The Library
Approximations to the stochastic Burgers equation
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 ISSN 0938-8974.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
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, Engineering and Medicine > 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 |