
arXiv: 2206.13879
Numerical analysis for the stochastic Stokes equations is still challenging even though it has been well done for the corresponding deterministic equations. In particular, the pre-existing error estimates of finite element methods for the stochastic Stokes equations in the L ∞ ( 0 , T ; L 2 ( Ω ; L 2 ) ) L^\infty (0, T; L^2(\Omega ; L^2)) norm all suffer from the order reduction with respect to the spatial discretizations. The best convergence result obtained for these fully discrete schemes is only half-order in time and first-order in space, which is not optimal in space in the traditional sense. The objective of this article is to establish strong convergence of O ( τ 1 / 2 + h 2 ) O(\tau ^{1/2}+ h^2) in the L ∞ ( 0 , T ; L 2 ( Ω ; L 2 ) ) L^\infty (0, T; L^2(\Omega ; L^2)) norm for approximating the velocity, and strong convergence of O ( τ 1 / 2 + h ) O(\tau ^{1/2}+ h) in the L ∞ ( 0 , T ; L 2 ( Ω ; L 2 ) ) L^{\infty }(0, T;L^2(\Omega ;L^2)) norm for approximating the time integral of pressure, where τ \tau and h h denote the temporal step size and spatial mesh size, respectively. The error estimates are of optimal order for the spatial discretization considered in this article (with MINI element), and consistent with the numerical experiments. The analysis is based on the fully discrete Stokes semigroup technique and the corresponding new estimates.
Numerical solutions to stochastic differential and integral equations, multiplicative noise, mixed FEM, analytic semigroup, error estimate, Numerical Analysis (math.NA), stochastic Stokes equation, PDEs in connection with fluid mechanics, Stokes and related (Oseen, etc.) flows, Wiener process, Error bounds for initial value and initial-boundary value problems involving PDEs, Stochastic partial differential equations (aspects of stochastic analysis), semi-implicit Euler scheme, FOS: Mathematics, Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs, PDEs with randomness, stochastic partial differential equations, Mathematics - Numerical Analysis, Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs, Computational methods for stochastic equations (aspects of stochastic analysis)
Numerical solutions to stochastic differential and integral equations, multiplicative noise, mixed FEM, analytic semigroup, error estimate, Numerical Analysis (math.NA), stochastic Stokes equation, PDEs in connection with fluid mechanics, Stokes and related (Oseen, etc.) flows, Wiener process, Error bounds for initial value and initial-boundary value problems involving PDEs, Stochastic partial differential equations (aspects of stochastic analysis), semi-implicit Euler scheme, FOS: Mathematics, Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs, PDEs with randomness, stochastic partial differential equations, Mathematics - Numerical Analysis, Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs, Computational methods for stochastic equations (aspects of stochastic analysis)
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