Strong L^2 convergence of time numerical schemes for the stochastic two-dimensional Navier-Stokes equations
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Strong \(L^2\) convergence of time numerical schemes for the stochastic two-dimensional Navier-Stokes equations
Strong \(L^2\) convergence of time numerical schemes for the stochastic two-dimensional Navier-Stokes equations
exponential momentsimplicit time discretizationnumerical schemessplitting schemestochastic Navier-Stokes equationsstrong convergence
(L^p)-limit theorems (60F25) 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)
Abstract: We prove that some discretization schemes for the 2D Navier-Stokes equations subject to a random perturbation converge in . 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 NS equations and convergence of a localized scheme, we can prove strong convergence of fully implicit and semi-implicit time Euler discretizations, and of a splitting scheme. The speed of the -convergence depends on the diffusion coefficient and on the viscosity parameter.
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