Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations

DOI10.1007/S00211-021-01181-ZMaRDI QIDQ2662898zbMATH OpenOpenAlexFDO

Authors D. Breit, Alan Dodgson

Publication date 15 April 2021

Published in Numerische Mathematik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1906.11778

zbMATH Keywords

finite-element based space-time approximationstochastic Navier-Stokes equations

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Inverse problems for PDEs (35R30) 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) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Statistical solutions of Navier-Stokes and related equations (76D06) Stochastic analysis applied to problems in fluid mechanics (76M35)

Abstract: We study stochastic Navier-Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a cylindrical Wiener process. We establish convergence rates for a finite-element based space-time approximation with respect to convergence in probability (where the error is measure in the $L^{i}nft{y}_t{L}_x^{2}cap{L}_t^2{W}_x^{1,2}$-norm). Our main result provides linear convergence in space and convergence of order (almost) 1/2 in time. This improves earlier results from [E. Carelli, A. Prohl: Rates of convergence for discretizations of the stochastic incompressible Navier-Stokes equations. SIAM J. Numer. Anal. 50(5), 2467-2496. (2012)] where the convergence rate in time is only (almost) 1/4. Our approach is based on a careful analysis of the pressure function using a stochastic pressure decomposition.

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Cited in

(27)

• Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise
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