An explicit numerical scheme for the computer simulation of the stochastic transport equation

Author(s)

de la Cruz, H. ; Olivera, C.

• Document type: Journal article
• Source: COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION; v. 110, p. 14-pg., 2022-07-01.

Abstract

A computational method for the numerical integration of the stochastic transport equation is proposed. We develop an approach to construct an explicit numerical scheme for the effective simulation of trajectories of solutions of this equation. Results on its convergence and details on its efficient computational implementation are presented. The performance of the proposed scheme is illustrated by means of computer simulations. (C) 2022 Elsevier B.V. All rights reserved. (AU)

• FAPESP's process: 17/17670-0 - Stochastic Partial Differential Equations and Particle Systems
• Grantee: Christian Horacio Olivera
• Support Opportunities: Regular Research Grants
• FAPESP's process: 15/07278-0 - Stochastic dynamics: analytical and geometrical aspects with applications
• Grantee: Paulo Regis Caron Ruffino
• Support Opportunities: Research Projects - Thematic Grants