Splitting up method for the 2D stochastic Navier-Stokes equations

DOI10.1007/S40072-014-0041-7zbMATH Open1312.60080arXiv1309.5633OpenAlexW2072751278MaRDI QIDQ487683FDOQ487683

Authors: Hakima Bessaih, Zdzislaw Brzezniak, Annie Millet 

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: In this paper, we deal with the convergence of an iterative scheme for the 2-D stochastic Navier-Stokes Equations on the torus suggested by the Lie-Trotter product formulas for stochastic differential equations of parabolic type. The stochastic system is split into two problems which are simpler for numerical computations. An estimate of the approximation error is given either with periodic boundary conditions. In particular, we prove that the strong speed of the convergence in probability is almost $1/2$. This is shown by means of an $L^2(Omega,P)$ convergence localized on a set of arbitrary large probability. The assumptions on the diffusion coefficient depend on the fact that some multiple of the Laplace operator is present or not with the multiplicative stochastic term. Note that if one of the splitting steps only contains the stochastic integral, then the diffusion coefficient may not contain any gradient of the solution.

Full work available at URL: https://arxiv.org/abs/1309.5633

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zbMATH Keywords

strong convergencestochastic Navier-Stokes equationshydrodynamical modelssplitting up methods

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) 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)

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Cited In (23)

• Approximation of a stochastic two-phase flow model by a splitting-up method
• Numerical analysis of fully discrete finite element methods for the stochastic Navier-Stokes equations with multiplicative noise
• NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES
• Propriétés de descente des variétés à fibré cotangent ample
• Approximation of backward stochastic partial differential equations by a splitting-up method
• Layer methods for stochastic Navier-Stokes equations using simplest characteristics
• Convergent finite element based discretization of a stochastic two‐phase flow model
• Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method
• Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces
• Exponential moments for numerical approximations of stochastic partial differential equations
• On the rate of convergence of the 2-D stochastic Leray-\(\alpha \) model to the 2-D stochastic Navier-Stokes equations with multiplicative noise
• On strong solution to the 2D stochastic Ericksen-Leslie system: a Ginzburg-Landau approximation approach
• Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise
• Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic gray-Scott equations
• Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise
• Optimal analysis of finite element methods for the stochastic Stokes equations
• Semigroup splitting and cubature approximations for the stochastic Navier-Stokes equations
• Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations
• Numerical ergodicity of two dimensional stochastic Navier-Stokes equations with Gaussian noise
• Analysis of Chorin-type projection methods for the stochastic Stokes equations with general multiplicative noise
• Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations
• 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

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