A class of space–time discretizations for the stochastic p-Stokes system

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY
Kim-Ngan Le, Jörn Wichmann
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引用次数: 0

Abstract

The main objective of the present paper is to construct a new class of space–time discretizations for the stochastic p-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation that are similar to the natural regularity of solutions. One of the key arguments relies on discrete extrapolation that allows us to relate lower moments of discrete maximal processes. We show that, if the generic spatial discretization is constraint conforming, then the velocity approximation satisfies a best-approximation property in the natural distance. Moreover, we present an example such that the resulting velocity approximation converges with rate 1/2 in time and 1 in space towards the (unknown) target velocity with respect to the natural distance. The theory is corroborated by numerical experiments.

随机[公式省略]-斯托克斯系统的一类时空离散法
本文的主要目的是为随机斯托克斯系统构建一类新的时空离散方法,并分析其稳定性和收敛性。我们推导出了与解的自然正则性相似的近似正则性结果。其中一个关键论点依赖于离散外推法,它允许我们将离散最大过程的下时刻联系起来。我们证明,如果通用空间离散化符合约束条件,那么速度近似满足自然距离中的最佳近似特性。此外,我们还举例说明,所得到的速度近似值在时间上以 1 的速率收敛,在空间上以 1 的速率收敛,从而在自然距离上达到(未知)目标速度。数值实验证实了这一理论。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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