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

Author

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  • Belopolskaya, Ya.
  • Milstein, G. N.

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.

Suggested Citation

  • Belopolskaya, Ya. & Milstein, G. N., 2003. "An approximation method for Navier-Stokes equations based on probabilistic approach," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 201-211, August.
  • Handle: RePEc:eee:stapro:v:64:y:2003:i:2:p:201-211
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    Cited by:

    1. Bonaventura, Luca & Ferretti, Roberto & Rocchi, Lorenzo, 2018. "A fully semi-Lagrangian discretization for the 2D incompressible Navier–Stokes equations in the vorticity-streamfunction formulation," Applied Mathematics and Computation, Elsevier, vol. 323(C), pages 132-144.

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