Paper Info
Title
Semigroup Splitting and Cubature Approximations for the Stochastic Navier-Stokes Equations
Abstract
Approximation of the marginal distribution of the solution of the stochastic Navier-Stokes equations on the two-dimensional torus by high order numerical methods is considered. The corresponding rates of convergence are obtained for a splitting scheme and the method of cubature on Wiener space applied to a spectral Galerkin discretization of degree $N$. While the estimates exhibit a strong $N$ dependence, convergence is obtained for appropriately chosen time step sizes. Results of numerical simulations are provided and confirm the applicability of the methods.
Year
DOI
Venue
2012
10.1137/110833841
SIAM J. Numerical Analysis
Keywords
Field
DocType
corresponding rate,semigroup splitting,stochastic navier-stokes equations,high order,splitting scheme,stochastic navier-stokes equation,marginal distribution,numerical method,cubature approximations,wiener space,numerical simulation,spectral galerkin discretization,time step size,rate of convergence,numerical analysis,stochastic partial differential equations,numerical methods
Order of accuracy,Discretization,Mathematical optimization,Mathematical analysis,Numerical partial differential equations,Stochastic partial differential equation,Semigroup,Numerical analysis,Mathematics,Numerical stability,Navier–Stokes equations
Journal
Volume
Issue
ISSN
50
2
0036-1429
Citations 
PageRank 
References 
1
0.42
3
Authors
1
Name
Order
Citations
PageRank
Philipp Dörsek121.46