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Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method (1805.00832v1)
Published 2 May 2018 in math.NA and math.PR
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.