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The approximation of a Crank–Nicolson scheme for the stochastic Navier–Stokes equations

✍ Scribed by Xiaoyuan Yang; Wei Wang; Yuanyuan Duan

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
677 KB
Volume
225
Category
Article
ISSN
0377-0427

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✦ Synopsis

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 L 2 -projection operator. Optimal strong convergence error estimates in the L 2 norm are obtained.

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