A Numerical method for the semilinear stochastic transport equation

dc.contributorDemais unidades::RPCA
dc.creatorDe la Cruz, Hugo
dc.creatorOlivera, Christian Henrique
dc.creatorZubelli, Jorge P.
dc.date.accessioned2015-10-23T12:10:38Z
dc.date.accessioned2022-11-03T20:10:58Z
dc.date.available2015-10-23T12:10:38Z
dc.date.available2022-11-03T20:10:58Z
dc.date.created2015-10-23T12:10:38Z
dc.date.issued2015
dc.identifierHUGO, D.L.C; OLIVERA, C.H; ZUBELLI, J. A Numerical method for the semilinear stochastic transport equation. In: BRAZILIAN SOCIETY OF COMPUTATIONAL AND APPLIED MATHEMATICS, 35, 2014, Natal. Proceeding series, v.3, n.1, 2015.
dc.identifierhttp://hdl.handle.net/10438/14154
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5033164
dc.description.abstractWe propose a new numerical method for the computer simulation of the semi-linear transport equation. Based on the stochastic characteristic method and the Local Linearization technique, we construct an effi cient and stable method for integrating this equation. For this, a suitable exponential-based approximation to the solution of an associated auxiliary random inte-gral equation, together with a Pad é method with scaling and squaring strategy are conveniently combined. Results on the convergence and stability of the suggested method and details on its e fficient implementation are discussed.
dc.languageeng
dc.publisherEMAp - Escola de Matemática Aplicada
dc.subjectNumerical methods
dc.subjectStochastic transport equation
dc.subjectLocal linearization approach
dc.subjectExponential integrators
dc.subjectStochastic partial di erential equations
dc.titleA Numerical method for the semilinear stochastic transport equation
dc.typeArticle (Journal/Review)


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