On a finite-volume approximation of a diffusion-convection equation with a multiplicative stochastic force
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Preprint |
| Publié: |
2023
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866913236673101824 |
|---|---|
| author | Bauzet, Caroline Schmitz, Kerstin Zimmermann, Aleksandra |
| author_facet | Bauzet, Caroline Schmitz, Kerstin Zimmermann, Aleksandra |
| contents | We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$) and with homogeneous Neumann boundary conditions. The idea behind our approach is to avoid using the stochastic compactness method. We study a numerical scheme that is semi-implicit in time and in which the convection and the diffusion terms are respectively approximated by means of an upwind scheme and the so called two-point flux approximation scheme (TPFA). By adapting well-known methods for the time discretization of stochastic PDEs and combining them with deterministic techniques applied to spatial discretization, we show strong convergence of our scheme towards the unique variational solution of the continuous problem in $L^p(0,T;L^2(Ω;L^2(Λ)))$, for any finite $p\geq 1$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_02259 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On a finite-volume approximation of a diffusion-convection equation with a multiplicative stochastic force Bauzet, Caroline Schmitz, Kerstin Zimmermann, Aleksandra Numerical Analysis Analysis of PDEs 60H15, 35K05, 65M08 We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$) and with homogeneous Neumann boundary conditions. The idea behind our approach is to avoid using the stochastic compactness method. We study a numerical scheme that is semi-implicit in time and in which the convection and the diffusion terms are respectively approximated by means of an upwind scheme and the so called two-point flux approximation scheme (TPFA). By adapting well-known methods for the time discretization of stochastic PDEs and combining them with deterministic techniques applied to spatial discretization, we show strong convergence of our scheme towards the unique variational solution of the continuous problem in $L^p(0,T;L^2(Ω;L^2(Λ)))$, for any finite $p\geq 1$. |
| title | On a finite-volume approximation of a diffusion-convection equation with a multiplicative stochastic force |
| topic | Numerical Analysis Analysis of PDEs 60H15, 35K05, 65M08 |
| url | https://arxiv.org/abs/2304.02259 |