ANNUNCIO di SEMINARIO
Martedì 19 febbraio 2019 la prof. Hakima Bessaih (Wyoming) terrà un seminario presso l'aula Beltrami del Dipartimento di Matematica - Pavia; inizio previsto per le ore 14:00 precise.
Tutti gli interessati sono invitati a partecipare.
Title: Numerical schemes for the 2d Stochastic Navier-Stokes equations: Strong rate of convergence.
Abstract: We consider a time discretization scheme of Euler type for the 2d stochastic Navier-Stokes equations on the torus.
We prove a mean square rate of convergence. This refines previous results established with a rate of convergence in probability only.
Using exponential moment estimates of the solution of the Navier-Stokes equations and a convergence of a localized scheme, we can prove strong convergence of fully implicit and semi-implicit time Euler discretization and also a splitting scheme. The speed of convergence depends on the diffusion coefficient and the viscosity parameter.