2020
DOI: 10.1016/j.jcp.2020.109689
|View full text |Cite
|
Sign up to set email alerts
|

A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations

Abstract: A novel probabilistic scheme for solving the incompressible Navier-Stokes equations is studied, in which we approximate a generalized nonlinear Feyman-Kac formula. The velocity field is interpreted as the mean value of a stochastic process ruled by Forward-Backward Stochastic Differential Equations (FBSDEs) driven by Brownian motion. Following an approach by Delbaen, Qiu and Tang introduced in 2015, the pressure term is obtained from the velocity by solving a Poisson problem as computing the expectation of an … Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2020
2020
2022
2022

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
(1 citation statement)
references
References 66 publications
0
1
0
Order By: Relevance
“…We have formulated the problem in [28] first, then solved it in [29,30] for some specific function spaces and in two and three dimensions, respectively. The characterization in terms of forward-backward stochastic differential equations has also the advantage that it may allow to implement numerical methods, known for such systems (c.f for example, [31] and the recent work [32]).…”
Section: Forward-backward Stochastic Differential Systemsmentioning
confidence: 99%
“…We have formulated the problem in [28] first, then solved it in [29,30] for some specific function spaces and in two and three dimensions, respectively. The characterization in terms of forward-backward stochastic differential equations has also the advantage that it may allow to implement numerical methods, known for such systems (c.f for example, [31] and the recent work [32]).…”
Section: Forward-backward Stochastic Differential Systemsmentioning
confidence: 99%