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)

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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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