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Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations
被引:10
|作者:
Bessaih, Hakima
[1
]
Millet, Annie
[2
,3
]
机构:
[1] Florida Int Univ, Math & Stat Dept, 11200 SW 8th St, Miami, FL 33199 USA
[2] Univ Paris 1 Pantheon Sorbonne, EA 4543, SAMM, 90 Rue Tolbiac, F-75634 Paris, France
[3] Univ Paris 6 Paris 7, UMR 8001, Lab Probabilites Stat & Modelisat, Paris, France
来源:
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS
|
2022年
/
10卷
/
04期
关键词:
Stochastic Navier-Stokes equations;
Euler schemes;
Finite elements;
Strong convergence;
Implicit time discretization;
Exponential moments;
APPROXIMATIONS;
REGULARITY;
D O I:
10.1007/s40072-021-00217-7
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in L-2(Omega), and describe the rate of convergence for an H-1-valued initial condition. This refines previous results which only established the convergence in probability of these numerical approximations. Using exponential moment estimates of the solution of the stochastic Navier-Stokes equations and convergence of a localized scheme, we can prove strong convergence of this space-time approximation. The speed of the L-2(Omega)-convergence depends on the diffusion coefficient and on the viscosity parameter. In case of Scott-Vogelius mixed elements and for an additive noise, the convergence is polynomial.
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页码:1515 / 1558
页数:44
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