A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion

Table 2

Errors and accuracy for the stochastic Burger's equation.

	The mean			The standard deviation
	Min. error/location	Max. error/location	Average error/accuracy	Min. error/location	Max. error/location	Average error/accuracy
SFD2	0.059%	0.696%	0.908%	0.1412%	11.09%	4.632%
	(0.6,0.004)	(0.1,0.04)	99.092%	(0.9,0.04)	(0.9,0.004)	95.368%
SFD4	0.0035%	0.221%	0.863%	0.0024%	6.3645%	2.973%
	(0.8,0.028)	(0.1,0.04)	99.137%	(0.9,0.04)	(0.4,0.04)	97.027%