An approximate solution for stochastic Burgers' equation driven by white noise
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Publication:2085012
Burgers' equationserror analysisoperational matricesshifted Legendre polynomialsstochastic partial differential equations
Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites work
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- Exact and numerical solution of stochastic Burgers equations with variable coefficients
- Galerkin approximations for the stochastic Burgers equation
- scientific article; zbMATH DE number 3153414 (Why is no real title available?)
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- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- scientific article; zbMATH DE number 5066253 (Why is no real title available?)
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Cited in
(8)- Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
- Spectral collocation method for stochastic Burgers equation driven by additive noise
- An approximation method for stochastic heat equation driven by white noise
- Some statistical properties of the Burgers equation with white-noise initial velocity
- A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise
- Approximation of the invariant measure for stochastic Burgers-Huxley equation via an explicit fully discrete scheme
- Artificial neural network: a data compression model for solution to stochastic Burgers' equation
- An approximate solution for stochastic FitzHugh-Nagumo partial differential equations arising in neurobiology models
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