Numerical Solution of the Burgers Equation With Neumann Boundary Noise
- 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.
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| Author: | Bakhtiyar Ghayebi, Seyed Mohammad Hosseini, Dirk BlömkerORCiDGND |
|---|---|
| URN: | urn:nbn:de:bvb:384-opus4-29431 |
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/2943 |
| Series (Serial Number): | Preprints des Instituts für Mathematik der Universität Augsburg (2015-01) |
| Type: | Preprint |
| Language: | English |
| Year of first Publication: | 2015 |
| Publishing Institution: | Universität Augsburg |
| Release Date: | 2015/01/19 |
| Tag: | Burgers equation; boundary Neumann noise; exponential Euler scheme; spectral Galerkin method |
| GND-Keyword: | Burgers-Gleichung; Neumann-Problem; Eulersches Polygonzugverfahren; Galerkin-Methode; Rauschen |
| Note: | Erschienen in Journal of Computational and Applied Mathematics, 311, S. 148-164, https://doi.org/10.1016/j.cam.2016.07.005 |
| Institutes: | Mathematisch-Naturwissenschaftlich-Technische Fakultät |
| Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik | |
| Dewey Decimal Classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
| Licence (German): |  Deutsches Urheberrecht mit Print on Demand |
