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

**Authors:** Yoshihito Kazashi, Quoc T. Le Gia

arXiv: 1706.02838 · 2017-12-08

## TL;DR

This paper develops a spectral and implicit Euler discretization method for stochastic heat equations with multiplicative noise on the sphere, validated through numerical experiments related to Earth's temperature data.

## Contribution

It introduces a non-uniform temporal discretization scheme combined with spectral spatial discretization for stochastic heat equations on the sphere.

## Key findings

- Effective discretization method demonstrated through numerical experiments.
- Applicable to Earth's temperature data analysis.
- Improved handling of multiplicative noise in spherical stochastic PDEs.

## 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.

## Full text

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## Figures

2 figures with captions in the complete paper: https://tomesphere.com/paper/1706.02838/full.md

## References

25 references — full list in the complete paper: https://tomesphere.com/paper/1706.02838/full.md

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Source: https://tomesphere.com/paper/1706.02838