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arXiv · 1910.03022

Implementation of a Wiener Chaos Expansion Method for the Numerical Solution of the Stochastic Generalized Kuramoto-Sivashinsky Equation driven by Brownian motion forcing

Victor Nijimbere
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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 $O(\varsigma t)$, where $\varsigma$ is 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.

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Victor Nijimbere. 2019-10-03. Implementation of a Wiener Chaos Expansion Method for the Numerical Solution of the Stochastic Generalized Kuramoto-Sivashinsky Equation driven by Brownian motion forcing. https://doi.org/10.22606/jaam.2019.44001

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