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Journal of Advances in Applied Mathematics
JAAM > Volume 4, Number 4, October 2019

Implementation of a Wiener Chaos Expansion Method for the Numerical Solution of the Stochastic Generalized Kuramoto-Sivashinsky Equation Driven by Brownian Motion Forcing

Download PDF  (964.4 KB)PP. 119-142,  Pub. Date:September 29, 2019
DOI: 10.22606/jaam.2019.44001

Author(s)
Victor Nijimbere
Affiliation(s)
Carleton University, Ottawa, Ontario, Canada
Abstract
Numerical computations based on the Wiener Chaos Expansion (WCE) are carried out to approximate the solutions of the stochastic generalized Kuramoto–Sivashinsky (SgKS) equation driven by Brownian motion forcing. In the assessment of the accuracy of the WCE based approximate numerical solutions, the WCE based solutions are contrasted with semi-analytical solutions, and the absolute and relative errors are evaluated. It is found that the absolute error is O(ςt), where ς is a small constant and t is the time variabe; and the relative error is order 10−2 or less. This demonstrates that numerical methods based on the WCE are powerful tools to solve the SgKS equation or other related stochastic evolution equations.
Keywords
Wiener Chaos Expansion, semi-analytical solutions, stochastic Kuramoto-Sivashinsky equation, stochastic boundary conditions, error analysis.
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