Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method

Erika Hausenblas; Tsiry Randrianasolo

doi:10.1007/s00211-019-01057-3

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arXiv · 1805.00832

Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method

Erika Hausenblas·Tsiry Randrianasolo

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Abstract

A time-discretization of the stochastic incompressible Navier--Stokes problem by penalty method is analyzed. Some error estimates are derived, combined, and eventually arrive at a speed of convergence in probability of order 1/4 of the main algorithm for the pair of variables velocity and pressure. Also, using the law of total probability, we obtain the strong convergence of the scheme for both variables.

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Erika Hausenblas, Tsiry Randrianasolo. 2018-05-02. Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method. https://doi.org/10.1007/s00211-019-01057-3

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