Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations

DOI10.1007/978-3-319-33507-0_8zbMath1382.76209OpenAlexW1605843789MaRDI QIDQ2957031

Andrea Barth, J. Šukys, Christoph Schwab

Publication date: 20 January 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-33507-0_8

zbMATH Keywords

Navier-Stokes equationsfinite volumemultilevel Monte Carlo methodstatistical solutions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite volume methods applied to problems in fluid mechanics (76M12) Stochastic analysis applied to problems in fluid mechanics (76M35) Navier-Stokes equations (35Q30) Statistical solutions of Navier-Stokes and related equations (76D06) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (2)

Numerical approximation of statistical solutions of planar, incompressible flows ⋮ An efficient non-intrusive reduced basis model for high dimensional stochastic problems in CFD

Uses Software

• ALSVID-UQ

Cites Work

• Unnamed Item
• Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
• An error estimate for the finite difference approximation to degenerate convection-diffusion equations
• Properties of time-dependent statistical solutions of the three-dimensional Navier-Stokes equations
• Fourier Analysis and Nonlinear Partial Differential Equations
• Finite Element Approximation of the Nonstationary Navier–Stokes Problem. I. Regularity of Solutions and Second-Order Error Estimates for Spatial Discretization
• Simulation of stochastic partial differential equations using finite element methods
• Multilevel Monte Carlo method with applications to stochastic partial differential equations
• Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs

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