Article ID: | iaor201526998 |
Volume: | 79 |
Issue: | 5 |
Start Page Number: | 1440 |
End Page Number: | 1451 |
Publication Date: | Jan 2009 |
Journal: | Mathematics and Computers in Simulation |
Authors: | Cunha M Cristina C, Dorini Fbio A |
Keywords: | simulation: analysis |
We solve Burgers’ equation with random Riemann initial conditions. The closed solution allows simple expressions for its statistical moments. Using these ideas we design an efficient algorithm to calculate the statistical moments of the solution. Our methodology is an alternative to the Monte Carlo method. The present approach does not demand a random numbers generator as does the Monte Carlo method. Computational tests are added to validate our approach.