Time discretization of ornsteinuhlenbeck equations and stochastic navier-stokes equations with a generalized noise

DOI10.1080/17442509508834022MaRDI QIDQ4357817zbMATH OpenOpenAlexFDO

Authors Franco Flandoli, Vincenzo Maria Tortorelli

Publication date 19 April 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508834022

zbMATH Keywords

implicit numerical schemeOrnstein-Uhlenbeck equationstochastic Navier-Stokes equationtime discretization

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(6)

• The approximation of a Crank-Nicolson scheme for the stochastic Navier-Stokes equations
• Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method
• Asymptotic compactness and absorbing sets for 2D stochastic Navier-Stokes equations on some unbounded domains
• Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions
• Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
• The implicit scheme for Navier-Stokes equations driven by space-time white noise

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