Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets

arXiv0708.1073MaRDI QIDQ6206441FDOQ6206441

Publication date: 8 August 2007

Abstract: We present an application of error theory using Dirichlet Forms in linear partial differential equations (LPDE). We study the transmission of an uncertainty on the terminal condition to the solution of the LPDE thanks to the decomposition of the solution on a wavelets basis. We analyze the basic properties and a particular class of LPDE where the wavelets bases show their powerful, the combination of error theory and wavelets basis justifies some hypotheses, helpful to simplify the computation.

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Initial value problems for second-order parabolic equations (35K15) Probabilistic potential theory (60J45)

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