Statistical moments of the solution of the random Burgers-Riemann problem

DOI10.1016/J.MATCOM.2008.06.001zbMath1159.65008OpenAlexW2121936220MaRDI QIDQ1005185

Fábio A. Dorini, Maria Cristina C. Cunha

Publication date: 9 March 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.06.001

zbMATH Keywords

algorithmnumerical examplesnumerical methodsMonte Carlo methodRiemann problemstatistical momentsrandom Burgers' equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (12)

Generalized Probability Density Function of the Solution to the Random Burgers-Riemann Problem ⋮ Solving the random diffusion model in an infinite medium: a mean square approach ⋮ Two-dimensional probability distribution of the solution to the random Burgers-Riemann problem ⋮ Finite-dimensional probability distributions in the random Burgers-Riemann problem ⋮ A note on the solution to the random Burgers-Riemann problem subject to independent and uniformly distributed initial conditions ⋮ On the linear advection equation subject to random velocity fields ⋮ On sequential data assimilation for scalar macroscopic traffic flow models ⋮ Statistical moments for solutions of non-linear scalar equations with random Riemann data ⋮ Statistical moments of the random linear transport equation ⋮ Conservation Laws for Self-Adjoint First-Order Evolution Equation ⋮ Analytic-Numerical Solution of Random Parabolic Models: A Mean Square Fourier Transform Approach ⋮ Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function

Cites Work

• A finite volume method for the mean of the solution of the random transport equation
• A survey of numerical methods for stochastic differential equations
• Random differential equations in science and engineering
• An efficient computational method for statistical moments of Burger's equation with random initial conditions
• A numerical scheme for the variance of the solution of the random transport equation
• Finite Volume Methods for Hyperbolic Problems
• Solutions in the large for nonlinear hyperbolic systems of equations
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