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

TL;DR

This paper analyzes fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise, establishing strong convergence rates for velocity and pressure approximations, supported by numerical validation.

Contribution

It introduces a detailed analysis of a combined Euler-Maruyama and Taylor-Hood scheme, including a novel stochastic inf-sup condition for pressure error estimation.

Findings

Established strong convergence rates for velocity and pressure approximations.

Validated theoretical results with numerical experiments.

Developed a stochastic inf-sup condition for pressure error analysis.

Abstract

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 methods.