3 papers
math.NA2026
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…
math.NA2025
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…
math.NA2025
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:…