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

Dominic Breit; Andreas Prohl

doi:10.1093/imanum/drac023

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

Dominic Breit, Andreas Prohl

School of Mathematical & Computer Sciences

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

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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 language	English
Pages (from-to)	1391-1421
Number of pages	31
Journal	IMA Journal of Numerical Analysis
Volume	43
Issue number	3
Early online date	29 Jun 2022
DOIs	https://doi.org/10.1093/imanum/drac023
Publication status	Published - May 2023

Keywords

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

ASJC Scopus subject areas

General Mathematics
Computational Mathematics
Applied Mathematics

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10.1093/imanum/drac023Licence: CC BY

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

Abstract

Keywords

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