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An efficient computational method for statistical moments of Burger's equation with random initial conditions

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  • Hongjoong Kim

Abstract

The paper is concerned with efficient computation of numerical solutions to Burger's equation with random initial conditions. When the Lax-Wendroff scheme (LW) is expanded using the Wiener chaos expansion (WCE), random and deterministic effects can be separated and we obtain a system of deterministic equations with respect to Hermite-Fourier coefficients. One important property of the system is that all the statistical moments of the solution to the Burger's equation can be computed using the solution of the system only. Thus LW with WCE presents an alternative to computing moments by the Monte Carlo method (MC). It has been numerically demonstrated that LW with WCE approach is equally accurate but substantially faster than MC at least for certain classes of initial conditions.

Suggested Citation

  • Hongjoong Kim, 2006. "An efficient computational method for statistical moments of Burger's equation with random initial conditions," Mathematical Problems in Engineering, Hindawi, vol. 2006, pages 1-21, November.
    • Handle: RePEc:hin:jnlmpe:017406
    DOI: 10.1155/MPE/2006/17406
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