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

zbMATH Keywords

convergenceWiener processnumerical examplesstochastic partial differential equationsspectral Galerkin methodcolored noiseGalerkin approximationstochastic Burgers equation

Mathematics Subject Classification ID

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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