Space-Time Euler Discretization Schemes for the Stochastic 2D Navier-Stokes Equations

Abstract

We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in $L^2(\Omega)$, and describe the rate of convergence for an $H^1$-valued initial condition. This refines previous results which only established the convergence in probability of these numerical approximations. Using exponential moment estimates of the solution of the stochastic Navier-Stokes equations and convergence of a localized scheme, we can prove strong convergence of this space-time approximation. The speed of the $L^2(\Omega)$-convergence depends on the diffusion coefficient and on the viscosity parameter. In case of Scott-Vogelius mixed elements and for an additive noise, the convergence is polynomial.