稀疏网格配置法在随机Burgers’方程中的应用

Application of the sparse-grid stochastic collocation method to the stochastic Burgers' equation

研究了稀疏网格配置法在随机Burgers’方程中的应用.首先介绍了随机配置方法,并在此基础上引入了稀疏网格配置法,最后通过数值计算结果比较了稀疏网格配置法和蒙特卡罗方法,进而验证了稀疏网格配置法应用于随机Burgers’方程时的可行性和有效性.

We study an application of the sparse-grid stochastic collocation method to the stochastic Burgers ’ equation .For this work ,stochastic collocation and sparse-grid technique are applied to the problem .To verify an effectiveness and availability of those methods for the stochastic Burgers ’ equation ,we provide several numerical experiments .