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paper

Monte-Carlo-Simulations of Stochastic Differential Equations at the Example of the Forced Burgers' Equation

arXiv:0808.3481 · doi:10.1142/9789812837271_0049

Abstract

We investigate the behaviour of stochastic differential equations, especially Burgers' eq., by means of Monte-Carlo-techniques.

To be published in proceedings to "Path Integral - New Trends and Perspectives", Dresden 2007 6 pages, 2 figures