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A random perturbation of a deterministic Navier-Stokes equation is considered in the form of an SPDE with Wick type nonlinearity. The nonlinear term of the perturbation can be characterized as the highest stochastic order approximation of…

Probability · Mathematics 2011-08-22 R. Mikulevicius , B. L. Rozovskii

The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…

Probability · Mathematics 2011-05-02 Jinniao Qiu , Shanjian Tang , Yuncheng You

We present a new high-order accurate computational fluid dynamics model based on the incompressible Navier-Stokes equations with a free surface for the accurate simulation of nonlinear and dispersive water waves in the time domain. The…

Numerical Analysis · Mathematics 2024-06-06 Anders Melander , Max E. Bitsch , Dong Chen , Allan P. Engsig-Karup

We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…

Probability · Mathematics 2018-01-29 Pierre Henry-Labordere , Nizar Touzi

Efficient algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the curse of dimensionality. We extend the forward-backward stochastic neural networks…

Numerical Analysis · Mathematics 2024-06-21 Yangtao Deng , Qiaolin He

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

This paper introduces an infinite linear hierarchy for the homogeneous, incompressible three-dimensional Navier-Stokes equation. The Cauchy problem of the hierarchy with a factorized divergence-free initial datum is shown to be equivalent…

Mathematical Physics · Physics 2017-01-24 Zeqian Chen

This manuscript introduces an advanced numerical approach for the integration of incompressible Navier-Stokes (NS) equations using a Time Series Expansion (TSE) method within a Finite Element Method (FEM) framework. The technique is…

Numerical Analysis · Mathematics 2025-05-05 Ahmad Deeb , Denys Dutykh

A numerical method, based on the discrete lattice Boltzmann equation, is presented for solving the volume-averaged Navier-Stokes equations. With a modified equilibrium distribution and an additional forcing term, the volume-averaged…

Fluid Dynamics · Physics 2014-07-10 Jingfeng Zhang , Limin Wang , Jie Ouyang

In this paper, we establish the existence of probabilistically strong, measure-valued solutions for the stochastic incompressible Navier--Stokes equations and prove their convergence, in the vanishing viscosity limit, to probabilistically…

Analysis of PDEs · Mathematics 2026-01-30 Benjamin Gess , Robert Lasarzik

In the paper, an approach for the numerical solution of stationary nonlinear Navier-Stokes equations in rotation and convective forms in a polygonal domain containing one reentrant corner on its boundary, that is, a corner greater than…

Numerical Analysis · Mathematics 2021-11-01 Alexey V. Rukavishnikov

We consider a numerical approach for the incompressible surface Navier-Stokes equation on surfaces with arbitrary genus $g(\mathcal{S})$. The approach is based on a reformulation of the equation in Cartesian coordinates of the embedding…

Numerical Analysis · Mathematics 2018-02-14 Sebastian Reuther , Axel Voigt

As one of the seven open problems in the addendum to their 1989 book "Computability in Analysis and Physics", Pour-El and Richards proposed ``... the recursion theoretic study of particular nonlinear problems of classical importance.…

Analysis of PDEs · Mathematics 2019-08-06 Shu-Ming Sun , Ning Zhong , Martin Ziegler

The construction of weak solutions to compressible Navier-Stokes equations via a numerical method (including a rigorous proof of the convergence) is in a short supply, and so far, available only for one sole numerical scheme suggested in…

Numerical Analysis · Mathematics 2020-07-06 Young-Sam Kwon , Antonin Novotny

The paper addresses an error analysis of an Eulerian finite element method used for solving a linearized Navier--Stokes problem in a time-dependent domain. In this study, the domain's evolution is assumed to be known and independent of the…

Numerical Analysis · Mathematics 2024-08-26 Michael Neilan , Maxim Olshanskii

A numerical method for the two-dimensional, incompressible Navier--Stokes equations in vorticity--streamfunction form is proposed, which employs semi-Lagrangian discretizations for both the advection and diffusion terms, thus achieving…

Numerical Analysis · Mathematics 2018-01-30 Luca Bonaventura , Roberto Ferretti , Lorenzo Rocchi

This paper presents robust discontinuous Galerkin methods for the incompressible Navier-Stokes equations on moving meshes. High-order accurate arbitrary Lagrangian-Eulerian formulations are proposed in a unified framework for both…

Computational Physics · Physics 2021-03-17 Niklas Fehn , Johannes Heinz , Wolfgang A. Wall , Martin Kronbichler

We develop a new numerical technique for approximating solutions of the Navier-Stokes equations on moving domains. The method aims at simulating an incompressible fluid past an object whose motion is assigned a priori using a level-set…

Numerical Analysis · Mathematics 2026-03-23 Hridya Dilip , Clarissa Astuto , Armando Coco , Giovanni Russo

We introduce an immersed high-order discontinuous Galerkin method for solving the compressible Navier-Stokes equations on non-boundary-fitted meshes. The flow equations are discretised with a mixed discontinuous Galerkin formulation and are…

Numerical Analysis · Mathematics 2020-01-08 Hong Xiao , Eky Febrianto , Qiaoling Zhang , Fehmi Cirak

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin