Layer methods for stochastic Navier–Stokes equations using simplest characteristics

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 exploiting ideas of the weak sense numerical integration...

Full description

Bibliographic Details
Main Authors: Milstein, G.N., Tretyakov, M.V.
Format: Article
Language:English
Published: Elsevier 2016
Online Access:http://eprints.nottingham.ac.uk/32272/
http://eprints.nottingham.ac.uk/32272/
http://eprints.nottingham.ac.uk/32272/
http://eprints.nottingham.ac.uk/32272/1/sns21_for_deposit.pdf