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Numerical Analysis of Fully discrete Finite element Methods for the stochastic Navier-Stokes Equations with Multiplicative Noise

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Abstract Previous work on the stability and convergence analysis of the finite element methods for the deterministic Navier-Stokes equations was carried out under the uniqueness condition. In this paper, the… Click to show full abstract

Abstract Previous work on the stability and convergence analysis of the finite element methods for the deterministic Navier-Stokes equations was carried out under the uniqueness condition. In this paper, the corresponding results of fully discrete finite element method are developed for the stochastic Navier-Stokes equations with multiplicative noise. The stability and error estimates for velocity in expectation are rigorously proved, and the L 2 -norm in a time-averaged version for pressure is provided with convergence rates in spatial and temporal form O ( Δ t + h Δ t ) . Finally, numerical experiments are given to illustrate the features of the proposed numerical method and verify the theoretical claims.

Keywords: stokes equations; element methods; fully discrete; finite element; navier stokes

Journal Title: Applied Numerical Mathematics
Year Published: 2021

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