Summary: | We perform numerical simulations in the one-dimensional torus for the first order Burgers
equation forced by a stochastic source term with zero spatial integral. We suppose that
this source term is a white noise in time, and consider various regularities in space. For
the numerical tests, we apply a finite volume scheme combining the Godunov numerical flux
with the Euler-Maruyama integrator in time. Our Monte-Carlo simulations are analyzed in
bounded time intervals as well as in the large time limit, for various regularities in
space. The empirical mean always converges to the space-average of the (deterministic)
initial condition as t →
∞, just as the solution of the deterministic problem without source
term, even if the stochastic source term is very rough. The empirical variance also
stablizes for large time, towards a limit which depends on the space regularity and on the
intensity of the noise.
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