Sparse grid stochastic collocation method for stochastic Burgers equation

DOI10.4134/JKMS.J150673MaRDI QIDQ2970142zbMATH OpenOpenAlexFDO

Authors Hyung-Chun Lee, Yun Nam

Publication date 27 March 2017

Published in Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL http://www.mathnet.or.kr/mathnet/kms_content.php?no=468172

zbMATH Keywords

finite element methodGalerkin-conservation methodKarhunen-Loève expansionnumerical experimentsOrnstein-Uhlenbeck processsparse grids collocationstochastic Burgers equation

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited in

(7)

• Spectral collocation method for stochastic Burgers equation driven by additive noise
• Stochastic collocation with hierarchical extended B-splines on sparse grids
• An approximate solution for stochastic Burgers' equation driven by white noise
• Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations
• A recursive sparse grid collocation method for differential equations with white noise
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Two-step MacCormack method for statistical moments of a stochastic Burger's equation

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