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This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time…

Numerical Analysis · Mathematics 2020-04-28 Xiaobing Feng , Hailong Qiu

In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…

Numerical Analysis · Mathematics 2015-06-19 J. C. Jimenez , C. Mora , M. Selva

A mechanical model and finite element method for the simultaneous solution of Stokes and incompressible Navier-Stokes flows on multiple curved surfaces over a bulk domain are proposed. The two-dimensional surfaces are defined implicitly by…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Michael Wolfgang Kaiser , Thomas-Peter Fries

We propose a new higher-order time discretization scheme for the stochastic Navier--Stokes equations with additive noise, where its velocity and pressure approximates converge at strong rate $1.5$ in probability. The construction rests on…

Numerical Analysis · Mathematics 2026-02-17 L. Banas , D. Breit , A. Chaudhary , A. Prohl

In Tao 2016, the author constructs an averaged version of the deterministic three-dimensional Navier-Stokes equations (3D NSE) which experiences blow-up in finite time. In the last decades, various works have studied suitable perturbations…

Probability · Mathematics 2022-05-31 Theresa Lange

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

We study a stochastic velocity tracking problem for the 2D-Navier-Stokes equations perturbed by a multiplicative Gaussian noise. From a physical point of view, the control acts through a boundary injection/suction device with uncertainty,…

Analysis of PDEs · Mathematics 2023-12-12 Nikolai Chemetov , Fernanda Cipriano

We provide spatial discretizations of nonlinear incompressible Navier-Stokes equations with inputs and outputs in the form of matrices ready to use in any numerical linear algebra package. We discuss the assembling of the system operators…

Mathematical Software · Computer Science 2017-07-28 Maximilian Behr , Peter Benner , Jan Heiland

This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for…

Numerical Analysis · Mathematics 2023-01-16 Giulia Di Nunno , Salvador Ortiz-Latorre , Andreas Petersson

In this article we develop a high order accurate method to solve the incompressible boundary layer equations in a provably stable manner.~We first derive continuous energy estimates,~and then proceed to the discrete setting.~We formulate…

Numerical Analysis · Mathematics 2023-06-06 Mojalefa P. Nchupang , Arnaud G. Malan , Fredrik Laurén , Jan Nordström

In this paper, we revisit an auxiliary space preconditioning method proposed by Xu [Computing 56, 1996], in which low-order finite element spaces are employed as auxiliary spaces for solving linear algebraic systems arising from high-order…

Numerical Analysis · Mathematics 2012-04-13 Young-Ju Lee , Wei Leng , Chen-Song Zhang

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

Probability · Mathematics 2025-10-22 Martin Hairer , Wenhao Zhao

This study proposes a level set-based topology optimization method for designing acoustic structures with viscous and thermal boundary layers in perspective. Acoustic waves propagating in a narrow channel are damped by viscous and thermal…

Computational Engineering, Finance, and Science · Computer Science 2022-03-31 Yuki Noguchi , Takayuki Yamada

We derive an a priori error estimate for the numerical solution obtained by time and space discretization by the finite volume/finite element method of the barotropic Navier--Stokes equations. The numerical solution on a convenient…

Numerical Analysis · Mathematics 2015-08-27 Eduard Feireisl , Radim Hošek , David Maltese , Antonín Novotný

In this paper, we develop a new method to obtain the accessibility of stochastic partial differential equations driven by additive pure jump noise. An important novelty of this paper is to allow the driving noises to be degenerate. As an…

Probability · Mathematics 2022-09-13 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

In this paper, we construct martingale suitable weak solutions for $3$-dimensional incompressible stochastic Navier-Stokes equations with generally non-linear noise. In deterministic setting, as widely known, ``suitable weak solutions'' are…

Probability · Mathematics 2025-05-09 Weiquan Chen , Zhao Dong

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

Statistical solutions, which are time-parameterized probability measures on spaces of square-integrable functions, have been established as a suitable framework for global solutions of incompressible Navier-Stokes equations (NSE). We…

Numerical Analysis · Mathematics 2021-07-14 Pratyuksh Bansal

We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…

Analysis of PDEs · Mathematics 2021-12-13 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Ewelina Zatorska

We consider a parameter estimation problem to determine the viscosity $\nu$ of a stochastically perturbed 2D Navier-Stokes system. We derive several different classes of estimators based on the first $N$ Fourier modes of a single sample…

Probability · Mathematics 2011-01-07 Igor Cialenco , Nathan Glatt-Holtz
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