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

by   Victor Nijimbere, et al.

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(ς t), where ς 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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