Analysis of Chorin-type projection methods for the stochastic Stokes equations with general multiplicative noise

• Published in: Stochastic partial differential equations : analysis and computations Vol. 11; no. 1; pp. 269 - 306
• Main Authors: Feng, Xiaobing, Vo, Liet
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.03.2023; Springer Nature B.V
• Subjects: Computational Mathematics and Numerical Analysis; Computational Science and Engineering; Convergence; Decomposition; Divergence; Errors; Estimates; Finite element method; Growth factors; Mathematical analysis; Mathematics; Mathematics and Statistics; Navier-Stokes equations; Numerical Analysis; Numerical methods; Partial Differential Equations; Probability Theory and Stochastic Processes; Statistical Theory and Methods; 65N15; Multiplicative noise; Error estimates; 65N12; Inf-sup condition; Itô stochastic integral; Chorin projection scheme; Stochastic Stokes equations; Wiener process; 65N30
• ISSN: 2194-0401; 2194-041X
• DOI: 10.1007/s40072-021-00228-4

This paper is concerned with numerical analysis of two fully discrete Chorin-type projection methods for the stochastic Stokes equations with general non-solenoidal multiplicative noise. The first scheme is the standard Chorin scheme and the second one is a modified Chorin scheme which is designed by employing the Helmholtz decomposition on the noise function at each time step to produce a projected divergence-free noise and a “pseudo pressure" after combining the original pressure and the curl-free part of the decomposition. An O ( k 1 4 ) rate of convergence is proved for the standard Chorin scheme, which is sharp but not optimal due to the use of non-solenoidal noise, where k denotes the time mesh size. On the other hand, an optimal convergence rate O ( k 1 2 ) is established for the modified Chorin scheme. The fully discrete finite element methods are formulated by discretizing both semi-discrete Chorin schemes in space by the standard finite element method. Suboptimal order error estimates are derived for both fully discrete methods. It is proved that all spatial error constants contain a growth factor k - 1 2 , where k denotes the time step size, which explains the deteriorating performance of the standard Chorin scheme when k → 0 and the space mesh size is fixed as observed earlier in the numerical tests of Carelli et al. (SIAM J Numer Anal 50(6):2917–2939, 2012). Numerical results are also provided to guage the performance of the proposed numerical methods and to validate the sharpness of the theoretical error estimates.