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An approximation scheme of stochastic Stokes equations. (English) Zbl 1329.60239
Summary: This work is concerned with the approximation to the solutions of the stochastic Stokes equations by the splitting up method. We apply the resolvent operator to evaluate the solution of the deterministic equations at the endpoints of every small interval, and the error is estimated.
MSC:
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35R60 PDEs with randomness, stochastic partial differential equations
76D07 Stokes and related (Oseen, etc.) flows
65C30 Numerical solutions to stochastic differential and integral equations
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