Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation

DOI10.1137/100819436zbMath1262.60065OpenAlexW1983172769WikidataQ59225674 ScholiaQ59225674MaRDI QIDQ4907144

Erika Hausenblas, Andreas Prohl, Erich Carelli

Publication date: 4 March 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/08cbb7a23ce2d124b6ed1b9b678e4f8401b1a92f

zbMATH Keywords

error analysisoptimal convergencetime-splitting methodsdiscretisation of stochastic partial differential equationsstochastic incompressible time-dependent Stokes equation

Mathematics Subject Classification ID

Stokes and related (Oseen, etc.) flows (76D07) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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