Special Session 92: Numerical Methods for SPDEs: Bridging Theory and Applications
Higher-order discretisation of the stochastic Navier-Stokes equations with additive noise
Lubomir Banas
Bielefeld University
Germany
Co-Author(s):    Dominic Breit, Abhishek Chaudhary, Andreas Prohl
Abstract:
We propose a higher-order time discretization scheme for the stochastic Navier-Stokes equation with additive noise, with convergence order 3/2 in probability for the velocity and pressure approximations. The construction rests on the reformulation of the Navier-Stokes SPDE as a random PDE, and the use of suitable higher order numerical quadrature rules for the diffusion and the drift part.
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