arXiv:0808.3481·v1·High Energy Physics — Lattice
Monte-Carlo-Simulations of Stochastic Differential Equations at the Example of the Forced Burgers' Equation
D. Homeier🇩🇪 · K. Jansen🇩🇪 · D. Mesterhazy🇩🇪 · C. Urbach🇩🇪
Abstract
We investigate the behaviour of stochastic differential equations, especially Burgers' eq., by means of Monte-Carlo-techniques.
Comments: To be published in proceedings to "Path Integral - New Trends and Perspectives", Dresden 2007 6 pages, 2 figures