An efficient computational method for statistical moments of Burger's equation with random initial conditions
From MaRDI portal
Publication:2314689
DOI10.1155/MPE/2006/17406zbMath1427.76196MaRDI QIDQ2314689
Publication date: 30 July 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Stochastic analysis applied to problems in fluid mechanics (76M35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Generalized Probability Density Function of the Solution to the Random Burgers-Riemann Problem ⋮ Statistical moments for solutions of non-linear scalar equations with random Riemann data ⋮ Statistical moments of the solution of the random Burgers-Riemann problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
- Mathematics of financial markets.
- Monte Carlo-type simulation for solving stochastic ordinary differential equations
- Quantum probability for probabilists
- An efficient, high-order perturbation approach for flow in random porous media via Karhunen-Loève and polynomial expansions.
- Spectral polynomial chaos solutions of the stochastic advection equation
- Hermite expansions in Monte-Carlo computation
- Equations stochastiques du type Navier-Stokes
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Recent results on mathematical and statistical hydrodynamics
- STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND TURBULENCE
- Linear Parabolic Stochastic PDE and Wiener Chaos
- Finite Volume Methods for Hyperbolic Problems
- Stochastic Navier--Stokes Equations for Turbulent Flows
- Periodic Solutions of the Korteweg--de Vries Equation Driven by White Noise
- Gaussian fields and random flow
- Small-Scale Structure of a Scalar Field Convected by Turbulence
- Relationship between a Wiener–Hermite expansion and an energy cascade
- Monte Carlo strategies in scientific computing
- Risk management for petroleum reservoir production: A simulation-based study of prediction