A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2
文献类型：期刊论文
| 作者 | Hong, Jialin; Sheng, Derui; Zhou, Tau1 |
| 刊名 | IMA JOURNAL OF NUMERICAL ANALYSIS
 |
| 出版日期 | 2022-10-14 |
| 页码 | 29 |
| 关键词 | stochastic incompressible Euler equation convergence order splitting semi-implicit Euler method |
| ISSN号 | 0272-4979 |
| DOI | 10.1093/imanum/drac054 |
| 英文摘要 | The main difficulty in studying numerical methods for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (Printems, 2001, ESAIM Math. Model. Numer. Anal. 35, 1055-1078). Although fruitful results on numerical approximations have been developed for SEEs, as far as we know, none of them include that of stochastic incompressible Euler equations. To bridge this gap, this paper proposes and analyzes a splitting semi-implicit Euler method in temporal direction for stochastic incompressible Euler equations on torus T-2 driven by additive noises. By a Galerkin approximation and the fixed-point technique, we establish the unique solvability of the proposed method. Based on the regularity estimates of both exact and numerical solutions, we measure the error in L-2(T-2) and show that the pathwise convergence order is nearly 1/2 and the convergence order in probability is almost 1. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000868237500001 |
| 出版者 | OXFORD UNIV PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60740]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhou, Tau |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Hong, Jialin,Sheng, Derui,Zhou, Tau. A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2[J]. IMA JOURNAL OF NUMERICAL ANALYSIS,2022:29. |
| APA | Hong, Jialin,Sheng, Derui,&Zhou, Tau.(2022).A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2.IMA JOURNAL OF NUMERICAL ANALYSIS,29. |
| MLA | Hong, Jialin,et al."A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2".IMA JOURNAL OF NUMERICAL ANALYSIS (2022):29. |
入库方式： OAI收割
来源：数学与系统科学研究院
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