Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system
Eduard Feireisl, M\'aria Luk\'a\v{c}ov\'a-Medvid'ov\'a

TL;DR
This paper introduces a stochastic collocation finite volume method for solving the compressible Navier-Stokes equations, demonstrating convergence to a statistical solution under boundedness conditions using advanced probabilistic techniques.
Contribution
It develops a novel stochastic collocation approach combined with finite volume discretization and proves its convergence to a statistical solution of the Navier-Stokes system.
Findings
Convergence of the numerical solutions to a statistical solution.
Use of stochastic compactness and Skorokhod representation in analysis.
Boundedness in probability ensures convergence.
Abstract
We propose a stochastic collocation method based on the piecewise constant interpolation on the probability space combined with a finite volume method to solve the compressible Navier-Stokes system at the nodal points. We show convergence of numerical solutions to a statistical solution of the Navier-Stokes system on condition that the numerical solutions are bounded in probability. The analysis uses the stochastic compactness method based on the Skorokhod/Jakubowski representation theorem and the criterion of convergence in probability due to Gy\"ongy and Krylov.
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Taxonomy
TopicsStochastic processes and financial applications · Risk and Portfolio Optimization
