A mixed finite element method for the stochastic Boussinesq equations with multiplicative noise
Liet Vo

TL;DR
This paper develops and analyzes a fully discrete mixed finite element method for the stochastic Boussinesq equations with multiplicative noise, providing convergence proofs and numerical validation.
Contribution
It introduces a novel combination of mixed finite element spatial discretization with semi-implicit Euler-Maruyama temporal scheme for stochastic Boussinesq equations, with proven error bounds and convergence.
Findings
Error bounds for velocity, pressure, and temperature approximations
Convergence in probability in $L^2$ and $H^1$ norms
Numerical experiments confirming theoretical results
Abstract
This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the temporal discretization is based on a semi-implicit Euler-Maruyama scheme. By combining a localization technique with high-moment stability estimates, we establish error bounds for the velocity, pressure, and temperature approximations. As a direct consequence, we prove convergence in probability for the fully discrete method in both and -type norms. Several numerical experiments are presented to validate the theoretical error estimates and demonstrate the effectiveness of the proposed scheme.
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Taxonomy
TopicsStochastic processes and financial applications · Probabilistic and Robust Engineering Design · Risk and Portfolio Optimization
