The approximation of a Crank-Nicolson scheme for the stochastic Navier-Stokes equations

DOI10.1016/j.cam.2008.06.013zbMath1156.76020OpenAlexW2149278020MaRDI QIDQ1003995

Wei Wang, Xiao-Yuan Yang, Yuan-Yuan Duan

Publication date: 2 March 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.06.013

zbMATH Keywords

error estimatesWiener processItô integralwhite noise

Mathematics Subject Classification ID

Finite difference methods applied to problems in fluid mechanics (76M20) Navier-Stokes equations (35Q30) Statistical solutions of Navier-Stokes and related equations (76D06)

Related Items (6)

Error estimates of finite element methods for fractional stochastic Navier-Stokes equations ⋮ A new linearly extrapolated Crank-Nicolson time-stepping scheme for the Navier-Stokes equations ⋮ Numerical ergodicity of two dimensional stochastic Navier-Stokes equations with Gaussian noise ⋮ A Crank-Nicolson discontinuous Galerkin pressure-projection method for the hydrodynamic and sediment transport model ⋮ Descriptions, Discretizations, and Comparisons of Time/Space Colored and White Noise Forcings of the Navier--Stokes Equations ⋮ Unconditional convergence and optimal \(L^2\) error estimates of the Crank-Nicolson extrapolation FEM for the nonstationary Navier-Stokes equations

Cites Work

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• Statistical study of Navier-Stokes equations. I
• Equations stochastiques du type Navier-Stokes
• On the approximation of stochastic partial differential equations II
• Time-discretised Galerkin approximations of parabolic stochastic PDE's
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• Stochastic Navier-Stokes equations

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