随机Ginzburg-Landau方程的数值模拟(英文)  

Numerical Simulation of Stochastic Ginzburg-Landau Equation

作　　者：王廷春[1,2] 郭柏灵[2] 

机构地区：[1]南京信息工程大学数理学院,江苏南京210044 [2]北京应用物理与计算数学研究所,北京100088

出　　处：《计算物理》2010年第6期919-926,共8页Chinese Journal of Computational Physics

基　　金：Supported by China Postdoctoral Science Foundation(Grant No.20100470254)

摘　　要：对随机Ginzburg-Landau方程进行数值研究,构造一个非线性差分格式和一个线性化差分格式.通过对确定性和随机Ginzburg-Landau方程的计算,表明所构造的格式具有较高的精度和较快的计算效率.对随机Ginzburg-Landau方程就噪声振幅的不同取值进行了数值模拟,并对由此引发的各种行为进行了描述.Stochastic Ginzburg-Landau equation is numerically studied.A nonlinear difference scheme and a linearized scheme which avoid iteration in implementation are constructed.Numerical solutions of both deterministic equation and stochastic equation show accuracy and efficiency of the difference schemes.Numerical experiments with different noise amplitudes are presented and different types of behaviors are described.

关 键 词：随机Ginzburg-Landau方程 有限差分法 白噪声 

分 类 号：O241.82[理学—计算数学]