Galerkin Approximations for the Stochastic Burgers Equation
From MaRDI portal
Publication:4918825
DOI10.1137/110845756zbMath1267.60071arXiv1304.3288OpenAlexW2048550169MaRDI QIDQ4918825
Publication date: 6 May 2013
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.3288
stochastic heat equationstochastic partial differential equationGalerkin approximationsstochastic Burgers equationstochastic reaction diffusion equationstrong error criteria
Abstract parabolic equations (35K90) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (47)
Exact and numerical solution of stochastic Burgers equations with variable coefficients ⋮ Optimization and Convergence of Numerical Attractors for Discrete-Time Quasi-Linear Lattice System ⋮ Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition ⋮ Optimal rate of convergence for stochastic Burgers-type equations ⋮ Transient growth in stochastic Burgers flows ⋮ Numerical Continuation and SPDE Stability for the 2D Cubic-Quintic Allen--Cahn Equation ⋮ Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces ⋮ Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation ⋮ Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise ⋮ Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise ⋮ A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise ⋮ On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation ⋮ Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type ⋮ Convergent finite element based discretization of a stochastic two‐phase flow model ⋮ An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation ⋮ A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary ⋮ Higher order pathwise approximation for the stochastic Burgers' equation with additive noise ⋮ Existence, uniqueness, and numerical approximations for stochastic Burgers equations ⋮ Symmetries, travelling-wave and self-similar solutions of the Burgers hierarchy ⋮ Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation ⋮ Numerical study of amplitude equations for SPDEs with degenerate forcing ⋮ Classical and nonclassical Lie symmetry analysis to a class of nonlinear time-fractional differential equations ⋮ SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations ⋮ Field-theoretic thermodynamic uncertainty relation. General formulation exemplified with the Kardar-Parisi-Zhang equation ⋮ Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise ⋮ Approximating Rough Stochastic PDEs ⋮ Large deviations for nonlocal stochastic neural fields ⋮ Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations ⋮ Spectral collocation method for stochastic Burgers equation driven by additive noise ⋮ Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients ⋮ Centre manifolds for infinite dimensional random dynamical systems ⋮ Efficient simulation of nonlinear parabolic SPDEs with additive noise ⋮ Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations ⋮ Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation ⋮ Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise ⋮ Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise ⋮ Numerical solution of stochastic fractional differential equations ⋮ Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations ⋮ Numerical solution of stochastic partial differential equations using a collocation method ⋮ Towards sample path estimates for fast–slow stochastic partial differential equations ⋮ Metastability in randomly perturbed dynamical systems: beyond large-deviation theory ⋮ Singularity formation in the deterministic and stochastic fractional Burgers equation ⋮ An approximate solution for stochastic Burgers' equation driven by white noise ⋮ Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise ⋮ Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations ⋮ Stochastic turbulence for Burgers equation driven by cylindrical Lévy process ⋮ A Milstein scheme for SPDEs
This page was built for publication: Galerkin Approximations for the Stochastic Burgers Equation
