Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations

被引:10
|
作者
Bessaih, Hakima [1 ]
Millet, Annie [2 ,3 ]
机构
[1] Florida Int Univ, Math & Stat Dept, 11200 SW 8th St, Miami, FL 33199 USA
[2] Univ Paris 1 Pantheon Sorbonne, EA 4543, SAMM, 90 Rue Tolbiac, F-75634 Paris, France
[3] Univ Paris 6 Paris 7, UMR 8001, Lab Probabilites Stat & Modelisat, Paris, France
关键词
Stochastic Navier-Stokes equations; Euler schemes; Finite elements; Strong convergence; Implicit time discretization; Exponential moments; APPROXIMATIONS; REGULARITY;
D O I
10.1007/s40072-021-00217-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in L-2(Omega), and describe the rate of convergence for an H-1-valued initial condition. This refines previous results which only established the convergence in probability of these numerical approximations. Using exponential moment estimates of the solution of the stochastic Navier-Stokes equations and convergence of a localized scheme, we can prove strong convergence of this space-time approximation. The speed of the L-2(Omega)-convergence depends on the diffusion coefficient and on the viscosity parameter. In case of Scott-Vogelius mixed elements and for an additive noise, the convergence is polynomial.
引用
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页码:1515 / 1558
页数:44
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