An approximation method for Navier-Stokes equations based on probabilistic approach

A new layer method solving the space-periodic problem for the Navier-Stokes equations is constructed by using probabilistic representations of their solutions. The method exploits the ideas of weak sense numerical integration of stochastic differential equations. Despite its probabilistic nature this method is nevertheless deterministic. A convergence theorem is proved.

MoreLess

Year of publication:	2003
Authors:	Belopolskaya, Ya. ; Milstein, G. N.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 2, p. 201-211
Publisher:	Elsevier
Keywords:	Numerical analysis of Navier-Stokes equations Probabilistic representations for equations of mathematical physics Weak approximation of solutions of stochastic differential equations

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254928