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