Higher order pathwise approximation for the stochastic Burgers' equation with additive noise

DOI10.1016/j.apnum.2020.12.011zbMath1468.60080OpenAlexW3113055148MaRDI QIDQ2228004

Feroz Khan

Publication date: 16 February 2021

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2020.12.011

zbMATH Keywords

stochastic Burgers equationpathwise approximationstochastic parabolic partial differential equations

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) 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 (1)

Higher order schemes introduced to the meshless FDM in elliptic problems

Cites Work

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• Efficient simulation of nonlinear parabolic SPDEs with additive noise
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• Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise
• Feedback control for unsteady flow and its application to the stochastic Burgers equation
• Galerkin Approximations for the Stochastic Burgers Equation
• Forced Model Equation for Turbulence
• Stochastic Burgers' equation
• Dynamics of evolutionary equations

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