Higher order time discretization method for the stochastic Stokes equations with multiplicative noise

DOI10.1007/s10915-023-02375-3zbMath1528.65084arXiv2211.02757OpenAlexW4387909683MaRDI QIDQ6062795

Liet Vo

Publication date: 6 November 2023

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

Full work available at URL: https://arxiv.org/abs/2211.02757

zbMATH Keywords

error estimatesWiener processmixed finite element methodmultiplicative noiseMilstein schemestochastic Stokes equationsItô stochastic integral

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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 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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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