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

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.

Cited by in corpus (2)

• Optimal error estimates of the penalty finite element method for the unsteady Navier-Stokes equations with nonsmooth initial data
• A splitting semi-implicit method for stochastic incompressible Euler equations on ${\mathbb{T}}^2$