A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere
Numerical Analysis
2017-12-08 v2
Abstract
We investigate a discretization of a class of stochastic heat equations on the unit sphere with multiplicative noises. A spectral method is used for the spatial discretization and the truncation of the Wiener process, while an implicit Euler scheme with non-uniform steps is used for the temporal discretization. Some numerical experiments inspired by Earth's surface temperature data analysis GISTEMP provided by NASA are given.
Keywords
Cite
@article{arxiv.1706.02838,
title = {A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere},
author = {Yoshihito Kazashi and Quoc T. Le Gia},
journal= {arXiv preprint arXiv:1706.02838},
year = {2017}
}