{ "id": "2004.06932", "version": "v1", "published": "2020-04-15T08:05:55.000Z", "updated": "2020-04-15T08:05:55.000Z", "title": "Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations", "authors": [ "Hakima Bessaih", "Annie Millet" ], "categories": [ "math.PR", "cs.NA", "math.NA" ], "abstract": "We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in $L^2(\\Omega)$, and describe the rate of convergence for an $H^1$-valued initial condition. 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 Navier-Stokes equations and convergence of a localized scheme, we can prove strong convergence of this space-time approximation. The speed of the $L^2(\\Omega)$-convergence depends on the diffusion coefficient and on the viscosity parameter. In case of Scott-Vogelius mixed elements and for an additive noise, the convergence is polynomial.", "revisions": [ { "version": "v1", "updated": "2020-04-15T08:05:55.000Z" } ], "analyses": { "subjects": [ "60H15", "60H35", "76D06", "76M35" ], "keywords": [ "stochastic 2d navier-stokes equations", "space-time euler discretization schemes", "convergence", "implicit time euler scheme" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }