Numerical solution of the Burgers equation with Neumann boundary noise

详细信息    查看全文

• 作者：Bakhtiyar Ghayebi^a ; ^b ; ^{b.ghayebi@modares.ac.ir" class="auth_mail" title="E-mail the corresponding author} ; ^{b.ghayebi@qiau.ac.ir" class="auth_mail" title="E-mail the corresponding author} ; S. Mohammad Hosseini^a ; ^{hossei_m@modares.ac.ir" class="auth_mail" title="E-mail the corresponding author} ; Dirk Blö ; mker^c ; ^{dirk.bloemker@math.uni-augsburg.de" class="auth_mail" title="E-mail the corresponding author}
• 关键词：60H15 ; 60H35 ; 65C05 ; 65C30 ; 60H10
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：311
• 期：Complete
• 页码：148-164
• 全文大小：4432 K

文摘

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.