Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641540 | Journal of Computational and Applied Mathematics | 2009 | 13 Pages |
Abstract
In this paper we prove the convergence of stochastic Navier–Stokes equations driven by white noise. A linearized version of the implicit Crank–Nicolson scheme is considered for the approximation of the solutions to the N–S equations. The noise is defined as the distributional derivative of a Wiener process and approximated by using the generalized L2L2-projection operator. Optimal strong convergence error estimates in the L2L2 norm are obtained.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xiaoyuan Yang, Wei Wang, Yuanyuan Duan,