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A Legendre-Galerkin Chebyshev collocation method for the Burgers equation with a random perturbation on boundary condition. (English) Zbl 07781283

Summary: In the paper, we apply the generalized polynomial chaos expansion and spectral methods to the Burgers equation with a random perturbation on its left boundary condition. Firstly, the stochastic Galerkin method combined with the Legendre-Galerkin Chebyshev collocation scheme is adopted, which means that the original equation is transformed to the deterministic nonlinear equations by the stochastic Galerkin method and the Legendre-Galerkin Chebyshev collocation scheme is used to deal with the resulting nonlinear equations. Secondly, the stochastic Legendre-Galerkin Chebyshev collocation scheme is developed for solving the stochastic Burgers equation; that is, the stochastic Legendre-Galerkin method is used to discrete the random variable meanwhile the nonlinear term is interpolated through the Chebyshev-Gauss points. Then a set of deterministic linear equations can be obtained, which is in contrast to the other existing methods for the stochastic Burgers equation. The mean square convergence of the former method is analyzed. Numerical experiments are performed to show the effectiveness of our two methods. Both methods provide alternative approaches to deal with the stochastic differential equations with nonlinear terms.
{© 2022 John Wiley & Sons, Ltd.}

MSC:

35A35 Theoretical approximation in context of PDEs
65N35 Spectral, collocation and related methods for boundary value problems involving PDEs
Full Text: DOI

References:

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