Iterative and Non-iterative Splitting approach of a stochastic Burgers' equation

Autor:	Geiser, Jürgen, Bartecki, Karsten
Rok vydání:	2019
Předmět:	Mathematics - Numerical Analysis Mathematics - Probability 35K25 35K20 74S10 70G65
Druh dokumentu:	Working Paper
DOI:	10.1063/5.0026670
Popis:	In this paper we present iterative and noniterative splitting methods, which are used to solve stochastic Burgers' equations. The non-iterative splitting methods are based on Lie-Trotter and Strang-splitting methods, while the iterative splitting approaches are based on the exponential integrators for stochastic differential equations. Based on the nonlinearity of the Burgers' equation, we have investigated that the iterative schemes are more accurate and efficient as the non-iterative methods. Comment: 23 pages, 8 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1907.12747 Zobrazit plný text záznamu View this record from Arxiv