Numerical solution of the Burgers equation with Neumann boundary noise

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:311

Article

Ghayebi, Bakhtiyar^1,2  Hosseini, S. Mohammad¹  Bloemker, Dirk³ 

[1] Tarbiat Modares Univ, Dept Appl Math, POB 14115-175, Tehran, Iran

[2] Islamic Azad Univ, Math Grp, Qazvin Branch, POB 34185-1416, Qazvin, Iran

[3] Univ Augsburg, Inst Math, D-86159 Augsburg, Germany

关键词: Burgers equation;    Boundary Neumann noise;    Galerkin method;    Weak approximation;    Exponential Euler scheme;    Impact of noise;   

DOI  :  10.1016/j.cam.2016.07.005

来源: Elsevier

【 摘 要 】

In this paper we investigate the numerical solution of the one-dimensional Burgers equation with Neumann boundary noise. For the discretization scheme we use the Galerkin approximation in space and the exponential Euler method in time. The impact of the boundary noise on the solution is discussed in several numerical examples. Moreover, we analyze and illustrate some properties of the stochastic term and study the convergence numerically. (C) 2016 Elsevier B.V. All rights reserved.

【 授权许可】

Free