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

Hausenblas E, Randrianasolo TA (2019)
Numerische Mathematik 143(2): 339–378.

Zeitschriftenaufsatz | Veröffentlicht| Englisch
 
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Abstract / Bemerkung
A time-discretization of the stochastic incompressible Navier--Stokes \newline 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.
Stichworte
stochastic partial differential equations; Navier--Stokes equations; pseudo-compressible; projection method; penalty method; time-discretization
Erscheinungsjahr
2019
Zeitschriftentitel
Numerische Mathematik
Band
143
Ausgabe
2
Seite(n)
339–378
Page URI
https://pub.uni-bielefeld.de/record/2919156

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Hausenblas E, Randrianasolo TA. Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method. Numerische Mathematik. 2019;143(2):339–378.
Hausenblas, E., & Randrianasolo, T. A. (2019). Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method. Numerische Mathematik, 143(2), 339–378. doi:10.1007/s00211-019-01057-3
Hausenblas, E., and Randrianasolo, T. A. (2019). Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method. Numerische Mathematik 143, 339–378.
Hausenblas, E., & Randrianasolo, T.A., 2019. Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method. Numerische Mathematik, 143(2), p 339–378.
E. Hausenblas and T.A. Randrianasolo, “Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method”, Numerische Mathematik, vol. 143, 2019, pp. 339–378.
Hausenblas, E., Randrianasolo, T.A.: Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method. Numerische Mathematik. 143, 339–378 (2019).
Hausenblas, Erika, and Randrianasolo, Tsiry Avisoa. “Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method”. Numerische Mathematik 143.2 (2019): 339–378.
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arXiv: 1805.00832v1

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