A splitting semi-implicit Euler method for stochastic incompressible Euler equations on 𝕋2

DOI10.1093/IMANUM/DRAC054arXiv2102.01482OpenAlexW4306318282MaRDI QIDQ6190815FDOQ6190815

Authors: Jialin Hong, Derui Sheng, Tau Zhou 

Publication date: 6 February 2024

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Abstract: The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical approximations for SEEs have been developed, as far as we know, none of them include that of stochastic incompressible Euler equations. To bridge this gap, this paper proposes and analyses a splitting semi-implicit method in temporal direction for stochastic incompressible Euler equations on torus $mathbb{T}^2$ driven by an additive noise. By a Galerkin approximation and the fixed point technique, we establish the unique solvability of the proposed method. Based on the regularity estimates of both exact and numerical solutions, we measure the error in $L^2(mathbb{T}^2)$ and show that the pathwise convergence order is nearly $frac12$ and the convergence order in probability is almost $1$.

Full work available at URL: https://arxiv.org/abs/2102.01482

zbMATH Keywords

convergence ordersplitting semi-implicit Euler methodstochastic incompressible Euler equation

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Fluid-solid interactions (including aero- and hydro-elasticity, porosity, etc.) (74F10)

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