Related papers: Splitting Method for Stochastic Navier-Stokes Equa…
We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the…
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…
This paper presents two modular grad-div algorithms for calculating solutions to the Navier-Stokes equations (NSE). These algorithms add to an NSE code a minimally intrusive module that implements grad-div stabilization. The algorithms do…
This paper addresses the numerical solution of the two-dimensional Navier--Stokes (NS) equations with nonsmooth initial data in the $L^2$ space, which is the critical space for the two-dimensional NS equations to be well-posed. In this…
A finite-state Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equations in order to allow for transitions between two types of multiplicative noises. We call such systems as stochastic…
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…
In this paper, we investigate the damped stochastic nonlinear Schr\"odinger(NLS) equation with multiplicative noise and its splitting-based approximation. When the damped effect is large enough, we prove that the solutions of the damped…
We introduce a collection of benchmark problems in 2D and 3D (geometry description and boundary conditions), including simple cases with known analytic solution, classical experimental setups, and complex geometries with fabricated…
A new class of fully decoupled consistent splitting schemes for the Navier-Stokes equations are constructed and analyzed in this paper. The schemes are based on the Taylor expansion at $t^{n+\beta}$ with $\beta\ge 1$ being a free parameter.…
In this paper, we develop two energy-preserving splitting methods for solving three-dimensional stochastic Maxwell equations driven by multiplicative noise. We use operator splitting methods to decouple stochastic Maxwell equations into…
In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…
Split form schemes for Euler and Navier-Stokes equations are useful for computation of turbulent flows due to their better robustness. This is because they satisfy additional conservation properties of the governing equations like kinetic…
This paper focuses on deriving optimal-order full moment error estimates in strong norms for both velocity and pressure approximations in the Euler-Maruyama time discretization of the stochastic Navier-Stokes equations with multiplicative…
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…
We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…
Construction of splitting-step methods and properties of related non-negativity and boundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of Ito-type are discussed. We present convergence proofs for a…
This paper introduces a formally second-order direction-splitting method for solving the incompressible Navier-Stokes-Boussinesq system in a spherical shell region. The equations are solved on overset Yin-Yang grids, combined with spherical…
The Cahn-Hilliard-Navier-Stokes (CHNS) equations represent the fundamental building blocks of hydrodynamic phase-field models for multiphase fluid flow dynamics. Due to the coupling between the Navier-Stokes equation and the Cahn-Hilliard…
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…
In this paper, we propose a novel variable-separation (NVS) method for generic multivariate functions. The idea of NVS is extended to to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs).…