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  • Search: subject:"Numerical methods for random partial differential equations"
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Monte Carlo method 1 Numerical methods for random partial differential equations 1 Random Burgers’ equation 1 Riemann problem 1 Statistical moments 1
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Cunha, M. Cristina C. 1 Dorini, Fábio A. 1
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Mathematics and Computers in Simulation (MATCOM) 1
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Statistical moments of the solution of the random Burgers–Riemann problem
Cunha, M. Cristina C.; Dorini, Fábio A. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 5, pp. 1440-1451
We solve Burgers’ equation with random Riemann initial conditions. The closed solution allows simple expressions for its statistical moments. Using these ideas we design an efficient algorithm to calculate the statistical moments of the solution. Our methodology is an alternative to the Monte...
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