Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method
2018
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.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
40
References
1
Citations
NaN
KQI