Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions (Q2856034)

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scientific article; zbMATH DE number 6218386
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Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions
scientific article; zbMATH DE number 6218386

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    23 October 2013
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    probabilistic representations of solutions of partial differential equations
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    weak approximation of stochastic differential equations
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    layer method
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    Feynman-Kac formula
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    Helmholtz-Hodge decomposition
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    Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions (English)
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    The periodic boundary condition for the incompressible Navier-Stokes equations is studied. Using probabilistic representations for the solutions to the Navier-Stokes equations and exploiting the idea of numerical integration of stochastic differential equations in the weak sense, the authors propose the first-order and the second-order layer methods for Navier-Stokes equations. The relation between layer methods and finite difference schemes is analyzed, and some results from numerical experiments on a simple test model of laminar flow are presented.
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