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journal article
Approximations to the Stochastic Burgers Equation
December 1, 2011
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.
Type
journal article
Web of Science ID
WOS:000297368900004
Authors
Publication date
2011-12-01
Publisher
Published in
Volume
21
Issue
6
Start page
897
End page
920
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
September 17, 2024
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