Optimally convergent mixed finite element methods for the stochastic Stokes equations

DOI10.1093/imanum/drab006zbMath1492.65022arXiv2005.03148OpenAlexW3138079072MaRDI QIDQ5077057

Liet Vo, Andreas Prohl, Xiaobing Feng

Publication date: 17 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.03148

zbMATH Keywords

error estimatesmixed finite element methodsWiener processinf-sup conditionpressure stabilizationHelmholtz decompositionmultiplicative noisestochastic Stokes equationsItô stochastic integral

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (6)

Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation ⋮ 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 ⋮ Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise ⋮ Optimal convergence analysis of a fully discrete scheme for the stochastic Stokes-Darcy equations

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