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On the smoothing property of the crank-nicolson scheme

✍ Scribed by Luskin, Mitchell; Rannacher, Rolf; Wendland, Wolfgang


Book ID
111953406
Publisher
Taylor and Francis Group
Year
1982
Tongue
English
Weight
666 KB
Volume
14
Category
Article
ISSN
0003-6811

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The approximation of a Crank–Nicolson sc
✍ Xiaoyuan Yang; Wei Wang; Yuanyuan Duan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 677 KB

In this paper we prove the convergence of stochastic Navier-Stokes equations driven by white noise. A linearized version of the implicit Crank-Nicolson scheme is considered for the approximation of the solutions to the N-S equations. The noise is defined as the distributional derivative of a Wiener