A class of space-time discretizations for the stochastic $p$-Stokes system
Kim-Ngan Le, J\"orn Wichmann

TL;DR
This paper introduces a new class of space-time discretizations for the stochastic p-Stokes system, demonstrating stability, convergence, and optimal approximation properties through theoretical analysis and numerical validation.
Contribution
It develops a novel discretization framework for the stochastic p-Stokes system, establishing stability, convergence rates, and best-approximation properties under certain conditions.
Findings
Velocity approximation converges with rate 1/2 in time.
Spatial convergence rate is 1.
Numerical experiments support theoretical results.
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 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 in space towards the (unknown) target velocity with respect to the natural distance. The theory is corroborated by numerical experiments.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Reservoir Engineering and Simulation Methods · Advanced Mathematical Modeling in Engineering
