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

Autor(es)

de la Cruz, H. ; Olivera, C.

• Tipo de documento: Artigo Científico
• Fonte: COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION; v. 110, p. 14-pg., 2022-07-01.

Resumo

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)

• Processo FAPESP: 17/17670-0 - Equações Diferenciais Parciais Estocásticas e Sistemas de Partículas.
• Beneficiário: Christian Horacio Olivera
• Modalidade de apoio: Auxílio à Pesquisa - Regular
• Processo FAPESP: 15/07278-0 - Dinâmica estocástica: aspectos analíticos, geométricos e aplicações
• Beneficiário: Paulo Regis Caron Ruffino
• Modalidade de apoio: Auxílio à Pesquisa - Temático