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- W2725094952 abstract "We perform numerical simulations in the one-dimensional torus for the first order Burgers equation forced by a stochastic source term with zero spatial integral. We suppose that this source term is a white noise in time, and consider various egularities in space. For the numerical tests, we apply a finite volume scheme combining the Godunov numerical flux with the Euler-Maruyama integrator in time. Our Monte-Carlo simulations are analyzed in bounded time intervals as well as in the large time limit, for various regularities in space. The empirical mean always converges to the space-average of the (deterministic) initial condition as t → ∞, just as the solution of the deterministic problem without source term, even if the stochastic source term is very rough. The empirical variance also stablizes for large time, towards a limit which depends on the space regularity and on the intensity of the noise." @default.
- W2725094952 created "2017-07-14" @default.
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- W2725094952 date "2015-03-09" @default.
- W2725094952 modified "2023-10-06" @default.
- W2725094952 title "NUMERICAL SIMULATIONS OF THE PERIODIC INVISCID BURGERS EQUATION WITH STOCHASTIC FORCING" @default.
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