Numerische Mathematik

, Volume 143, Issue 2, pp 339–378 | Cite as

Time-discretization of stochastic 2-D Navier–Stokes equations with a penalty-projection method

  • Erika Hausenblas
  • Tsiry A. RandrianasoloEmail author


A time-discretization of the stochastic incompressible Navier–Stokes problem by penalty method is analyzed. Some error estimates are derived, combined, and eventually arrive at a speed of convergence in probability of order 1/4 of the main algorithm for the pair of variables velocity and pressure. Also, using the law of total probability, we obtain the strong convergence of the scheme for both variables.

Mathematics Subject Classification

76D05 60H15 65J15 65M15 65M12 



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© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Lehrstuhl Angewandte MathematikMontanuniversität LeobenLeobenAustria
  2. 2.Fakultät für MathematikUniversität BielefeldBielefeldGermany

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