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Numerical Methods For Stochastic Stokes And Navier-Stokes Equations, Liet Vo

Doctoral Dissertations

This dissertation consists of three main parts with each part focusing on numerical approximations of the stochastic Stokes and Navier-Stokes equations.

Part One concerns the mixed finite element methods and Chorin projection methods for solving the stochastic Stokes equations with general multiplicative noise. We propose a modified mixed finite element method for solving the Stokes equations and show that the numerical solutions converge optimally to the PDE solutions. The convergence is under energy norms (strong convergence) for the velocity and in a time-averaged norm (weak convergence) for the pressure. In addition, after establishing the error estimates in second moment, high …