The implicit scheme for Navier-Stokes equations driven by space-time white noise

MaRDI QIDQ4902091zbMATH OpenFDO

Authors Jun-Xiang Lu, Hong Xue

Publication date 24 January 2013

zbMATH Keywords

Brownian motionimplicit approximationstochastic Navier-Stokes equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(4)

• A mild Itô formula for SPDEs
• The approximation of a Crank-Nicolson scheme for the stochastic Navier-Stokes equations
• Descriptions, Discretizations, and Comparisons of Time/Space Colored and White Noise Forcings of the Navier--Stokes Equations
• Approximating 3D Navier–Stokes equations driven by space-time white noise

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