A Higher Order Discretization for the Stochastic Navier--Stokes equations with additive Noise
Fuente:
arXiv
Guardado en:
| Autores principales: | , , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866915799717904384 |
|---|---|
| author | Banas, L. Breit, D. Chaudhary, A. Prohl, A. |
| author_facet | Banas, L. Breit, D. Chaudhary, A. Prohl, A. |
| contents | We propose a new higher-order time discretization scheme for the stochastic Navier--Stokes equations with additive noise, where its velocity and pressure approximates converge at strong rate $1.5$ in probability. The construction rests on its reformulation as a random PDE for the transform $y = u- ΦW$, and different higher order numerical quadrature rules for the diffusion and the drift part. The theoretical findings are supported by numerical simulations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_14268 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A Higher Order Discretization for the Stochastic Navier--Stokes equations with additive Noise Banas, L. Breit, D. Chaudhary, A. Prohl, A. Numerical Analysis Analysis of PDEs Probability We propose a new higher-order time discretization scheme for the stochastic Navier--Stokes equations with additive noise, where its velocity and pressure approximates converge at strong rate $1.5$ in probability. The construction rests on its reformulation as a random PDE for the transform $y = u- ΦW$, and different higher order numerical quadrature rules for the diffusion and the drift part. The theoretical findings are supported by numerical simulations. |
| title | A Higher Order Discretization for the Stochastic Navier--Stokes equations with additive Noise |
| topic | Numerical Analysis Analysis of PDEs Probability |
| url | https://arxiv.org/abs/2602.14268 |