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

DOI10.1007/S40072-014-0041-7zbMATHOpenAlexMaRDI QIDQ487683FDO

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)

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

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)

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.

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Cited in

(26)

• 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
• Layer methods for stochastic Navier-Stokes equations using simplest characteristics
• Convergent finite element based discretization of a stochastic two‐phase flow model
• Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces
• Approximation of a stochastic two-phase flow model by a splitting-up method
• Rational points of varieties with ample cotangent bundle over function fields
• NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES
• Numerical analysis of fully discrete finite element methods for the stochastic Navier-Stokes equations with multiplicative noise
• Convergence for a splitting-up scheme for the 3D stochastic Navier-Stokes-\(\alpha\) model
• Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method
• Numerical ergodicity of two dimensional stochastic Navier-Stokes equations with Gaussian noise
• Semigroup splitting and cubature approximations for the stochastic Navier-Stokes equations
• Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic gray-Scott equations
• On strong solution to the 2D stochastic Ericksen-Leslie system: a Ginzburg-Landau approximation approach
• Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise
• On the rate of convergence of the 2-D stochastic Leray-\(\alpha \) model to the 2-D stochastic Navier-Stokes equations with multiplicative noise
• Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations
• Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations
• Exponential moments for numerical approximations of stochastic partial differential equations
• Optimal analysis of finite element methods for the stochastic Stokes equations
• Propriétés de descente des variétés à fibré cotangent ample
• Approximation of backward stochastic partial differential equations by a splitting-up method
• Splitting up method for 2D stochastic primitive equations with multiplicative noise
• Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise
• Analysis of Chorin-type projection methods for the stochastic Stokes equations with general multiplicative noise

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