Numerical multi-scaling method to solve the linear stochastic partial differential equations

DOI10.1007/s40314-018-0649-8zbMath1402.60080OpenAlexW2804595272MaRDI QIDQ1993537

Hossein Aminikhah, M. M. Roozbahani, Mahdieh Tahmasebi

Publication date: 5 November 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-018-0649-8

zbMATH Keywords

stochastic partial differential equationswaveletnumerical multi-scaling method

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical methods for wavelets (65T60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

Two-dimensional Müntz-Legendre hybrid functions: theory and applications for solving fractional-order partial differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spatial approximation of stochastic convolutions
• The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
• A multilevel finite volume method with multiscale-based grid adaptation for steady compressible flows
• Rate of convergence of space time approximations for stochastic evolution equations
• A wavelet optimized adaptive multi-domain method
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
• Mathematical biology. Vol. 2: Spatial models and biomedical applications.
• Finite element methods for parabolic stochastic PDE's
• Approximation for semilinear stochastic evolution equations
• A dynamically adaptive multilevel wavelet collocation method for solving partial differential equations in a finite domain
• Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem
• An Introduction to Computational Stochastic PDEs
• Space-time adaptive wavelet methods for parabolic evolution problems
• A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
• An Adaptive Multilevel Wavelet Solver for Elliptic Equations on an Optimal Spherical Geodesic Grid
• Semi-discretization of stochastic partial differential equations on r^dby a Finite-element Technique A. Germani
• Numerical methods for stochastic parabolic PDEs
• Time-discretised Galerkin approximations of parabolic stochastic PDE's
• The Market Model of Interest Rate Dynamics
• Finite element and difference approximation of some linear stochastic partial differential equations
• Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
• Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
• Difference Methods for Stochastic Partial Differential Equations
• Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Numerical multi-scaling method to solve the linear stochastic partial differential equations