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dc.contributor.authorMilstein, G. N.en
dc.contributor.authorTretyakov, M. V.en
dc.date.accessioned2020-10-20T16:35:47Z-
dc.date.available2020-10-20T16:35:47Z-
dc.date.issued2016-
dc.identifier.citationMilstein G. N. Layer methods for stochastic Navier-Stokes equations using simplest characteristics / G. N. Milstein, M. V. Tretyakov. — DOI 10.1016/j.cam.2016.01.051 // Journal of Computational and Applied Mathematics. — 2016. — Iss. 302. — P. 1-23.en
dc.identifier.issn0377-0427-
dc.identifier.otherhttps://doi.org/10.1016/j.cam.2016.01.051pdf
dc.identifier.other1good_DOI
dc.identifier.other657626a5-23aa-46fc-b1f1-a769f8f705ecpure_uuid
dc.identifier.otherhttp://www.scopus.com/inward/record.url?partnerID=8YFLogxK&scp=84959359505m
dc.identifier.urihttp://elar.urfu.ru/handle/10995/92443-
dc.description.abstractWe propose and study a layer method for stochastic Navier-Stokes equations (SNSE) with spatial periodic boundary conditions and additive noise. The method is constructed using conditional probabilistic representations of solutions to SNSE and exploiting ideas of the weak sense numerical integration of stochastic differential equations. We prove some convergence results for the proposed method including its first mean-square order. Results of numerical experiments on two model problems are presented. © 2016 Elsevier B.V. All rights reserved.en
dc.description.sponsorshipMinistry of Education and Science of the Russian Federation: 2725en
dc.description.sponsorshipJP091142en
dc.description.sponsorshipGNM and MVT were partially supported by the Royal Society International Joint Project grant JP091142 . GNM was partially supported by the Ministry of Education and Science of Russian Federation Project 2725.en
dc.format.mimetypeapplication/pdfen
dc.language.isoenen
dc.publisherElsevieren
dc.rightsinfo:eu-repo/semantics/openAccessen
dc.sourceJournal of Computational and Applied Mathematicsen
dc.subject60H15en
dc.subject60H35en
dc.subjectMSC 65C30en
dc.subjectADDITIVE NOISEen
dc.subjectBOUNDARY CONDITIONSen
dc.subjectCONDENSERS (LIQUEFIERS)en
dc.subjectDIFFERENTIAL EQUATIONSen
dc.subjectNUMERICAL METHODSen
dc.subjectSTOCHASTIC SYSTEMSen
dc.subjectVISCOUS FLOWen
dc.subject60H15en
dc.subject60H35en
dc.subjectMSC 65C30en
dc.subjectNUMERICAL EXPERIMENTSen
dc.subjectNUMERICAL INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONSen
dc.subjectPERIODIC BOUNDARY CONDITIONSen
dc.subjectPROBABILISTIC REPRESENTATIONen
dc.subjectSTOCHASTIC NAVIER-STOKES EQUATIONSen
dc.subjectNAVIER STOKES EQUATIONSen
dc.titleLayer methods for stochastic Navier-Stokes equations using simplest characteristicsen
dc.typeArticleen
dc.typeinfo:eu-repo/semantics/articleen
dc.typeinfo:eu-repo/semantics/publishedVersionen
dc.identifier.doi10.1016/j.cam.2016.01.051-
dc.identifier.scopus84959359505-
local.affiliationUral Federal University, Lenin Str. 51, Ekaterinburg, 620083, Russian Federation
local.affiliationSchool of Mathematical Sciences, University of Nottingham, University Park, Nottingham, NG7 2RD, United Kingdom
local.contributor.employeeMilstein, G.N., Ural Federal University, Lenin Str. 51, Ekaterinburg, 620083, Russian Federation
local.contributor.employeeTretyakov, M.V., School of Mathematical Sciences, University of Nottingham, University Park, Nottingham, NG7 2RD, United Kingdom
local.description.firstpage1-
local.description.lastpage23-
local.issue302-
dc.identifier.wos000374601100001-
local.identifier.pure699260-
local.identifier.eid2-s2.0-84959359505-
local.identifier.wosWOS:000374601100001-
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