• Media type: E-Article
  • Title: Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method
  • Contributor: Hausenblas, Erika [Author]; Randrianasolo, Tsiry Avisoa [Author]
  • Published: Springer, 2019
  • Language: English
  • DOI: https://doi.org/10.1007/s00211-019-01057-3
  • Keywords: pseudo-compressible ; Navier--Stokes equations ; projection method ; time-discretization ; penalty method ; stochastic partial differential equations
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  • Description: 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. ; 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.
  • Access State: Open Access
  • Rights information: Attribution (CC BY)