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

✍ Scribed by Ya. Belopolskaya; G.N. Milstein

• Book ID: 104302169
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 247 KB
• Volume: 64
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(03)00152-4

✦ Synopsis

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 di erential equations. Despite its probabilistic nature this method is nevertheless deterministic. A convergence theorem is proved.