Approximations to the stochastic Burgers equation

DOI10.1007/s00332-011-9104-3zbMath1273.60004arXiv1005.4438WikidataQ56894307 ScholiaQ56894307MaRDI QIDQ413955

Martin Hairer, Jochen Voss

Publication date: 8 May 2012

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.4438

zbMATH Keywords

numerical approximation; stochastic Burgers equation; correction term

Mathematics Subject Classification ID

35K55: Nonlinear parabolic equations

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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