Spectral collocation method for stochastic Burgers equation driven by additive noise
type: Item
instance of: scholarly article
title: Spectral collocation method for stochastic Burgers equation driven by additive noise
zbMATH Open document ID: 1264.60044
author: Minoo Kamrani
author: S. Mohammad Hosseini
published in: Mathematics and Computers in Simulation
publication date: 2012-11-15T00:00:00Z
review text: Almost nothing decisive has been said about collocation methods for solving SPDEs. Among the best of such SPDEs the Burgers equation presents a prototypical model for describing the interaction between reaction mechanism, convection effect and diffusion transport. This paper discusses the spectral collocation method to reduce the stochastic Burgers equation to a system of stochastic ordinary differential equations (SODEs). The resulting SODEs system is then solved by an explicit three-stage stochastic Runge-Kutta method of strong order one. The convergence rate of the Fourier collocation method for Burgers equation is also obtained. Some numerical experiments are included to illustrate the performance of the method.
reviewed by: Elisa Alòs
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 65M75
zbMATH DE Number: 6107055
zbMATH Keywords: spectral collocation method
zbMATH Keywords: stochastic ordinary differential equation
zbMATH Keywords: stochastic partial differential equation
zbMATH Keywords: system of SODEs
MaRDI profile type: Publication
full work available at URL: j.matcom.2012.03.007
OpenAlex ID: W2011929594
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DOI: 10.1016/J.MATCOM.2012.03.007
description: scientific article; zbMATH DE number 6107055