Convergence and error analysis of compressible fluid flows with random data: Monte Carlo method

DOI10.1142/S0218202522500671zbMATH Open1524.65012arXiv2205.04125OpenAlexW4308732288MaRDI QIDQ6157833FDOQ6157833

Authors: Eduard Feireisl, M. Lukáčová-Medvid'ová, Bangwei She, Yuhuan Yuan 

Publication date: 22 June 2023

Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Abstract: The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic discretization scheme, such as a finite volume method. We assume that the initial data, force and the viscosity coefficients are random variables and study both, the statistical convergence rates as well as the approximation errors. Since the compressible Navier-Stokes equations are not known to be uniquely solvable in the class of global weak solutions, we cannot apply pathwise arguments to analyze the random Navier-Stokes equations. Instead we have to apply intrinsic stochastic compactness arguments via the Skorokhod representation theorem and the Gy"{o}ngy-Krylov method. Assuming that the numerical solutions are bounded in probability, we prove that the Monte Carlo finite volume method converges to a statistical strong solution. The convergence rates are discussed as well. Numerical experiments illustrate theoretical results.

Full work available at URL: https://arxiv.org/abs/2205.04125

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zbMATH Keywords

uncertainty quantificationfinite volume methodMonte Carlo methodstatistical solutionsdeterministic and statistical convergence ratesrandom viscous compressible flows

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Compressible Navier-Stokes equations (76N06)

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• Hyperbolic balance laws: interplay between scales and randomness. Abstracts from the workshop held February 25 -- March 1, 2024
• Mathematical challenges for the theory of hyperbolic balance laws in fluid mechanics: complexity, scales, randomness
• $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations

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