Iterative and Non-iterative Splitting approach of a stochastic Burgers' equation

07/30/2019

∙

by   Jürgen Geiser, et al.

∙

0

∙

share

In this paper we present iterative and noniterative splitting methods, which are used to solve stochastic Burgers' equations. The non-iterative splitting methods are based on Lie-Trotter and Strang-splitting methods, while the iterative splitting approaches are based on the exponential integrators for stochastic differential equations. Based on the nonlinearity of the Burgers' equation, we have investigated that the iterative schemes are more accurate and efficient as the non-iterative methods.