arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1910.03022math.NAcs.NA
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用Wiener混沌展开法求解布朗运动驱动的随机广义Kuramoto-Sivashinsky方程

Implementation of a Wiener Chaos Expansion Method for the Numerical Solution of the Stochastic Generalized Kuramoto-Sivashinsky Equation driven by Brownian motion forcing

Victor Nijimbere

摘要:

利用Wiener混沌展开(WCE)方法对布朗运动驱动的随机广义Kuramoto-Sivashinsky(SgKS)方程的解进行了数值计算.在对基于WCE的近似数值解的精度进行评估时,将基于WCE的解与半解析解进行了对比,并对绝对误差和相对误差进行了评估。结果表明,绝对误差为$O(ςt)$,其中$ς$为小常数,$t$为时间变量,相对误差为$10^{-2}$阶或更小,这表明基于WCE的数值方法是求解SgKS方程或其它相关随机发展方程的有力工具.

英文摘要:

Numerical computations based on the Wiener Chaos Expansion (WCE) are carried out to approximate the solutions of the stochastic generalized Kuramoto--Sivashinsky (SgKS) equation driven by Brownian motion forcing. In the assessment of the accuracy of the WCE based approximate numerical solutions, the WCE based solutions are contrasted with semi-analytical solutions, and the absolute and relative errors are evaluated. It is found that the absolute error is $O(ςt)$, where $ς$ is small constant and $t$ is the time variabe; and the relative error is order $10^{-2}$ or less. This demonstrates that numerical methods based on the WCE are powerful tools to solve the SgKS equation or other related stochastic evolution equations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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