Computer simulation of the stochastic transport equation

dc.contributor.author	De la Cruz, Hugo
dc.contributor.author	Olivera, Christian Henrique
dc.contributor.author	Zubelli, Jorge P.
dc.date.accessioned	2015-10-23T12:48:06Z
dc.date.available	2015-10-23T12:48:06Z
dc.date.issued	2015
dc.identifier.uri	http://hdl.handle.net/10438/14155
dc.description	Trabalho apresentado no 37th Conference on Stochastic Processes and their Applications - July 28 - August 01, 2014 -Universidad de Buenos Aires
dc.description.abstract	In this article the numerical approximation of the stochastic transport equation is considered. We propose a new computational scheme for the effective simulation of the solutions of this equation. Results on the convergence of the suggested scheme and details on its efficient implementation is presented. The performance of the introduced method is illustrated through computer simulations.	eng
dc.language.iso	eng
dc.publisher	EMAp - Escola de Matemática Aplicada	por
dc.subject	Random differential equations	por
dc.subject	Numerical methods	por
dc.subject	Stochastic transport equation	por
dc.subject	Exponential methods	por
dc.subject	Local linearization approach	por
dc.subject	Partial Stochastic differential equations	por
dc.title	Computer simulation of the stochastic transport equation	eng
dc.type	Preprint	eng
dc.subject.area	Economia	por
dc.contributor.unidadefgv	Demais unidades::RPCA	por
dc.subject.bibliodata	Variáveis aleatórias	por
dc.subject.bibliodata	Equações diferenciais parciais estocásticas	por