Algorithm refinement for the stochastic Burgers' equation

DOI10.1016/J.JCP.2006.09.024zbMath1113.65007OpenAlexW2121990497MaRDI QIDQ876463

Alejandro L. Garcia, Jasmine Foo, John B. Bell

Publication date: 18 April 2007

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2006.09.024

zbMATH Keywords

consistencynumerical examplesadaptive mesh refinementstochastic partial differential equationsBurgers' equationhybrid methodsmultiscale methodsalgorithm refinementasymmetric excluded random walk

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

Related Items (7)

Conservative tightly-coupled simulations of stochastic multiscale systems ⋮ Noise propagation in hybrid models of nonlinear systems: the Ginzburg-Landau equation ⋮ Adaptive mesh refinement for stochastic reaction-diffusion processes ⋮ On the use of reverse Brownian motion to accelerate hybrid simulations ⋮ Meshfree method for fluctuating hydrodynamics ⋮ Uncertainty quantification for systems of conservation laws ⋮ Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise

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