The Library
Approximations to the stochastic Burgers equation
Tools
Tools
Tools
Hairer, Martin and Voss, Jochen (2011) Approximations to the stochastic Burgers equation. Journal of Nonlinear Science, Vol.21 (No.6). pp. 897-920. doi:10.1007/s00332-011-9104-3
Research output not available from this repository, contact author.
Official URL: http://dx.doi.org/10.1007/s00332-011-9104-3
Abstract
This article is devoted to the numerical study of various finite-difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time. We demonstrate that in this case, different finite-difference schemes converge to different limiting processes as the mesh size tends to zero. A theoretical explanation of this phenomenon is given and we formulate a number of conjectures for more general classes of equations, supported by numerical evidence.
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Divisions: | Faculty of Science > Mathematics | ||||
| Journal or Publication Title: | Journal of Nonlinear Science | ||||
| Publisher: | Springer | ||||
| ISSN: | 0938-8974 | ||||
| Official Date: | 2011 | ||||
| Dates: |
|
||||
| Volume: | Vol.21 | ||||
| Number: | No.6 | ||||
| Page Range: | pp. 897-920 | ||||
| DOI: | 10.1007/s00332-011-9104-3 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Restricted or Subscription Access | ||||
| Funder: | Engineering and Physical Sciences Research Council (EPSRC) , Royal Society | ||||
| Grant number: | EP/E002269/1 EP/D071593/1 (EPSRC) |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
