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197790

Numerical simulation of the stochastic Burgers’ equation using MLMC and CBC algorithm

Article

Last updated: 04 Jan 2025

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Abstract

Burgers turbulence is a model for developing tools to study the Navier-Stokes turbulence, many hydrodynamical problemsin the theory related to random Lagrangian systems. Many questions that are generally asked in Navier-Stokes turbulence can be answered using Burgers turbulence. The aim of the present paper is to apply Multi-level Monte Carlo (MLMC) on stochastic Burgers' equation by using component-by-component algorithm (CBC). CBC algorithm is developed by the concept of circulant matrix that reduces the cost as a Quasi Monte Carlo technique from O(s n) to O(s n log n) where s is the dimension of integral with equi-distributed points. In this paper, Burgers' equation is discretized using the finitevolume technique, the MLMC with different random samples is applied and the stability is tested. The results show that MLMC is suitable only for some cases of stochastic differential equations (SDEs) when using pseudo random generator, which is Monte Carlo with high cost than using CBC.

DOI

10.1088/1757-899X/610/1/012081

Authors

First Name

Shady

Last Name

Nagy

MiddleName

A

Affiliation

Engineering Math. & Physics Dept., Engineering Faculty, Cairo University, Giza, Egypt.

Email

shady.nagy@guc.edu.eg

City

-

Orcid

-

First Name

Mohamed

Last Name

El-Beltagy

MiddleName

A

Affiliation

Engineering Math. & Physics Dept., Engineering Faculty, Cairo University, Giza, Egypt.

Email

zbeltagy@cu.edu.eg

City

-

Orcid

-

Volume

18

Article Issue

18

Related Issue

27598

Issue Date

2019-04-01

Receive Date

2021-10-03

Publish Date

2019-04-01

Page Start

1

Page End

8

Print ISSN

2090-0678

Online ISSN

2636-364X

Link

https://asat.journals.ekb.eg/article_197790.html

Detail API

https://asat.journals.ekb.eg/service?article_code=197790

Order

83

Type

Original Article

Type Code

737

Publication Type

Journal

Publication Title

International Conference on Aerospace Sciences and Aviation Technology

Publication Link

https://asat.journals.ekb.eg/

MainTitle

Numerical simulation of the stochastic Burgers’ equation using MLMC and CBC algorithm

Details

Type

Article

Created At

22 Jan 2023