DESCRIPTIONS, DISCRETIZATIONS, AND COMPARISONS OF TIME/SPACE COLORED AND WHITE NOISE FORCINGS OF THE NAVIER-STOKES EQUATIONS

被引:7
|
作者
Gunzburger, Max D. [1 ]
Zhao, Wenju [1 ,2 ]
机构
[1] Florida State Univ, Dept Sci Comp, Tallahassee, FL 32306 USA
[2] Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Guangdong, Peoples R China
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2019年 / 41卷 / 04期
关键词
stochastic Navier-Stokes equations; Galerkin finite element method; colored noise; white noise; FINITE-ELEMENT; CRANK-NICOLSON; DIFFERENTIAL-EQUATIONS; APPROXIMATION; DRIVEN;
D O I
10.1137/18M1218005
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We systematically consider the stochastic Navier-Stokes equations with temporal-spatial correlated and uncorrelated noises for given autocovariances. In particular, for temporal colored noise, random processes are used to characterize statistical properties instead of Karhunen-Loeve expansions in a temporal aspect. For each kind of temporal-spatial noises, we present detailed definitions and discussions of the noises and their properties. The proposed techniques are useful for general settings of partial differential equations with colored or white forcing. We then apply the discretized colored/white forcings to facilitate numerical experiments in the context of finite element discretizations and compare the efficiency and regularity features of the system resulting from the experiments.
引用
收藏
页码:A2579 / A2602
页数:24
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