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On the convergence of a full discretization scheme for the stochastic Navier-Stokes equations

  • Beihang University

Research output: Contribution to journalArticlepeer-review

Abstract

We mainly investigate the error approximation of stochastic Navier-Stokes equations driven by white noise. Herein the discretization about space is studied by finite element method, and in time it holds the backward Euler scheme. To obtain the optimal error estimations, the main error is divided into three parts. The proofs of the first two parts are based on the corresponding deterministic case. The third part which contains stochastic error is researched by the relevant norms and integrals.

Original languageEnglish
Pages (from-to)485-498
Number of pages14
JournalJournal of Computational Analysis and Applications
Volume13
Issue number3
StatePublished - 2011

Keywords

  • Discrete scheme
  • Error approximation
  • Numerical analysis
  • Stochastic Navier-Stokes equations

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