Numerical solution of the Burgers equation with Neumann boundary noise

DOI10.1016/J.CAM.2016.07.005zbMath1354.60068OpenAlexW2478468304MaRDI QIDQ730530

Bakhtiyar Ghayebi, Dirk Blömker, Mohammed Hosseini Ali Abadi

Publication date: 28 December 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.07.005

zbMATH Keywords

Galerkin methodBurgers equationweak approximationexponential Euler schemeNeumann boundary noise

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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)

Related Items (3)

Stochastic evolution equations with rough boundary noise ⋮ A new computational method based on optimization scheme for solving variable-order time fractional Burgers' equation ⋮ Stochastic turbulence for Burgers equation driven by cylindrical Lévy process

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