Numerical analysis of two-dimensional Navier–Stokes equations with additive stochastic forcing

Dominic Breit, Andreas Prohl

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)
7 Downloads (Pure)

Abstract

We propose and study a temporal and a spatio-temporal discretisation of the two-dimensional stochastic Navier-Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the related nonlinear random partial differential equation, which is solved by a transform of the solution of the stochastic Navier-Stokes equations. We show a strong rate (up to) in probability for a corresponding discretisation in space and time (and space-time).

Original languageEnglish
Pages (from-to)1391-1421
Number of pages31
JournalIMA Journal of Numerical Analysis
Volume43
Issue number3
Early online date29 Jun 2022
DOIs
Publication statusPublished - May 2023

Keywords

  • convergence rates
  • error in probability
  • space-time discretisation
  • stochastic Navier-Stokes equations

ASJC Scopus subject areas

  • Mathematics(all)
  • Computational Mathematics
  • Applied Mathematics

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