3 citations · 4 across the 3 of their papers we have counts for
3 papers
math.NA2018★ 3 cited
Approximation of deterministic and stochastic Navier-Stokes equations in vorticity-velocity formulation
G. N. Milstein, M. V. Tretyakov
We consider a time discretization of incompressible Navier-Stokes equations with spatial periodic boundary conditions in the vorticity-velocity formulation. The approximation is ba…
math.NA2013★ 1 cited
Layer methods for Navier-Stokes equations with additive noise
G. N. Milstein, M. V. Tretyakov
We propose and study a number of layer methods for stochastic Navier-Stokes equations (SNSE) with spatial periodic boundary conditions and additive noise. The methods are construct…
math.PR2013
Uniform approximation of the Cox-Ingersoll-Ross process
Grigori N. Milstein, John Schoenmakers
The Doss-Sussmann (DS) approach is used for uniform simulation of the Cox-Ingersoll-Ross (CIR) process. The DS formalism allows to express trajectories of the CIR process through s…