| dc.contributor.author | De la Cruz, Hugo | |
| dc.contributor.author | Olivera, Christian Henrique | |
| dc.contributor.author | Zubelli, Jorge P. | |
| dc.date.accessioned | 2015-10-23T12:10:38Z | |
| dc.date.available | 2015-10-23T12:10:38Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | HUGO, D.L.C; OLIVERA, C.H; ZUBELLI, J. A Numerical method for the semilinear stochastic transport equation. In: BRAZILIAN SOCIETY OF COMPUTATIONAL AND APPLIED MATHEMATICS, 35, 2014, Natal. Proceeding series, v.3, n.1, 2015. | |
| dc.identifier.uri | http://hdl.handle.net/10438/14154 | |
| dc.description | Trabalho apresentado no XXXV CNMAC, Natal-RN, 2014. | |
| dc.description.abstract | We propose a new numerical method for the computer simulation of the semi-linear transport equation. Based on the stochastic characteristic method and the Local Linearization technique, we construct an effi cient and stable method for integrating this equation. For this, a suitable exponential-based approximation to the solution of an associated auxiliary random inte-gral equation, together with a Pad é method with scaling and squaring strategy are conveniently combined. Results on the convergence and stability of the suggested method and details on its e fficient implementation are discussed. | eng |
| dc.language.iso | eng | |
| dc.publisher | EMAp - Escola de Matemática Aplicada | por |
| dc.subject | Numerical methods | por |
| dc.subject | Stochastic transport equation | por |
| dc.subject | Local linearization approach | por |
| dc.subject | Exponential integrators | por |
| dc.subject | Stochastic partial di erential equations | por |
| dc.title | A Numerical method for the semilinear stochastic transport equation | eng |
| dc.type | Article (Journal/Review) | eng |
| dc.subject.area | Economia | por |
| dc.contributor.unidadefgv | Demais unidades::RPCA | por |
| dc.subject.bibliodata | Equações diferenciais parciais estocásticas | por |
