Layer methods for stochastic Navier–Stokes equations using simplest characteristics
(2016)
Journal Article
Milstein, G., & Tretyakov, M. (2016). Layer methods for stochastic Navier–Stokes equations using simplest characteristics. Journal of Computational and Applied Mathematics, 302, https://doi.org/10.1016/j.cam.2016.01.051
We propose and study a layer method for stochastic Navier-Stokes equations (SNSE) with spatial periodic boundary conditions and additive noise. The method is constructed using conditional probabilistic representations of solutions to SNSE and exploit... Read More about Layer methods for stochastic Navier–Stokes equations using simplest characteristics.