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In this paper, we deal with the convergence of an iterative scheme for the 2-D stochastic Navier-Stokes Equations on the torus suggested by the Lie-Trotter product formulas for stochastic differential equations of parabolic type. The…

Probability · Mathematics 2022-10-13 Hakima Bessaih , Zdzislaw Brzezniak , Annie Millet

We apply a composite idea of semi-discrete finite difference approximation in time and Galerkin finite element method in space to solve the Navier-Stokes equations with Caputo derivative of order 0 < {\alpha} < 1. The stability properties…

Numerical Analysis · Mathematics 2018-02-28 Guang-an Zou , Yong Zhou , Bashir Ahmad , Ahmed Alsaedi

We consider the 3D stochastic Navier-Stokes equation on the torus. Our main result concerns the temporal and spatio-temporal discretisation of a local strong pathwise solution. We prove optimal convergence rates in for the energy error with…

Numerical Analysis · Mathematics 2023-02-28 Dominic Breit , Alan Dodgson

We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in $L^2(\Omega)$, and describe the rate of convergence…

Probability · Mathematics 2020-04-16 Hakima Bessaih , Annie Millet

We study stochastic Navier-Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a…

Numerical Analysis · Mathematics 2019-07-10 Dominic Breit , Alan Dodgson

The cubature on Wiener space method, a high-order weak approximation scheme, is established for SPDEs in the case of unbounded characteristics and unbounded payoffs. We first introduce a recently described flexible functional analytic…

Probability · Mathematics 2012-01-20 Philipp Doersek , Josef Teichmann , Dejan Veluscek

Building on techniques developed by Lyons and Victoir, we present the first explicit construction of a degree-7 cubature formula for Wiener space over $\mathbb{R}^3$. We then examine and compare two approaches for computing cubature…

Numerical Analysis · Mathematics 2025-09-08 Timothy Herschell

In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic Navier-Stokes equations on the torus driven by additive…

Probability · Mathematics 2018-09-07 Sara Mazzonetto

In this paper we consider fully discrete approximations with inf-sup stable mixed finite element methods in space to approximate the Navier-Stokes equations. A continuous downscaling data assimilation algorithm is analyzed in which…

Numerical Analysis · Mathematics 2019-04-15 Bosco García-Archilla , Julia Novo

We develop a Bayesian methodology for numerical solution of the incompressible Navier--Stokes equations with quantified uncertainty. The central idea is to treat discretized Navier--Stokes dynamics as a state-space model and to view…

Computation · Statistics 2026-02-04 Nicholas Polson , Vadim Sokolov

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

Numerical Analysis · Mathematics 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger

We present a dimensionally split method for computing solutions to the compressible Navier-Stokes equations on Cartesian cut cell meshes. The method is globally second order accurate in the L1 norm, fully conservative, and allows the use of…

Computational Physics · Physics 2018-10-09 Nandan Gokhale , Nikos Nikiforakis , Rupert Klein

The Navier--Stokes equations are commonly used to model and to simulate flow phenomena. We introduce the basic equations and discuss the standard methods for the spatial and temporal discretization. We analyse the semi-discrete equations --…

Numerical Analysis · Mathematics 2024-12-20 Robert Altmann , Jan Heiland

We study the 2D Navier-Stokes equations within the framework of a constraint that ensures energy conservation throughout the solution. By employing the Galerkin approximation method, we demonstrate the existence and uniqueness of a global…

Analysis of PDEs · Mathematics 2023-07-13 Sangram Satpathi

We prove that some discretization schemes for the 2D Navier-Stokes equations subject to a random perturbation converge in $L^2(\Omega)$. This refines previous results which only established the convergence in probability of these numerical…

Probability · Mathematics 2022-10-11 Hakima Bessaih , Annie Millet

We analyze a fully discrete scheme based on the discontinuous (in time) Galerkin approach, which is combined with conforming finite element subspaces in space, for the distributed optimal control problem of the three-dimensional…

Analysis of PDEs · Mathematics 2019-06-18 Cung The Anh , Tran Minh Nguyet

We study the time-dependent Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion, and…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Randy Price

This paper presents a new numerical method for the compressible Navier-Stokes equations governing the flow of an ideal isentropic gas. To approximate the continuity equation, the method utilizes a discontinuous Galerkin discretization on…

Numerical Analysis · Mathematics 2012-06-21 Trygve K. Karper

This work is devoted to the convergence of a time-discrete numerical scheme of a semi-discretization model arising from biology, consisting of a chemotaxis equation coupled with a Galerkin approximation of Navier-Stokes system driven by…

Numerical Analysis · Mathematics 2025-06-05 Erika Hausenblas , Boris Jidjou Moghomye , Paul Andre Razafimandimby

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…

Numerical Analysis · Mathematics 2023-06-27 Ziyi Lei , Charles-Edouard Bréhier , Siqing Gan
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