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

Ya. Belopolskaya and G. N. Milstein

Statistics & Probability Letters, 2003, vol. 64, issue 2, 201-211

Abstract: 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.

Keywords: Numerical; analysis; of; Navier-Stokes; equations; Probabilistic; representations; for; equations; of; mathematical; physics; Weak; approximation; of; solutions; of; stochastic; differential; equations (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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