Mean Square Temporal error estimates for the 2D stochastic Navier-Stokes equations with transport noise
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Publication:6437101
arXiv2305.10999MaRDI QIDQ6437101FDOQ6437101
Thamsanqa Castern Moyo, Andreas Prohl, D. Breit
Publication date: 18 May 2023
Abstract: We study the 2D Navier-Stokes equation with transport noise subject to periodic boundary conditions. Our main result is an error estimate for the time-discretisation showing a convergence rate of order (up to) 1/2. It holds with respect to mean square error convergence, whereas previously such a rate for the stochastic Navier-Stokes equations was only known with respect to convergence in probability. Our result is based on uniform-in-probability estimates for the continuous as well as the time-discrete solution exploiting the particular structure of the noise.
Has companion code repository: https://github.com/joernwichmann/nse-transport
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