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The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic…

We consider the Navier-Stokes-Fourier system governing the motion of a general compressible, heat conducting, Newtonian fluid driven by random initial/boundary data. Convergence of the stochastic collocation and Monte Carlo numerical…

数值分析 · 数学 2024-01-12 Eduard Feireisl , Maria Lukacova-Medvidova , Bangwei She , Yuhuan Yuan

In this paper we study the convergence rate of a finite volume approximation of the compressible Navier--Stokes--Fourier system. To this end we first show the local existence of a highly regular unique strong solution and analyse its global…

We study convergence of a finite volume scheme for the Navier-Stokes-Fourier system describing the motion of compressible viscous and heat conducting fluids. The numerical flux uses upwinding with an additional numerical diffusion of order…

数值分析 · 数学 2019-03-21 Eduard Feireisl , Maria Lukacova-Medvidova , Hana Mizerova , Bangwei She

A constructive numerical approximation of the two-dimensional unsteady stochastic Navier-Stokes equations of an incompressible fluid is proposed via a pseudo-compressibility technique involving a parameter $\epsilon$. Space and time are…

数值分析 · 数学 2022-05-02 Jad Doghman

We study random compressible viscous magnetohydrodynamic flows. Combining the Monte Carlo method with a deterministic finite volume method we solve the random system numerically. Quantitative error estimates including statistical and…

数值分析 · 数学 2024-10-24 Eduard Feireisl , Maria Lukacova-Medvidova , Bangwei She , Yuhuan Yuan

We propose a stochastic collocation method based on the piecewise constant interpolation on the probability space combined with a finite volume method to solve the compressible Navier-Stokes system at the nodal points. We show convergence…

数值分析 · 数学 2021-11-16 Eduard Feireisl , Mária Lukáčová-Medvid'ová

We show several results on convergence of the Monte Carlo method applied to consistent approximations of the isentropic Euler system of gas dynamics with uncertain initial data. Our method is based on combination of several new concepts. We…

We present a velocity-based Monte Carlo fluid solver that overcomes the limitations of its existing vorticity-based counterpart. Because the velocity-based formulation is more commonly used in graphics, our Monte Carlo solver can be readily…

图形学 · 计算机科学 2024-05-01 Ryusuke Sugimoto , Christopher Batty , Toshiya Hachisuka

We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…

偏微分方程分析 · 数学 2022-08-24 Eduard Feireisl

We study convergence of a finite volume scheme for the compressible (barotropic) Navier--Stokes system. First we prove the energy stability and consistency of the scheme and show that the numerical solutions generate a dissipative…

数值分析 · 数学 2019-04-23 Eduard Feireisl , Maria Lukacova-Medvidova , Hana Mizerova , Bangwei She

We prove strong convergence of an upwind-type finite volume method to a weak solution of the Navier-Stokes-Fourier system with the Dirichlet boundary conditions. The limit solution satisfies a weak form of the mass and momentum equations,…

数值分析 · 数学 2026-03-24 Eduard Feireisl , Maria Lukacova-Medvidova , Bangwei She , Yuhuan Yuan

We study the convergence and error estimates of a finite volume method for the compressible Navier-Stokes-Fourier system with Dirichlet boundary conditions. Physical fluid domain is typically smooth and needs to be approximated by a…

数值分析 · 数学 2023-08-08 Maria Lukacova-Medvidova , Bangwei She , Yuhuan Yuan

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…

数值分析 · 数学 2021-07-14 Pratyuksh Bansal

We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…

偏微分方程分析 · 数学 2017-10-31 Dominic Breit , Eduard Feireisl

We study the motion of the steady compressible heat conducting viscous fluid in a bounded three dimensional domain governed by the compressible Navier-Stokes-Fourier system. Our main result is the existence of a weak solution to these…

偏微分方程分析 · 数学 2007-09-24 Piotr B. Mucha , Milan Pokorny

We consider the homogenization of the compressible Navier-Stokes-Fourier equations in a randomly perforated domain in $\mathbb{R}^3$. Assuming that the particle size scales like $\varepsilon^\alpha$, where $\varepsilon>0$ is their mutual…

偏微分方程分析 · 数学 2022-04-13 Florian Oschmann

We consider the inverse problem of estimating the initial condition of a partial differential equation, which is only observed through noisy measurements at discrete time intervals. In particular, we focus on the case where Eulerian…

统计计算 · 统计学 2013-07-24 Nikolas Kantas , Alexandros Beskos , Ajay Jasra

The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using a discrete space--time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…

高能物理 - 格点 · 物理学 2009-01-14 P. Düben , D. Homeier , K. Jansen , D. Mesterhazy , G. Münster , C. Urbach

We propose efficient numerical algorithms for approximating statistical solutions of scalar conservation laws. The proposed algorithms combine finite volume spatio-temporal approximations with Monte Carlo and multi-level Monte Carlo…

数值分析 · 数学 2017-11-01 Ulrik Skre Fjordholm , Kjetil Lye , Siddhartha Mishra
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