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

被引:0
|
作者
Erika Hausenblas
Tsiry A. Randrianasolo
机构
[1] Montanuniversität Leoben,Lehrstuhl Angewandte Mathematik
[2] Universität Bielefeld,Fakultät für Mathematik
来源
Numerische Mathematik | 2019年 / 143卷
关键词
76D05; 60H15; 65J15; 65M15; 65M12;
D O I
暂无
中图分类号
学科分类号
摘要
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.
引用
收藏
页码:339 / 378
页数:39
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