Strong $L^2$ convergence of time numerical schemes for the stochastic two-dimensional Navier–Stokes equations

DOI10.1093/imanum/dry058zbMath1496.65140arXiv1801.03548OpenAlexW2784215314MaRDI QIDQ5243266

Annie Millet, Hakima Bessaih

Publication date: 18 November 2019

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

Full work available at URL: https://arxiv.org/abs/1801.03548

zbMATH Keywords

strong convergencenumerical schemesstochastic Navier-Stokes equationsimplicit time discretizationsplitting schemeexponential moments

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) (L^p)-limit theorems (60F25)

Related Items (8)

Numerical analysis of fully discrete finite element methods for the stochastic Navier-Stokes equations with multiplicative noise ⋮ Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations ⋮ Analysis of Chorin-type projection methods for the stochastic Stokes equations with general multiplicative noise ⋮ Point vortex approximation for 2D Navier-Stokes equations driven by space-time white noise ⋮ Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise ⋮ Strong \(L^2\) convergence of time Euler schemes for stochastic 3D Brinkman-Forchheimer-Navier-Stokes equations ⋮ Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations ⋮ Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise

This page was built for publication: Strong $L^2$ convergence of time numerical schemes for the stochastic two-dimensional Navier–Stokes equations