{"title":"A class of space–time discretizations for the stochastic p-Stokes system","authors":"Kim-Ngan Le, Jörn Wichmann","doi":"10.1016/j.spa.2024.104443","DOIUrl":null,"url":null,"abstract":"<div><p>The main objective of the present paper is to construct a new class of space–time discretizations for the stochastic <span><math><mi>p</mi></math></span>-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 <span><math><mrow><mn>1</mn><mo>/</mo><mn>2</mn></mrow></math></span> in time and 1 in space towards the (unknown) target velocity with respect to the natural distance. The theory is corroborated by numerical experiments.</p></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"177 ","pages":"Article 104443"},"PeriodicalIF":1.1000,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0304414924001492/pdfft?md5=aaa5164353c8f8119c617ab68de517fa&pid=1-s2.0-S0304414924001492-main.pdf","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924001492","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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 -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 in time and 1 in space towards the (unknown) target velocity with respect to the natural distance. The theory is corroborated by numerical experiments.
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.