Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method
Numerical Analysis
2019-10-03 v1 Probability
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.
Keywords
Cite
@article{arxiv.1805.00832,
title = {Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method},
author = {Erika Hausenblas and Tsiry Randrianasolo},
journal= {arXiv preprint arXiv:1805.00832},
year = {2019}
}