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

DOI10.1016/S0167-7152(03)00152-4MaRDI QIDQ1423139zbMATH OpenOpenAlexFDO

Authors Yana 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

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

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Cited in

(4)

• Layer methods for stochastic Navier-Stokes equations using simplest characteristics
• Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach
• Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions
• A fully semi-Lagrangian discretization for the 2D incompressible Navier-Stokes equations in the vorticity-streamfunction formulation

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