Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme

DOI10.1016/j.aml.2006.07.001zbMath1130.60074OpenAlexW2067694481MaRDI QIDQ2455435

Hongjoong Kim

Publication date: 24 October 2007

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2006.07.001

zbMATH Keywords

Monte Carlo methodBurgers' equationWiener chaos expansionLax-Wendroff scheme

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

The velocity tracking problem for Wick-stochastic Navier-Stokes flows using Weiner chaos expansion ⋮ On the long-time stability of a backward Euler scheme for Burgers' equation with polynomial force ⋮ Toward a solution of a class of non-linear stochastic perturbed PDEs using automated WHEP algorithm

Cites Work

• Unnamed Item
• Unnamed Item
• Quantum probability for probabilists
• Spectral polynomial chaos solutions of the stochastic advection equation
• Hermite expansions in Monte-Carlo computation
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Linear Parabolic Stochastic PDE and Wiener Chaos
• Rigorous quantum field theory models
• Risk management for petroleum reservoir production: A simulation-based study of prediction

This page was built for publication: Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme