An approximation method for Navier-Stokes equations based on probabilistic approach.

DOI10.1016/S0167-7152(03)00152-4zbMath1116.76332OpenAlexW2044023702MaRDI QIDQ1423139

Yana I. Belopolskaya, Grigori N. Milstein

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00152-4

zbMATH Keywords

stochastic differential equationsNumerical analysis of Navier-Stokes equationsProbabilisticrepresentations for equations of mathematical physicsWeak approximation of solutions of

Mathematics Subject Classification ID

Navier-Stokes equations for incompressible viscous fluids (76D05) Stochastic analysis applied to problems in fluid mechanics (76M35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

Related Items (4)

Layer methods for stochastic Navier-Stokes equations using simplest characteristics ⋮ A fully semi-Lagrangian discretization for the 2D incompressible Navier-Stokes equations in the vorticity-streamfunction formulation ⋮ Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach ⋮ Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions

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