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

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

2007-08-08

arxiv.org/abs/0708.1073v2

Mathematics

Analysis of PDEs

17 pages, some misprints corrected

Scientific paper

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.

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