Mahmoud Mohammadi Roozbahani

[ 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 consistency…