Full discretization of the stochastic Burgers equation with correlated noise
DOI10.1093/imanum/drs035zbMath1280.65008OpenAlexW2317456788MaRDI QIDQ2841056
Minoo Kamrani, Dirk Blömker, Mohammed Hosseini Ali Abadi
Publication date: 24 July 2013
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://opus.bibliothek.uni-augsburg.de/opus4/files/42589/DBMKMH120506.pdf
convergenceWiener processnumerical examplesstochastic partial differential equationsspectral Galerkin methodcolored noiseGalerkin approximationstochastic Burgers equation
KdV equations (Korteweg-de Vries equations) (35Q53) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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) 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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