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

DOI10.1137/110833841zbMATH Open1247.60090arXiv1105.2579OpenAlexW2137651867MaRDI QIDQ2903010FDOQ2903010

Authors: Philipp Dörsek 

Publication date: 23 August 2012

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: Approximation of the marginal distribution of the solution of the stochastic Navier-Stokes equations on the two-dimensional torus by high order numerical methods is considered. The corresponding rates of convergence are obtained for a splitting scheme and the method of cubature on Wiener space applied to a spectral Galerkin discretisation of degree $N$. While the estimates exhibit a strong $N$ dependence, convergence is obtained for appropriately chosen time step sizes. Results of numerical simulations are provided, and confirm the applicability of the methods.

Full work available at URL: https://arxiv.org/abs/1105.2579

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zbMATH Keywords

stochastic partial differential equationsnumerical methodssplitting methodsstochastic Navier-Stokes equationsspectral approximationcubature methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic particle methods (65C35) Stochastic analysis applied to problems in fluid mechanics (76M35)

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