Error Analysis for 2D Stochastic Navier–Stokes Equations in Bounded Domains with Dirichlet Data

Dominic Breit*, Andreas Prohl

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)
28 Downloads (Pure)

Abstract

We study a finite-element based space-time discretisation for the 2D stochastic Navier–Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to convergence in probability, that is convergence of order (almost) 1/2 in time and 1 in space. This was previously only known in the space-periodic case, where higher order energy estimates for any given (deterministic) time are available. In contrast to this, estimates in the Dirichlet-case are only known for a (possibly large) stopping time. We overcome this problem by introducing an approach based on discrete stopping times. This replaces the localised estimates (with respect to the sample space) from earlier contributions.

Original languageEnglish
Pages (from-to)1643-1672
Number of pages30
JournalFoundations of Computational Mathematics
Volume24
Issue number5
Early online date26 Oct 2023
DOIs
Publication statusPublished - Oct 2024

Keywords

  • Convergence rates
  • Error analysis
  • Space-time discretisation
  • Stochastic Navier–Stokes equations

ASJC Scopus subject areas

  • Analysis
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'Error Analysis for 2D Stochastic Navier–Stokes Equations in Bounded Domains with Dirichlet Data'. Together they form a unique fingerprint.

Cite this