Numerical studies of the stochastic Korteweg-de Vries equation
DOI10.1016/J.JCP.2005.08.029zbMATH Open1089.65010OpenAlexW2043454526MaRDI QIDQ2489709FDOQ2489709
Authors: Guang Lin, Leopold Grinberg, George Em Karniadakis 
Publication date: 28 April 2006
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2005.08.029
Recommendations
numerical examplesMonte Carlo simulationerror boundfinite differenceKdVDiscontinuous Galerkin methodUncertaintyPolynomial chaosstochastic Korteweg-de Vries equation
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) KdV equations (Korteweg-de Vries equations) (35Q53) 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) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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Cited In (22)
- A compact-type CIP method for general Korteweg-de Vries equation
- Numerical conservation issues for the stochastic Korteweg-de Vries equation
- Approximate controllability of stochastic nonlinear third‐order dispersion equation
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- High-Dimensional Nonlinear Multi-Fidelity Model with Gradient-Free Active Subspace Method
- Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs
- A structure-preserving local discontinuous Galerkin method for the stochastic KdV equation
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations
- Nonlinear Schrödinger equations under random nonlinearity management
- Numerical simulation of random bimodal wave systems in the KdV framework
- Energy-preserving finite volume element method for the improved Boussinesq equation
- Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification
- Numerical simulation of the stochastic damped improved Boussinesq equation
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- Method of lines for stochastic boundary-value problems with additive noise
- Dependence of polynomial chaos on random types of forces of KdV equations
- Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator
- Numerical studies of the damped Korteweg-de Vries system
- Numerical analysis of the stochastic Stokes equations of Wick type
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