Error Analysis for 2D Stochastic Navier–Stokes Equations in Bounded Domains with Dirichlet Data

Abstract

AbstractWe study a finite-element based space-time discretisation for the 2D stochastic Navier–Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to convergence in probability, that is convergence of order (almost) 1/2 in time and 1 in space. This was previously only known in the space-periodic case, where higher order energy estimates for any given (deterministic) time are available. In contrast to this, estimates in the Dirichlet-case are only known for a (possibly large) stopping time. We overcome this problem by introducing an approach based on discrete stopping times. This replaces the localised estimates (with respect to the sample space) from earlier contributions.