Numerical studies of the stochastic Korteweg-de Vries equation

DOI10.1016/j.jcp.2005.08.029zbMath1089.65010OpenAlexW2043454526MaRDI QIDQ2489709

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

zbMATH Keywords

numerical exampleserror boundMonte Carlo simulationfinite differencestochastic Korteweg-de Vries equationUncertaintyKdVDiscontinuous Galerkin methodPolynomial chaos

Mathematics Subject Classification ID

Monte Carlo methods (65C05) KdV equations (Korteweg-de Vries equations) (35Q53) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) 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)

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