Statistical moments for solutions of non-linear scalar equations with random Riemann data

D. Conceição and W. Lambert

Mathematics and Computers in Simulation (MATCOM), 2015, vol. 107, issue C, 120-133

Abstract: In this paper we generalize the solution of random Riemann problem for a scalar equation, for flux function with one inflection point. We introduce both a bifurcation theory for the state space (uL, uR) and an efficient numerical method. The statistical moments are obtained from a computable integral exact form. We present some numerical results, considering an uniform distribution, and a bivariate normal distribution. We obtain very good results compared with the solution obtained with Monte Carlo.

Keywords: Random Riemann problems; Hyperbolic scalar equations; Statistical moments (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:107:y:2015:i:c:p:120-133

DOI: 10.1016/j.matcom.2014.05.004

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