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Mean-Square Approximation of Navier-Stokes Equations with Additive Noise in Vorticity-Velocity Formulation
Authors:GN Milstein & MV Tretyakov
Abstract:We consider a time discretization of incompressible Navier-Stokes equations with spatial periodic boundary conditions and additive noise in the vorticity-velocity formulation. The approximation is based on freezing the velocity on time subintervals resulting in a linear stochastic parabolic equation for vorticity. At each time step, the velocity is expressed via vorticity using a formula corresponding to the Biot-Savart-type law. We prove the first mean-square convergence order of the vorticity approximation.
Keywords:Navier-Stokes equations  vorticity  numerical method  stochastic partial differential equations  mean-square convergence  
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