Instanton filtering for the stochastic Burgers equation

DOI10.1088/1751-8113/46/6/062002zbMath1311.60070arXiv1209.0905OpenAlexW2073897249WikidataQ62570031 ScholiaQ62570031MaRDI QIDQ4915661

Tobias Schäfer, Rainer Grauer, Tobias Grafke

Publication date: 11 April 2013

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.0905

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Uses Software

• L-BFGS

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