Abstract
We propose and study a number of layer methods for Navier‒Stokes equations (NSEs) with spatial periodic boundary conditions. The methods are constructed using probabilistic representations of solutions to NSEs and exploiting ideas of the weak sense numerical integration of stochastic differential equations. Despite their probabilistic nature, the layer methods are nevertheless deterministic.
Citation
G. N. Milstein. M. V. Tretyakov. "Probabilistic methods for the incompressible Navier‒Stokes equations with space periodic conditions." Adv. in Appl. Probab. 45 (3) 742 - 772, September 2013. https://doi.org/10.1239/aap/1377868537
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