Document Type : Research Paper
Faculty of Mathematical Sciences, University of Guilan, P. O. Box 19141-41938, Rasht, Iran
Faculty of Mathematical Sciences, University of Guilan, P. O. Box 19141–41938, Rasht, Iran
Faculty of Mathematical Sciences, Tarbiat Modares University, P. O. Box 14115-134, Tehran, Iran
In this paper we establish a new numerical method for solving a class of stochastic partial differential equations (SPDEs) based on B-splines wavelets. The method combines implicit collocation with the multi-scale method. Using the multi-scale method, SPDEs can be solved on a given subdomain with more accuracy and lower computational cost than the rest of the domain. The stability and consistency of the method are provided. Also numerical experiments illustrate the behavior of the proposed method.