Approximations to the stochastic Burgers equation

DOI10.1007/s00332-011-9104-3zbMath1273.60004arXiv1005.4438OpenAlexW1975102272WikidataQ56894307 ScholiaQ56894307MaRDI QIDQ413955

Martin Hairer, Jochen Voss

Publication date: 8 May 2012

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.4438

zbMATH Keywords

numerical approximationstochastic Burgers equationcorrection term

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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