Strong $L^2$ convergence of time numerical schemes for the stochastic two-dimensional Navier–Stokes equations
DOI10.1093/imanum/dry058zbMath1496.65140arXiv1801.03548OpenAlexW2784215314MaRDI QIDQ5243266
Publication date: 18 November 2019
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.03548
strong convergencenumerical schemesstochastic Navier-Stokes equationsimplicit time discretizationsplitting schemeexponential moments
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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) (L^p)-limit theorems (60F25)
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