Analysis of Fully Discrete Mixed Finite Element Methods for Time-dependent Stochastic Stokes Equations with Multiplicative Noise

This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time discretization and the Taylor-Hood mixed element for spatial discretization is studied in detail. Strong convergence with rates is established not only for the velocity approximation but also for the pressure approximation (in a time-averaged fashion). A stochastic inf-sup condition is established and used in a nonstandard way to obtain the error estimate for the pressure approximation in the time-averaged fashion. Numerical results are also provided to validate the theoretical results and to gauge the performance of the proposed fully discrete mixed finite element methods.

Automated summary

This paper deals with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. Strong convergence rates are established for both velocity and pressure approximations in a time-averaged fashion. A stochastic inf-sup condition is used in a nonstandard way to obtain error estimates for pressure approximation.