Higher order pathwise approximation for the stochastic Burgers' equation with additive noise

DOI10.1016/J.APNUM.2020.12.011MaRDI QIDQ2228004zbMATH OpenOpenAlexFDO

Authors Feroz Khan

Publication date 16 February 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2020.12.011

zbMATH Keywords

stochastic Burgers equationpathwise approximationstochastic parabolic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) KdV equations (Korteweg-de Vries equations) (35Q53) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 5066253 (Why is no real title available?)
• Approximations to the stochastic Burgers equation
• Dynamics of evolutionary equations
• Efficient simulation of nonlinear parabolic SPDEs with additive noise
• Feedback control for unsteady flow and its application to the stochastic Burgers equation
• Forced Model Equation for Turbulence
• Full discretization of the stochastic Burgers equation with correlated noise
• Galerkin approximations for the stochastic Burgers equation
• Higher order pathwise numerical approximations of SPDEs with additive noise
• Introduction (to ``From finite to infinite dimensional dynamical systems)
• Stochastic Burgers' equation
• Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations

Cited in

(4)

• Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
• Higher order schemes introduced to the meshless FDM in elliptic problems
• Pathwise analysis and parameter estimation for the stochastic Burgers equation
• Convergence analysis of a simplified scheme for stochastic Burgers' equation with additive noise

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