Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
521146 | Journal of Computational Physics | 2006 | 28 Pages |
Abstract
We present numerical solutions of the stochastic Korteweg-de Vries equation for three cases corresponding to additive time-dependent noise, multiplicative space-dependent noise and a combination of the two. We employ polynomial chaos for discretization in random space, and discontinuous Galerkin and finite difference for discretization in physical space. The accuracy of the stochastic solutions is investigated by comparing the first two moments against analytical and Monte Carlo simulation results. Of particular interest is the interplay of spatial discretization error with the stochastic approximation error, which is examined for different orders of spatial and stochastic approximation.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science Applications
Authors
Guang Lin, Leopold Grinberg, George Em Karniadakis,