A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations
From MaRDI portal
Publication:2125000
DOI10.1016/j.jcp.2020.109689OpenAlexW2991280626MaRDI QIDQ2125000
Antoine Lejay, Hernán Mardones González
Publication date: 11 April 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-02377108v3/file/Navier_Stokes_FV.pdf
Navier-Stokes equationsBrownian motionnumerical solutionFeynman-Kac formulaincompressible fluidsforward-backward stochastic differential equations
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adapted solution of a backward stochastic differential equation
- Strong approximations of BSDEs in a domain
- A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary
- A staggered space-time discontinuous Galerkin method for the three-dimensional incompressible Navier-Stokes equations on unstructured tetrahedral meshes
- Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach
- Probability \& incompressible Navier-Stokes equations: an overview of some recent developments
- Calculating effective diffusivities in the limit of vanishing molecular diffusion
- Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
- Forward-backward stochastic differential equations and their applications
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Backward-forward stochastic differential equations
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- Stochastic cascades and 3-dimensional Navier-Stokes equations
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations
- Stochastic vortex method for forced three-dimensional Navier-Stokes equations and pathwise convergence rate
- Foundations of quantization for probability distributions
- Functional quantization-based stratified sampling methods
- Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space
- An introduction to Navier-Stokes equation and oceanography.
- Efficient Monte Carlo simulation for integral functionals of Brownian motion
- A forward-backward stochastic algorithm for quasi-linear PDEs
- A numerical method for solving incompressible viscous flow problems
- A probabilistic representation of solutions of the incompressible Navier-Stokes equations in \(\mathbb R^3\)
- Vorticity and Incompressible Flow
- Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions
- Rate of Convergence of the Euler Approximation for Diffusion Processes
- Functional quantization for numerics with an application to option pricing
- Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations
- Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
- A stochastic-Lagrangian particle system for the Navier–Stokes equations
- A random space-time birth particle method for 2d vortex equations with external field
- Small-scale structure of the Taylor–Green vortex
- User’s guide to viscosity solutions of second order partial differential equations
- Majorizing kernels and stochastic cascades with applications to incompressible Navier-Stokes equations
- Optimal quadratic quantization for numerics: the Gaussian case
- Space-Time Approach to Non-Relativistic Quantum Mechanics
- An interpolated stochastic algorithm for quasi-linear PDEs
- A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations
- On the Convergence of Discrete Approximations to the Navier-Stokes Equations
- Numerical Solution of the Navier-Stokes Equations
- On Distributions of Certain Wiener Functionals
- Stochastic integral
- On a stochastic integral equation
- Branching process associated with 2D-Navier-Stokes equation
- A stochastic representation for backward incompressible Navier-Stokes equations
This page was built for publication: A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations