Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise

DOI10.1007/s10915-021-01546-4zbMath1491.65092arXiv1905.03289OpenAlexW3174022339MaRDI QIDQ2049078

Xiaobing Feng, Hailong Qiu

Publication date: 24 August 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.03289

zbMATH Keywords

error estimatesmixed finite element methodsWiener processinf-sup conditionmultiplicative noisestochastic Stokes equationsItô stochastic integral

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Error bounds for boundary value problems involving PDEs (65N15) Stokes and related (Oseen, etc.) flows (76D07) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (5)

Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations ⋮ Higher order time discretization method for the stochastic Stokes equations with multiplicative noise ⋮ Temporal regularity of symmetric stochastic \(p\)-Stokes systems ⋮ Analysis of Chorin-type projection methods for the stochastic Stokes equations with general multiplicative noise ⋮ Optimal convergence analysis of a fully discrete scheme for the stochastic Stokes-Darcy equations

Uses Software

• UMFPACK
• FreeFem++

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