A non-uniform discretization of stochastic heat equations with\n multiplicative noise on the unit sphere

2017/06/09 by Yoshihito Kazashi, Kazashi, Yoshihito, Quôc Thông Lê Gia +1 · 2 citations
Economics, Econometrics and Finance · Environmental Science · Mathematics · #Climate variability and models #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1706.02838

openalex publication_date 2017/06/09 · openalex created_date 2022/10/05 · openalex updated_date 2026/07/28

Abstract

We investigate a discretization of a class of stochastic heat equations on\nthe unit sphere with multiplicative noises. A spectral method is used for the\nspatial discretization and the truncation of the Wiener process, while an\nimplicit Euler scheme with non-uniform steps is used for the temporal\ndiscretization. Some numerical experiments inspired by Earth's surface\ntemperature data analysis GISTEMP provided by NASA are given.\n

Cited by

• Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
• Approximation of the Lévy-driven stochastic heat equation on the sphere

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