Mahmoud Mohammadi Roozbahani
Faculty of Mathematical Sciences, University of Guilan, P. O. Box 19141-41938, Rasht, Iran
[ 1 ] - Numerical solution of nonlinear SPDEs using a multi-scale method
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 c...
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