Strong convergence for explicit space-time discrete numerical approximation for 2D stochastic Navier-Stokes equations

2018/09/06 by Sara Mazzonetto, Mazzonetto, Sara · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60H15 #65M12 #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1809.01937

openalex publication_date 2018/09/06 · openalex created_date 2018/09/27 · openalex updated_date 2026/07/28

Abstract

In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic Navier-Stokes equations on the torus driven by additive noise. To do so we apply an existing result which was designed to prove strong convergence for the same approximation method for other stochastic partial differential equations with non-globally monotone non-linearities.

Cited by

• Strong and weak divergence of exponential and linear-implicit Euler\n approximations for stochastic partial differential equations with\n superlinearly growing nonlinearities

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