Numerical approximation of the stochastic Navier-Stokes equations through artificial compressibility

Abstract

A constructive numerical approximation of the two-dimensional unsteady stochastic Navier-Stokes equations of an incompressible fluid is proposed via a pseudo-compressibility technique involving a parameter $\epsilon$. Space and time are discretized through a finite element approximation and an Euler method. The convergence analysis of the suggested numerical scheme is investigated throughout this paper. It is based on a local monotonicity property permitting the convergence toward the unique strong solution of the Navier-Stokes equations to occur within the originally introduced probability space. Justified optimal conditions are imposed on the parameter $\epsilon$ to ensure convergence within the best rate.