关于由时空白噪声驱动的Navier-Stokes方程的隐格式问题的研究(英文)  

Implicit Scheme for Navier-Stokes Equations Driven by Space-time White Noise

作　　者：卢俊香[1] 薛红[1] 

机构地区：[1]西安工程大学理学院,西安710048

出　　处：《工程数学学报》2012年第3期469-474,共6页Chinese Journal of Engineering Mathematics

基　　金：The National Natural Science Foundation of China(11126311);the Science Foundation for Youths of Shanxi Province(2010JQ1016);the Science Research Foundation of Department of Education of Shaanxi Province(2010JK560)

摘　　要：本文主要给出由时空白噪声驱动的Navier-Stokes方程的隐式逼近,并利用Malliavin微积分,讨论了隐式逼近的收敛率问题.The paper concerns the implicit approximation scheme for incompressible Navier-Stokes equations driven by space-time white noise. By using the Malliavin calculus, the rate of convergence for the implicit approximation scheme is derived.

关 键 词：BROWNIAN运动 隐式逼近 随机NAVIER-STOKES方程 

分 类 号：O241.5[理学—计算数学] O242.4[理学—数学]