Stochastic differential equations (3rd ed.): an introduction with applications
Stochastic differential equations (3rd ed.): an introduction with applications
Statistical moments of the solution of the random Burgers-Riemann problem
Mathematics and Computers in Simulation
On the evaluation of moments for solute transport by random velocity fields
Applied Numerical Mathematics
Spectral element approximation of Fredholm integral eigenvalue problems
Journal of Computational and Applied Mathematics
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This paper deals with a numerical scheme to approximate the mth moment of the solution of the one-dimensional random linear transport equation. The initial condition is assumed to be a random function and the transport velocity is a random variable. The scheme is based on local Riemann problem solutions and Godunov's method. We show that the scheme is stable and consistent with an advective-diffusive equation. Numerical examples are added to illustrate our approach.