WIAS Preprint No. 733, (2002)

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



Authors

  • Belopolskaya, Yana
  • Milstein, Grigori N.

2010 Mathematics Subject Classification

  • 76D05 60H30 65M99

Keywords

  • Numerical analysis of Navier-Stokes equations, probabilistic representations for equations of mathematical physics, weak approximation of solutions of stochastic differential equations

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.

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