Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations
From MaRDI portal
Publication:2093323
Euler schemesexponential momentsfinite elements methodimplicit time discretizationstochastic Navier-Stokes equationsstrong convergence
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) Statistical solutions of Navier-Stokes and related equations (76D06) Stochastic analysis applied to problems in fluid mechanics (76M35)
Abstract: 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 , and describe the rate of convergence for an -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 -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.
Recommendations
- Strong \(L^2\) convergence of time numerical schemes for the stochastic two-dimensional Navier-Stokes equations
- Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise
- Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations
- Rates of convergence for discretizations of the stochastic incompressible Navier-Stokes equations
- Strong \(L^2\) convergence of time Euler schemes for stochastic 3D Brinkman-Forchheimer-Navier-Stokes equations
Cites work
- A new family of stable mixed finite elements for the 3D Stokes equations
- Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
- Existence and regularity of the pressure for the stochastic Navier-Stokes equations
- Finite Element Approximation of the Nonstationary Navier–Stokes Problem. I. Regularity of Solutions and Second-Order Error Estimates for Spatial Discretization
- Finite-element-based discretizations of the incompressible Navier-Stokes equations with multiplicative random forcing
- Galerkin approximation and the strong solution of the Navier-Stokes equation
- Galerkin approximations for the stochastic Burgers equation
- scientific article; zbMATH DE number 3932617 (Why is no real title available?)
- scientific article; zbMATH DE number 3663609 (Why is no real title available?)
- scientific article; zbMATH DE number 503097 (Why is no real title available?)
- On the discretization in time of parabolic stochastic partial differential equations
- Rates of convergence for discretizations of the stochastic incompressible Navier-Stokes equations
- Semigroup splitting and cubature approximations for the stochastic Navier-Stokes equations
- Splitting up method for the 2D stochastic Navier-Stokes equations
- Stochastic 2D hydrodynamical type systems: well posedness and large deviations
- Stochastic Equations in Infinite Dimensions
- Strong \(L^2\) convergence of time numerical schemes for the stochastic two-dimensional Navier-Stokes equations
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations
- The finite element method of a Euler scheme for stochastic Navier-Stokes equations involving the turbulent component
Cited in
(21)- Strong \(L^2\) convergence of time Euler schemes for stochastic 3D Brinkman-Forchheimer-Navier-Stokes equations
- Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations
- Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method
- Time discrete approximation of weak solutions to stochastic equations of geophysical fluid dynamics and applications
- Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations
- Finite-element-based discretizations of the incompressible Navier-Stokes equations with multiplicative random forcing
- The finite element method of a Euler scheme for stochastic Navier-Stokes equations involving the turbulent component
- On an approximation of 2-D stochastic Navier-Stokes equations
- Time discretization of ornsteinuhlenbeck equations and stochastic navier-stokes equations with a generalized noise
- Rates of convergence for discretizations of the stochastic incompressible Navier-Stokes equations
- Mean-square approximation of Navier-Stokes equations with additive noise in vorticity-velocity formulation
- Strong \(L^2\) convergence of time numerical schemes for the stochastic two-dimensional Navier-Stokes equations
- Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise
- A splitting semi-implicit Euler method for stochastic incompressible Euler equations on 𝕋2
- Space-time approximation of local strong solutions to the 3D stochastic Navier-Stokes equations
- High moment and pathwise error estimates for fully discrete mixed finite element approximations of stochastic Navier-Stokes equations with additive noise
- Error analysis for 2D stochastic Navier-Stokes equations in bounded domains with Dirichlet data
- Optimal analysis of finite element methods for the stochastic Stokes equations
- Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm
- Nonlinear SPDEs and maximal regularity: an extended survey
- Rate of convergence of a semi-implicit time Euler scheme for a 2D Bénard-Boussinesq model
This page was built for publication: Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2093323)
