Name
Abstract | ||
|---|---|---|
For the stochastic incompressible time-dependent Stokes equation, we study different time-splitting methods that decouple the computation of velocity and pressure iterates in every iteration step. Optimal strong convergence is shown for Chorin's time-splitting scheme in the case of solenoidal noise, while computational counterexamples show poor convergence behavior in the case of general stochastic forcing. This suboptimal performance may be traced back to the nonregular pressure process in the case of general noise. A modified version of the deterministic time-splitting method that distinguishes between the deterministic and stochastic pressure removes this deficiency, leading to optimal convergence behavior. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1137/100819436 | SIAM JOURNAL ON NUMERICAL ANALYSIS |
Keywords | Field | DocType |
discretization of stochastic partial differential equation,splitting scheme,error analysis | Convergence (routing),Mathematical optimization,Stochastic optimization,Mathematical analysis,Stochastic differential equation,Solenoidal vector field,Stochastic partial differential equation,Iterated function,Stokes flow,Mathematics,Computation | Journal |
Volume | Issue | ISSN |
50 | 6 | 0036-1429 |
Citations | PageRank | References |
1 | 0.38 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Erich Carelli | 1 | 9 | 2.13 |
| Erika Hausenblas | 2 | 20 | 6.19 |
| Andreas Prohl | 3 | 302 | 67.29 |