Approximations to the Stochastic Burgers Equation
نویسندگان
چکیده
منابع مشابه
Approximations to the Stochastic Burgers Equation
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....
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ژورنال
عنوان ژورنال: Journal of Nonlinear Science
سال: 2011
ISSN: 0938-8974,1432-1467
DOI: 10.1007/s00332-011-9104-3