Geodesic
Numerical modeling of a two-point correlator for the Lagrange solutions of some evolution equations
Numerical methods and programming, Tome 18 (2017) no. 3, pp. 277-283.

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This paper is devoted to the two-point moments of the solutions arising in simple Lagrange models for the induction equations in the case of finite correlation time of a random medium. We consider the question on the connection between the commutative properties of the corresponding algebraic operators and the minimal sample size of independent random realizations necessary in numerical experiments for modeling the two-point correlator of the solution. It is shown that, as for the one-point moments, the numerical study of the two-point correlator in the case of commutating operators (random numbers) requires a much smaller sample size than in the case when they do not commute (random matrices).
Keywords: equations with random coefficients, intermittency, statistical moment. 
@article{VMP_2017_18_3_a7,
     author = {D. A. Grachev and E. A. Mikhaylov},
     title = {Numerical modeling of a two-point correlator for the {Lagrange} solutions of some evolution equations},
     journal = {Numerical methods and programming},
     pages = {277--283},
     publisher = {mathdoc},
     volume = {18},
     number = {3},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2017_18_3_a7/}
}
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D. A. Grachev; E. A. Mikhaylov. Numerical modeling of a two-point correlator for the Lagrange solutions of some evolution equations. Numerical methods and programming, Tome 18 (2017) no. 3, pp. 277-283. http://geodesic.mathdoc.fr/item/VMP_2017_18_3_a7/