesov regularityapproximation rateselliptic stochastic partial differential equationstochastic wavelet expansion

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (7)

Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on `Monte Carlo and quasi-Monte Carlo methods in scientific computing', Sydney, Australia, February 13--17, 2012 ⋮ Rough differential equations driven by signals in Besov spaces ⋮ On Linear Versus Nonlinear Approximation in the Average Case Setting ⋮ Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains ⋮ Adaptive wavelet methods for the stochastic Poisson equation ⋮ On the construction of stochastic fields with prescribed regularity by wavelet expansions ⋮ Wavelet analysis of the Besov regularity of Lévy white noise

Uses Software

• Wavelet and Multiscale Library

Cites Work

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