Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm (Q6915879)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm

scientific article; zbMATH DE number 8106235

Language	Label	Description	Also known as
default for all languages	No label defined
English	Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm	scientific article; zbMATH DE number 8106235

Statements

instance of

scholarly article

0 references

title

Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm (English)

0 references

0 references

0 references

IMA Journal of Numerical Analysis

0 references

publication date

15 October 2025

0 references

zbMATH Keywords

stochastic partial differential equations

0 references

numerical approximation

0 references

long time accuracy

0 references

weak Harris theorems

0 references

Wasserstein distance

0 references

stochastic Navier-Stokes equations

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

High order numerical approximation of the invariant measure of ergodic SDEs

0 references

Some Methods of Infinite Dimensional Analysis in Hydrodynamics: An Introduction

0 references

Q4663947

0 references

Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE

0 references

Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

0 references

The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function

0 references

Splitting up method for the 2D stochastic Navier-Stokes equations

0 references

Strong \(L^2\) convergence of time numerical schemes for the stochastic two-dimensional Navier-Stokes equations

0 references

Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations

0 references

Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise

0 references

Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise

0 references

Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme

0 references

Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient

0 references

Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation

0 references

Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

0 references

Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations

0 references

Ergodicity of the 2D Navier-Stokes equations with random forcing

0 references

Exponential mixing of the 2D stochastic Navier-Stokes dynamics

0 references

Finite-element-based discretizations of the incompressible Navier-Stokes equations with multiplicative random forcing

0 references

Weak approximation of stochastic differential delay equations

0 references

Generalized couplings and ergodic rates for SPDEs and other Markov models

0 references

Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise

0 references

Rates of convergence for discretizations of the stochastic incompressible Navier-Stokes equations

0 references

On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems

0 references

A duality approach for the weak approximation of stochastic differential equations

0 references

Q4040820

0 references

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

0 references

Analysis of a splitting scheme for damped stochastic nonlinear Schrödinger equation with multiplicative noise

0 references

Strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided Lipschitz coefficient

0 references

Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

0 references

Ergodicity for Infinite Dimensional Systems

0 references

Stochastic Equations in Infinite Dimensions

0 references

Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations

0 references

Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation

0 references

Weak approximation of stochastic partial differential equations: the nonlinear case

0 references

Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction

0 references

Weak backward error analysis for SDEs

0 references

Ergodicity for a weakly damped stochastic nonlinear Schrödinger equation

0 references

Weak order for the discretization of the stochastic heat equation

0 references

Semigroup splitting and cubature approximations for the stochastic Navier-Stokes equations

0 references

Markov Chains

0 references

Real Analysis and Probability

0 references

Gibbsian dynamics and invariant measures for stochastic dissipative PDEs

0 references

Gibbsian dynamics and ergodicity for the stochastically forced Navier-Stokes equation

0 references

Dissipativity and invariant measures for stochastic Navier-Stokes equations

0 references

Ergodicity of the 2-D Navier-Stokes equation under random perturbations

0 references

Dissipativity of numerical schemes

0 references

Navier-Stokes equations and turbulence

0 references

Asymptotic analysis for randomly forced MHD

0 references

Large Prandtl number asymptotics in randomly forced turbulent convection

0 references

Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing

0 references

Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations

0 references

On unique ergodicity in nonlinear stochastic partial differential equations

0 references

Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions

0 references

Strong pathwise solutions of the stochastic Navier-Stokes system

0 references

Long time stability of a classical efficient scheme for two-dimensional Navier-Stokes equations

0 references

Exponential mixing properties of stochastic PDEs through asymptotic coupling

0 references

A simple framework to justify linear response theory

0 references

Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing

0 references

Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations

0 references

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

0 references

Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

0 references

Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations

0 references

Weak approximation of the stochastic wave equation

0 references

Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method

0 references

Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures

0 references

The numerical approximation of stochastic partial differential equations

0 references

Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients

0 references

Q4002114

0 references

Q4004325

0 references

Weak approximations. A Malliavin calculus approach

0 references

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

0 references

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes

0 references

Exponential mixing for a class of dissipative PDEs with bounded degenerate noise

0 references

A coupling approach to randomly forced nonlinear PDE's. I

0 references

Coupling approach to white-forced nonlinear PDEs

0 references

Some limiting properties of randomly forced two-dimensional Navier–Stokes equations

0 references

Mathematics of two-dimensional turbulence.

0 references

Ergodic behavior of Markov processes. With applications to limit theorems

0 references

An adaptive Euler-Maruyama scheme for SDEs: convergence and stability

0 references

An introduction to computational stochastic PDEs

0 references

Linear elastic waves

0 references

Q4471406

0 references

Ergodicity of 2D Navier-Stokes equations with random forcing and large viscosity

0 references

Exponential convergence for the stochastically forced Navier-Stokes equations and other partially dissipative dynamics

0 references

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

Convergence of numerical time-averaging and stationary measures via Poisson equations

0 references

Markov Chains and Stochastic Stability

0 references

Stochastic Navier--Stokes Equations for Turbulent Flows

0 references

A Method of Second-Order Accuracy Integration of Stochastic Differential Equations

0 references

Q4826106

0 references

Mean-square approximation of Navier-Stokes equations with additive noise in vorticity-velocity formulation

0 references

Semigroups of linear operators and applications to partial differential equations

0 references

On the discretization in time of parabolic stochastic partial differential equations

0 references

A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations

0 references

A coupling approach to randomly forced nonlinear PDE's. II

0 references

Adaptive weak approximation of stochastic differential equations

0 references

Q3331110

0 references

Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution

0 references

Second-order discretization schemes of stochastic differential systems for the computation of the invariant law

0 references

Q4786851

0 references

Expansion of the global error for numerical schemes solving stochastic differential equations

0 references

Navier-Stokes equations. Theory and numerical analysis. Repr. with corr

0 references

Introduction to nonparametric estimation

0 references

Approximation of stationary statistical properties of dissipative dynamical systems: time discretization

0 references

Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus

0 references

Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

0 references

Identifiers

zbMATH Open document ID

1573.6017

0 references

DOI

10.1093/IMANUM/DRAE043

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm