5 papers
Convergence of a fully discrete approximation for the stochastic 2D Euler equations with Kraichnan transport noise
Abhishek Chaudhary, Ujjwal Koley, Andreas Prohl
We study a fully discrete approximation theory for the two-dimensional incompressible Euler equations on , in vorticity form, driven by Kraichnan-type transport noi…
Error analysis for 3D Navier--Stokes equations with additive noise
Soumya Ranjan Behera, Dominic Breit, Abhishek Chaudhary
We consider the three-dimensional stochastic Navier--Stokes equations with additive stochastic forcing. We study temporal discretizations based on a semi-implicit Euler as well as…
A Higher Order Discretization for the Stochastic Navier--Stokes equations with additive Noise
L. Banas, D. Breit, A. Chaudhary +1
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 s…
Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
Abhishek Chaudhary
We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a…
Higher order numerical schemes for SPDEs with additive Noise
Abhishek Chaudhary, Andreas Prohl
We present high-order numerical schemes for linear stochastic heat and wave equations with Dirichlet boundary conditions, driven by additive noise. Standard Euler schemes for SPDEs…