Skip to main content
Top
Published in: Journal of Scientific Computing 2/2016

29-05-2015

Stochastic Steady-State Navier–Stokes Equations with Additive Random Noise

Authors: Max D. Gunzburger, Lisheng Hou, Ju Ming

Published in: Journal of Scientific Computing | Issue 2/2016

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In this paper we investigate mathematically and numerically the two-dimensional stochastic steady-state incompressible Navier–Stokes equations with an additive random noise represented by a series in terms of truncated standard normal random variables and orthogonal basis functions. The existence and uniqueness of solutions are established. A statistical error estimate for the finite element methods is derived. A computational approach involving eigen-bases for a stochastic elliptic system is discussed and results of numerical tests are presented to validate the method.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Quarteroni, A., Valli, A.: Numerical Approximation of Partial Differential Equations, Springer Series Computational Mathematics, vol. 23. Springer, Berlin (1994) Quarteroni, A., Valli, A.: Numerical Approximation of Partial Differential Equations, Springer Series Computational Mathematics, vol. 23. Springer, Berlin (1994)
2.
go back to reference Allen, E.J., Novosel, S.J., Zhang, Z.: Finite element and difference approximation of some linear stochastic partial differential equations. Stoch. Rep. 64, 117–142 (1998)CrossRefMathSciNetMATH Allen, E.J., Novosel, S.J., Zhang, Z.: Finite element and difference approximation of some linear stochastic partial differential equations. Stoch. Rep. 64, 117–142 (1998)CrossRefMathSciNetMATH
3.
go back to reference Alós, E., Bonaccorsi, S.: Stochastic partial differential equations with Dirichlet white-noise boundary conditions. Ann. I. H. Poincaré 38, 152–154 (2002) Alós, E., Bonaccorsi, S.: Stochastic partial differential equations with Dirichlet white-noise boundary conditions. Ann. I. H. Poincaré 38, 152–154 (2002)
4.
go back to reference Babuška, I., Nobile, F., Tempone, R.: A stochastic collocation method for elliptic partical differentical equations with random input data. SIAM J. Numer. Anal. 45(3), 1005–1034 (2007)CrossRefMathSciNetMATH Babuška, I., Nobile, F., Tempone, R.: A stochastic collocation method for elliptic partical differentical equations with random input data. SIAM J. Numer. Anal. 45(3), 1005–1034 (2007)CrossRefMathSciNetMATH
5.
go back to reference Barr, D.R., Sherrill, E.T.: Mean and variance of truncated normal distributions. Am. Stat. 53, 357–361 (1999) Barr, D.R., Sherrill, E.T.: Mean and variance of truncated normal distributions. Am. Stat. 53, 357–361 (1999)
7.
go back to reference Carmona, R., Rozovskii, B.: Stochastic Partial Differential Equations: Six Perspectives. AMS, Providence (1999)CrossRefMATH Carmona, R., Rozovskii, B.: Stochastic Partial Differential Equations: Six Perspectives. AMS, Providence (1999)CrossRefMATH
8.
go back to reference Chandrasekhar, S.: Stochastic, Statistical and Hydromagnetic Problems in Physics and Astronomy, Selected Papers, vol. 3. University of Chicago Press, Chicago (1989) Chandrasekhar, S.: Stochastic, Statistical and Hydromagnetic Problems in Physics and Astronomy, Selected Papers, vol. 3. University of Chicago Press, Chicago (1989)
9.
go back to reference Chueshov, I., Kuksinb, S.: Stochastic 3D Navier–Stokes equations in a thin domain and its \(\alpha \)-approximation. Phys. D Nonlinear Phenom. 237(10–12), 1352–1367 (2008)CrossRefMATH Chueshov, I., Kuksinb, S.: Stochastic 3D Navier–Stokes equations in a thin domain and its \(\alpha \)-approximation. Phys. D Nonlinear Phenom. 237(10–12), 1352–1367 (2008)CrossRefMATH
10.
go back to reference Cohen, A.: On estimating the mean and standard deviation of truncated normal distributions. J. Am. Stat. Assoc. 44, 518–525 (1949)CrossRefMATH Cohen, A.: On estimating the mean and standard deviation of truncated normal distributions. J. Am. Stat. Assoc. 44, 518–525 (1949)CrossRefMATH
11.
go back to reference Du, Q., Zhang, T.: Numerical approximation of some linear stochastic partial differential equations dirven by special additive noises. SIAM J. Numer. Anal. 40(4), 1421–1445 (2002)CrossRefMathSciNetMATH Du, Q., Zhang, T.: Numerical approximation of some linear stochastic partial differential equations dirven by special additive noises. SIAM J. Numer. Anal. 40(4), 1421–1445 (2002)CrossRefMathSciNetMATH
12.
go back to reference Flandoli, F., Gatarek, D.: Martingale and stationary solutions for the stochastic Navier–Stokes equation. Probab. Theory Relat. Fields 102, 367–391 (1995)CrossRefMathSciNetMATH Flandoli, F., Gatarek, D.: Martingale and stationary solutions for the stochastic Navier–Stokes equation. Probab. Theory Relat. Fields 102, 367–391 (1995)CrossRefMathSciNetMATH
13.
go back to reference Flandoli, F., Schmalfuss, B.: Random attractors for the 3d stochastic Navier–Stokes equation with multiplicative white noise. Stoch. Stoch. Rep. 59(1–2), 21–45 (1996)CrossRefMathSciNetMATH Flandoli, F., Schmalfuss, B.: Random attractors for the 3d stochastic Navier–Stokes equation with multiplicative white noise. Stoch. Stoch. Rep. 59(1–2), 21–45 (1996)CrossRefMathSciNetMATH
14.
go back to reference Flandoli, F., Maslowski, B.: Ergodicity of the 2-D Navier–Stokes equation under random perturbations. Commun. Math. Phys. 172(1), 119–141 (1995)CrossRefMathSciNetMATH Flandoli, F., Maslowski, B.: Ergodicity of the 2-D Navier–Stokes equation under random perturbations. Commun. Math. Phys. 172(1), 119–141 (1995)CrossRefMathSciNetMATH
15.
go back to reference Ghanem, R., Spanos, P.D.: Stochastic Finite Elements: A Spectral Approach, Revised Edition. Dover, New York (2003) Ghanem, R., Spanos, P.D.: Stochastic Finite Elements: A Spectral Approach, Revised Edition. Dover, New York (2003)
16.
go back to reference Girault, V., Raviart, P.-A.: Finite Element methods for Navier-Stokes Equations. Springer, Berlin (1986)CrossRefMATH Girault, V., Raviart, P.-A.: Finite Element methods for Navier-Stokes Equations. Springer, Berlin (1986)CrossRefMATH
17.
go back to reference Hairer, M., Mattingly, J.: Ergodicity of the 2D Navier–Stokes equations with degenerate stochastic forcing. Ann. Math. 164, 993–1032 (2006)CrossRefMathSciNetMATH Hairer, M., Mattingly, J.: Ergodicity of the 2D Navier–Stokes equations with degenerate stochastic forcing. Ann. Math. 164, 993–1032 (2006)CrossRefMathSciNetMATH
18.
go back to reference Halperin, M.: Estimation in the truncated normal distribution. J. Am. Stat. Assoc. 47, 457–465 (1952)CrossRefMATH Halperin, M.: Estimation in the truncated normal distribution. J. Am. Stat. Assoc. 47, 457–465 (1952)CrossRefMATH
19.
go back to reference Holden, H., Oksendal, B., Uboe, J., Zhang, T.: Stochastic Partial Differential Equations: A Modeling, White Noise Approach. Birkhäuser, Boston (1996)CrossRefMATH Holden, H., Oksendal, B., Uboe, J., Zhang, T.: Stochastic Partial Differential Equations: A Modeling, White Noise Approach. Birkhäuser, Boston (1996)CrossRefMATH
20.
go back to reference Hou, T.Y., Luo, W., Rozovskii, B., Zhou, H.: Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics. J. Comput. Phys. 216, 687–706 (2006)CrossRefMathSciNetMATH Hou, T.Y., Luo, W., Rozovskii, B., Zhou, H.: Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics. J. Comput. Phys. 216, 687–706 (2006)CrossRefMathSciNetMATH
21.
go back to reference Jentzen, A., Kloden, P.E.: Overcoming the order barrier in the numerical approxiamtion of stochastic partial differential equations with additive space-time noise. Proc. R. Soc. Lond. Ser. A 465(2102), 687–706 (2009)CrossRef Jentzen, A., Kloden, P.E.: Overcoming the order barrier in the numerical approxiamtion of stochastic partial differential equations with additive space-time noise. Proc. R. Soc. Lond. Ser. A 465(2102), 687–706 (2009)CrossRef
22.
go back to reference Johnson, N.L., Kotz, S., Balakrishnan, N.: Continuous Univariate Distributions, vol. 1. Wiley, London (1994)MATH Johnson, N.L., Kotz, S., Balakrishnan, N.: Continuous Univariate Distributions, vol. 1. Wiley, London (1994)MATH
23.
go back to reference Kallianpur, G., Xiong, J.: Stochastic differential equations in infinite dimensional spaces, Institute of Math. Statist. Lecture Notes|Monograph Series, Hayward, California, (1995) Kallianpur, G., Xiong, J.: Stochastic differential equations in infinite dimensional spaces, Institute of Math. Statist. Lecture Notes|Monograph Series, Hayward, California, (1995)
24.
go back to reference Keller, P.: Stochastic Ordinary and Stochastic Partial Differential Equations. Springer, New York (2008) Keller, P.: Stochastic Ordinary and Stochastic Partial Differential Equations. Springer, New York (2008)
25.
go back to reference Kuksin, S., Shirikyan, A.: Ergodicity for the randomly forced 2D Navier–Stokes equations. Math. Phys. Anal. Geom. 4(2), 147–195 (2001)CrossRefMathSciNetMATH Kuksin, S., Shirikyan, A.: Ergodicity for the randomly forced 2D Navier–Stokes equations. Math. Phys. Anal. Geom. 4(2), 147–195 (2001)CrossRefMathSciNetMATH
26.
go back to reference Krylov, N.V., Rozovskii, B.L.: Stochastic partial differential equations and diffusion processes. Russ. Math. Surv. 37(6), 81–105 (1982)CrossRefMathSciNetMATH Krylov, N.V., Rozovskii, B.L.: Stochastic partial differential equations and diffusion processes. Russ. Math. Surv. 37(6), 81–105 (1982)CrossRefMathSciNetMATH
27.
go back to reference Lions, P., Souganidis, P.: Fully nonlinear stochastic pde with semilinear stochastic dependence. C. R. Acad. Sci. Paris Sér. I Math. 331(8), 617–624 (2000)CrossRefMathSciNetMATH Lions, P., Souganidis, P.: Fully nonlinear stochastic pde with semilinear stochastic dependence. C. R. Acad. Sci. Paris Sér. I Math. 331(8), 617–624 (2000)CrossRefMathSciNetMATH
28.
go back to reference Gunzburger, M.: Finite Element Methods for Viscous Incompressible Flows: A Guide to Theory, Practice, and Algorithms. Academic Press, Boston (1989)MATH Gunzburger, M.: Finite Element Methods for Viscous Incompressible Flows: A Guide to Theory, Practice, and Algorithms. Academic Press, Boston (1989)MATH
29.
go back to reference Gunzburger, M., Peterson, J.: On conforming finite element methods for the inhomogeneous stationary Navier–Stokes equations. Numerische Mathematik 42(2), 173–194 (1983)CrossRefMathSciNetMATH Gunzburger, M., Peterson, J.: On conforming finite element methods for the inhomogeneous stationary Navier–Stokes equations. Numerische Mathematik 42(2), 173–194 (1983)CrossRefMathSciNetMATH
31.
go back to reference Novikov, E.A.: Functionals and random force method in turbulence theory. Sov. Phys. JETP 20, 1290–1294 (1965) Novikov, E.A.: Functionals and random force method in turbulence theory. Sov. Phys. JETP 20, 1290–1294 (1965)
32.
go back to reference Pratoa, G.D., Debusscheb, A.: Dynamic programming for the stochastic Navier–Stokes equations. Math. Model. Numer. Anal 34(2), 459–475 (2000)CrossRefMathSciNet Pratoa, G.D., Debusscheb, A.: Dynamic programming for the stochastic Navier–Stokes equations. Math. Model. Numer. Anal 34(2), 459–475 (2000)CrossRefMathSciNet
33.
go back to reference Pratoa, G.D., Debusscheb, A.: Two dimensional Navier–Stokes equations driven by a space-time white noise. J. Funct. Anal. 196(1), 180–210 (2002)CrossRefMathSciNet Pratoa, G.D., Debusscheb, A.: Two dimensional Navier–Stokes equations driven by a space-time white noise. J. Funct. Anal. 196(1), 180–210 (2002)CrossRefMathSciNet
34.
go back to reference Pratoa, G.D., Debusscheb, A.: Ergodicity for the 3D stochastic Navier–Stokes equations. J. Math. Pure Appl. 82(8), 877–947 (2003)CrossRef Pratoa, G.D., Debusscheb, A.: Ergodicity for the 3D stochastic Navier–Stokes equations. J. Math. Pure Appl. 82(8), 877–947 (2003)CrossRef
35.
go back to reference Powell, C.E., Silvester, D.J.: Preconditioning steady-state Navier–Stokes equations with random data. SIAM J. Sci. Comput. 34(5), 2482–2506 (2012)CrossRefMathSciNet Powell, C.E., Silvester, D.J.: Preconditioning steady-state Navier–Stokes equations with random data. SIAM J. Sci. Comput. 34(5), 2482–2506 (2012)CrossRefMathSciNet
36.
go back to reference Temam, R.: Navier–Stokes Equations, Theroy and Numerical Analysis. AMS, Chelsea (2001) Temam, R.: Navier–Stokes Equations, Theroy and Numerical Analysis. AMS, Chelsea (2001)
37.
go back to reference Walsh, J.B.: An introduction to stochastic partial differential equations. Ecole d’Ete de Probabilites de Saint Flour XIV, Lecture Notes in Mathematics 1180, 265–438 (1998) Walsh, J.B.: An introduction to stochastic partial differential equations. Ecole d’Ete de Probabilites de Saint Flour XIV, Lecture Notes in Mathematics 1180, 265–438 (1998)
Metadata
Title
Stochastic Steady-State Navier–Stokes Equations with Additive Random Noise
Authors
Max D. Gunzburger
Lisheng Hou
Ju Ming
Publication date
29-05-2015
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 2/2016
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-015-0039-y

Other articles of this Issue 2/2016

Journal of Scientific Computing 2/2016 Go to the issue

Premium Partner