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…
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…
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…
Numerical analysis of the stochastic Navier-Stokes equations
Dominic Breit, Andreas Prohl, Jörn Wichmann
The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation:…
Finite element approximations of the stochastic mean curvature flow of planar curves of graphs
Xiaobing Feng, Yukun Li, Andreas Prohl
This paper develops and analyzes a semi-discrete and a fully discrete finite element method for a one-dimensional quasilinear parabolic stochastic partial differential equation (SP…