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In order to approximate solutions of stochastic partial differential equations (SPDEs) that do not possess commutative noise, one has to simulate the involved iterated stochastic integrals. Recently, two approximation methods for iterated…

Probability · Mathematics 2019-10-09 Claudine von Hallern , Andreas Rößler

In this paper, we propose and analyze first-order time-stepping pressure-correction projection scheme for the Navier-Stokes-Planck-Nernst-Poisson equations. By introducing a governing equation for the auxiliary variable through the ionic…

Numerical Analysis · Mathematics 2024-08-13 Yuyu He , Hongtao Chen

We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…

Numerical Analysis · Mathematics 2019-11-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

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 construct a Markov family of solutions for the 3D Navier-Stokes equation perturbed by a non degenerate noise. We improve the result of [DPD-NS3D] in two directions. We see that in fact not only a transition semigroup but a Markov family…

Analysis of PDEs · Mathematics 2007-05-23 Arnaud Debussche , Cyril Odasso

We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…

Probability · Mathematics 2020-05-26 Ludovic Goudenège , Luigi Manca

The present paper deals with the numerical solution of the incompressible Navier-Stokes equations using high-order discontinuous Galerkin (DG) methods for discretization in space. For DG methods applied to the dual splitting projection…

Numerical Analysis · Mathematics 2017-10-25 Niklas Fehn , Wolfgang A. Wall , Martin Kronbichler

In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…

Numerical Analysis · Computer Science 2016-11-18 Peter Minev , Petr N. Vabishchevich

We consider nonlinear solvers for the incompressible, steady (or at a fixed time step for unsteady) Navier-Stokes equations in the setting where partial measurement data of the solution is available. The measurement data is…

Numerical Analysis · Mathematics 2024-01-15 Bosco Garcia-Archilla , Xuejian Li , Julia Novo , Leo Rebholz

For conventional smoothed particle hydrodynamics (SPH), obtaining the static solution of a problem is time-consuming. To address this drawback, we propose an efficient dynamic relaxation method by adding large artificial-viscosity-based…

Computational Engineering, Finance, and Science · Computer Science 2021-03-17 Yujie Zhu , Chi Zhang , Xiangyu Hu

In this article, we investigate an interacting particle system featuring random intensities, individual noise, and environmental noise, commonly referred to as stochastic point vortex model. The model serves as an approximation for the…

Probability · Mathematics 2024-02-06 Yufei Shao , Xianliang Zhao

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

We construct high-order semi-discrete-in-time and fully discrete (with Fourier-Galerkin in space) schemes for the incompressible Navier-Stokes equations with periodic boundary conditions, and carry out corresponding error analysis. The…

Numerical Analysis · Mathematics 2021-03-23 Fukeng Huang , Jie Shen

In this paper we consider a fully discrete numerical method for the unsteady Navier-Stokes equations on a smooth closed stationary surface in $\mathbb{R}^3$. We use the surface finite element method (SFEM) with a generalized Taylor-Hood…

Numerical Analysis · Mathematics 2025-12-03 Charles M. Elliott , Achilleas Mavrakis

We study linear stability of solutions to the Navier\textendash Stokes equations with stochastic viscosity. Specifically, we assume that the viscosity is given in the form of a~stochastic expansion. Stability analysis requires a solution of…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Howard C. Elman , Kookjin Lee , Randy Price

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

Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves

Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. Motivation for the development of such methods can be found, for instance, in the fields of chemical kinetics and…

Probability · Mathematics 2020-08-10 Viktor Reshniak , Abdul Khaliq , David Voss

In this paper, we consider numerical approximations for solving the micropolar Navier-Stokes (MNS) equations, that couples the Navier-Stokes equations and the angular momentum equation together. By combining the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-10-07 Xiaodi Zhang , Xiaonian Long

We construct a decoupled, first-order, fully discrete, and unconditionally energy stable scheme for the Cahn-Hilliard-Navier-Stokes equations. The scheme is divided into two main parts. The first part involves the calculation of the…

Numerical Analysis · Mathematics 2024-08-20 Haijun Gao , Xi Li , Minfu Feng