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

zbMATH Keywords

Feynman-Kac formula; Helmholtz-Hodge decomposition; probabilistic representations of solutions of partial differential equations; weak approximation of stochastic differential equations; layer method

Mathematics Subject Classification ID

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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