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

pathwise approximationstochastic Burgers equationstochastic parabolic partial differential equations

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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

• 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
• scientific article; zbMATH DE number 5066253 (Why is no real title available?)
• 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

(6)

• Higher order schemes introduced to the meshless FDM in elliptic problems
• Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
• Pathwise analysis and parameter estimation for the stochastic Burgers equation
• Convergence analysis of a simplified scheme for stochastic Burgers' equation with additive noise
• Numerical approximations of stochastic time-fractional Burgers equations with fractional Gaussian noise
• Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise

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