Computer simulation of the stochastic transport equation
De la Cruz, Hugo
Olivera, Christian Henrique
Zubelli, Jorge P.
In this article the numerical approximation of the stochastic transport equation is considered. We propose a new computational scheme for the effective simulation of the solutions of this equation. Results on the convergence of the suggested scheme and details on its efficient implementation is presented. The performance of the introduced method is illustrated through computer simulations.