English

Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations

Probability 2020-04-16 v1 Numerical Analysis Numerical Analysis

Abstract

We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in L2(Ω)L^2(\Omega), and describe the rate of convergence for an H1H^1-valued initial condition. This refines previous results which only established the convergence in probability of these numerical approximations. Using exponential moment estimates of the solution of the stochastic Navier-Stokes equations and convergence of a localized scheme, we can prove strong convergence of this space-time approximation. The speed of the L2(Ω)L^2(\Omega)-convergence depends on the diffusion coefficient and on the viscosity parameter. In case of Scott-Vogelius mixed elements and for an additive noise, the convergence is polynomial.

Keywords

Cite

@article{arxiv.2004.06932,
  title  = {Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations},
  author = {Hakima Bessaih and Annie Millet},
  journal= {arXiv preprint arXiv:2004.06932},
  year   = {2020}
}
R2 v1 2026-06-23T14:51:51.707Z