{ "id": "1801.03548", "version": "v1", "published": "2018-01-10T20:38:10.000Z", "updated": "2018-01-10T20:38:10.000Z", "title": "On strong $L^2$ convergence of numerical schemes for the stochastic 2D Navier-Stokes equations", "authors": [ "Hakima Bessaih", "Annie Millet" ], "categories": [ "math.PR" ], "abstract": "We prove that some discretization schemes for the 2D Navier-Stokes equations subject to a random perturbation converge in $L^2(\\Omega)$. This refines previous results which only established the convergence in probability of these numerical approximations. Using exponential moment estimates of the solution of the stochastic NS equations and convergence of a localized scheme, we can prove strong convergence of fully implicit and semi-implicit time Euler discretizations, and of a splitting scheme. The speed of the $L^2(\\Omega)$-convergence depends on the diffusion coefficient and on the viscosity parameter.", "revisions": [ { "version": "v1", "updated": "2018-01-10T20:38:10.000Z" } ], "analyses": { "subjects": [ "60H15", "60H35", "76D06", "76M35" ], "keywords": [ "stochastic 2d navier-stokes equations", "convergence", "numerical schemes", "semi-implicit time euler discretizations", "2d navier-stokes equations subject" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }