Spectral collocation method for stochastic Burgers equation driven by additive noise

Mathematics and Computers in Simulation

Volumn 82, Issue 9, 2012, Pages 1630-1644

  Kamrani, Minoo ^a   Hosseini, S Mohammad ^a  

^a TARBIAT MODARES UNIVERSITY   (Iran)

Author keywords

Spectral collocation method; Stochastic ordinary differential equation; Stochastic partial differential equation; System of SODEs

Indexed keywords

BURGERS EQUATIONS; COLLOCATION METHOD; CONVECTION EFFECTS; CONVERGENCE RATES; DIFFUSION TRANSPORT; FOURIER COLLOCATION METHOD; NUMERICAL EXPERIMENTS; REACTION MECHANISM; SPECTRAL COLLOCATION METHOD; STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION; SYSTEM OF SODES;

NUMERICAL METHODS; ORDINARY DIFFERENTIAL EQUATIONS; RUNGE KUTTA METHODS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

PARTIAL DIFFERENTIAL EQUATIONS;

EID: 84861611189     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2012.03.007     Document Type: Article

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