Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions
DOI10.1239/aap/1377868537zbMath1280.35097MaRDI QIDQ2856034
M. V. Tretyakov, Grigori N. Milstein
Publication date: 23 October 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1377868537
Feynman-Kac formula; Helmholtz-Hodge decomposition; probabilistic representations of solutions of partial differential equations; weak approximation of stochastic differential equations; layer method
76D05: Navier-Stokes equations for incompressible viscous fluids
60H30: Applications of stochastic analysis (to PDEs, etc.)
35Q30: Navier-Stokes equations
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M25: Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs
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