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