Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions

DOI10.1239/aap/1377868537zbMath1280.35097OpenAlexW2120518907MaRDI QIDQ2856034

M. V. Tretyakov, Grigori N. Milstein

Publication date: 23 October 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1377868537

zbMATH Keywords

Feynman-Kac formulaHelmholtz-Hodge decompositionprobabilistic representations of solutions of partial differential equationsweak approximation of stochastic differential equationslayer method

Mathematics Subject Classification ID

Navier-Stokes equations for incompressible viscous fluids (76D05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Navier-Stokes equations (35Q30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)

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