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

Published online by Cambridge University Press:  04 January 2016

G. N. Milstein*
Affiliation:
Ural Federal University
M. V. Tretyakov*
Affiliation:
University of Leicester and University of Nottingham
*
Postal address: Ural Federal University, Lenin Str. 51, 620083 Ekaterinburg, Russia. Email address: grigori.milstein@usu.ru
∗∗ Postal address: School of Mathematical Sciences, University of Nottingham, Nottingham NG7 2RD, UK. Email address: michael.tretyakov@nottingham.ac.uk
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Abstract

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We propose and study a number of layer methods for Navier‒Stokes equations (NSEs) with spatial periodic boundary conditions. The methods are constructed using probabilistic representations of solutions to NSEs and exploiting ideas of the weak sense numerical integration of stochastic differential equations. Despite their probabilistic nature, the layer methods are nevertheless deterministic.

Type
General Applied Probability
Copyright
© Applied Probability Trust 

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