Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach

DOI10.1007/S10543-011-0347-ZzbMath1387.35460OpenAlexW2023296200MaRDI QIDQ766226

Grigori N. Milstein, M. V. Tretyakov

Publication date: 23 March 2012

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-011-0347-z

zbMATH Keywords

Feynman-Kac formulaHelmholtz-Hodge decompositionlayer methodsnonlinear Dirichlet boundary value problemprobabilistic representations of solutions of partial differential equationsweak approximation of stochastic differential equations

Mathematics Subject Classification ID

Navier-Stokes equations for incompressible viscous fluids (76D05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Navier-Stokes equations (35Q30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (6)

Layer methods for stochastic Navier-Stokes equations using simplest characteristics ⋮ A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations ⋮ Numerical solution for the non-linear Dirichlet problem of a branching process ⋮ Solving linear parabolic rough partial differential equations ⋮ A fully semi-Lagrangian discretization for the 2D incompressible Navier-Stokes equations in the vorticity-streamfunction formulation ⋮ Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions

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