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Upwind Finite-Volume Solution of Stochastic Burgers' Equation
2012
Applied Mathematics
In this paper, a stochastic finite-volume solver based on polynomial chaos expansion is developed. The upwind scheme is used to avoid the numerical instabilities. The Burgers' equation subjected to deterministic boundary conditions and random viscosity is solved. The solution uncertainty is quantified for different values of viscosity. Monte-Carlo simulations are used to validate and compare the developed solver. The mean, standard deviation and the probability distribution function (p.d.f) of
doi:10.4236/am.2012.331247
fatcat:77hissktizb6dgtbqm7whypyzi