Numerical simulations of the inviscid burgers equation with periodic boundary conditions and stochastic forcing

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 t...

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Bibliographic Details
Main Authors: Audusse Emmanuel, Boyaval Sébastien, Gao Yueyuan, Hilhorst Danielle
Format: Article
Language:English
Published: EDP Sciences 2015-01-01
Series:ESAIM: Proceedings and Surveys
Online Access:http://dx.doi.org/10.1051/proc/201448014
Description
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.
ISSN:2267-3059