Numerische Mathematik ( IF 2.1 ) Pub Date : 2021-02-11 , DOI: 10.1007/s00211-021-01181-z Dominic Breit , Alan Dodgson
We study stochastic Navier–Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a cylindrical Wiener process. We establish convergence rates for a finite-element based space-time approximation with respect to convergence in probability (where the error is measured in the \(L^\infty _tL^2_x\cap L^2_tW^{1,2}_x\)-norm). Our main result provides linear convergence in space and convergence of order (almost) 1/2 in time. This improves earlier results from Carelli and Prohl (SIAM J Numer Anal 50(5):2467–2496, 2012) where the convergence rate in time is only (almost) 1/4. Our approach is based on a careful analysis of the pressure function using a stochastic pressure decomposition.
中文翻译:
2D随机Navier–Stokes方程数值逼近的收敛速度
我们研究关于周期边界条件的二维随机Navier-Stokes方程。方程由圆柱维纳过程驱动的线性增长(速度)的非线性乘法随机强迫扰动。我们针对概率收敛建立了基于有限元的时空近似的收敛速率(其中误差以\(L ^ \ infty _tL ^ 2_x \ cap L ^ 2_tW ^ {1,2} _x \ )-规范)。我们的主要结果提供了空间上的线性收敛和时间上(几乎)1/2阶的收敛。这改善了Carelli和Prohl的早期结果(SIAM J Numer Anal 50(5):2467-2496,2012),其中时间的收敛速度仅为(几乎)1/4。我们的方法是基于使用随机压力分解对压力函数的仔细分析。