A Two-Step Numerical Scheme in Time for Surface Quasi Geostrophic Equations Under Location Uncertainty
نویسندگان
چکیده
Abstract In this work we consider the surface quasi-geostrophic (SQG) system under location uncertainty (LU) and propose a Milstein-type scheme for these equations, which is then used in multi-step method. The SQG considered here consists of one stochastic partial differential equation, models transport buoyancy, linear operator linking velocity buoyancy. LU setting, Euler-Maruyama converges with weak order 1 strong 0.5. Our aim to develop higher schemes time, based on framework. First compared different kinds Milstein schemes. best performance included two-step scheme. Finally, show how our decreases error comparison other
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ژورنال
عنوان ژورنال: Mathematics of planet earth
سال: 2022
ISSN: ['2524-4272', '2524-4264']
DOI: https://doi.org/10.1007/978-3-031-18988-3_5