SPARSE GRID STOCHASTIC COLLOCATION METHOD FOR STOCHASTIC BURGERS EQUATION

DOI10.4134/JKMS.J150673zbMath1361.65004OpenAlexW2610134014MaRDI QIDQ2970142

Yun Nam, Hyung-Chun Lee

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 methodnumerical experimentsOrnstein-Uhlenbeck processstochastic Burgers equationKarhunen-Loève expansionGalerkin-conservation methodsparse grids collocation

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) 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) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) 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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