Statistical moments of the solution of the random Burgers–Riemann problem

M. Cristina C. Cunha and Fábio A. Dorini

Mathematics and Computers in Simulation (MATCOM), 2009, vol. 79, issue 5, 1440-1451

Abstract: We solve Burgers’ equation with random Riemann initial conditions. The closed solution allows simple expressions for its statistical moments. Using these ideas we design an efficient algorithm to calculate the statistical moments of the solution. Our methodology is an alternative to the Monte Carlo method. The present approach does not demand a random numbers generator as does the Monte Carlo method. Computational tests are added to validate our approach.

Keywords: Random Burgers’ equation; Monte Carlo method; Riemann problem; Statistical moments; Numerical methods for random partial differential equations (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:79:y:2009:i:5:p:1440-1451

DOI: 10.1016/j.matcom.2008.06.001

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