Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions (Q2856034)
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scientific article; zbMATH DE number 6218386
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| English | Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions |
scientific article; zbMATH DE number 6218386 |
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23 October 2013
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probabilistic representations of solutions of partial differential equations
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weak approximation of stochastic differential equations
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layer method
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Feynman-Kac formula
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Helmholtz-Hodge decomposition
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Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions (English)
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The periodic boundary condition for the incompressible Navier-Stokes equations is studied. Using probabilistic representations for the solutions to the Navier-Stokes equations and exploiting the idea of numerical integration of stochastic differential equations in the weak sense, the authors propose the first-order and the second-order layer methods for Navier-Stokes equations. The relation between layer methods and finite difference schemes is analyzed, and some results from numerical experiments on a simple test model of laminar flow are presented.
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0.7943106293678284
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