Computer simulation of the stochastic transport equation

dc.contributorDemais unidades::RPCA
dc.creatorDe la Cruz, Hugo
dc.creatorOlivera, Christian Henrique
dc.creatorZubelli, Jorge P.
dc.date.accessioned2015-10-23T12:48:06Z
dc.date.available2015-10-23T12:48:06Z
dc.date.created2015-10-23T12:48:06Z
dc.date.issued2015
dc.identifierhttp://hdl.handle.net/10438/14155
dc.description.abstractIn 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.
dc.languageeng
dc.publisherEMAp - Escola de Matemática Aplicada
dc.subjectRandom differential equations
dc.subjectNumerical methods
dc.subjectStochastic transport equation
dc.subjectExponential methods
dc.subjectLocal linearization approach
dc.subjectPartial Stochastic differential equations
dc.titleComputer simulation of the stochastic transport equation
dc.typePreprint


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