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.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
