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On operator-splitting methods to solve the stochastic incompressible Stokes equations

Prohl, A (Universitat Tubingen)
Wednesday 17 February 2010, 11:30-12:30

Seminar Room 1, Newton Institute


An operator-splitting method is proposed where iterates of velocity and pressure are computed in a decoupled manner. Optimal strong convergence rates for a related space-time discretization are shown in the case of solenoidal noise. Computational comparatory experiments with Euler's scheme motivate that this result cannot be expected for more general noise. This is a joint work with E. Hausenblas (U Salzburg) and E. Carelli (U Tuebingen).


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