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Numerical solution of nonlinear SPDEs using a multi-scale method | ||
| Computational Methods for Differential Equations | ||
| مقاله 4، دوره 6، شماره 2، تیر 2018، صفحه 157-175 اصل مقاله (304.35 K) | ||
| نوع مقاله: Research Paper | ||
| نویسندگان | ||
| Mahmoud Mohammadi Roozbahani1؛ Hossein Aminikhah* 2؛ Mahdieh Tahmasebi3 | ||
| 1Faculty of Mathematical Sciences, University of Guilan, P. O. Box 19141-41938, Rasht, Iran | ||
| 2Faculty of Mathematical Sciences, University of Guilan, P. O. Box 19141–41938, Rasht, Iran | ||
| 3Faculty of Mathematical Sciences, Tarbiat Modares University, P. O. Box 14115-134, Tehran, Iran | ||
| چکیده | ||
| In this paper we establish a new numerical method for solving a class of stochastic partial differential equations (SPDEs) based on B-splines wavelets. The method combines implicit collocation with the multi-scale method. Using the multi-scale method, SPDEs can be solved on a given subdomain with more accuracy and lower computational cost than the rest of the domain. The stability and consistency of the method are provided. Also numerical experiments illustrate the behavior of the proposed method. | ||
| کلیدواژهها | ||
| Multi-scale method؛ Cubic B-splines؛ Stochastic partial differential equations | ||
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