Abstract
In this paper, we propose a multi-scaling method to solve a class of the stochastic partial differential equations (SPDEs) of Ito-type. By this method, we approximate the solution of the SPDEs with strongly elliptic operator on a finite domain. The method is based on B-spline wavelet approximations; some of these functions are reshaped to satisfy on boundary conditions exactly. We prove the consistency and stability of the method. Illustrative examples are included to demonstrate the validity and applicability of our proposed technique.
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