Optimally convergent mixed finite element methods for the stochastic Stokes equations

• Published in: IMA journal of numerical analysis 2021-07, Vol.41 (3), p.2280-2310
• Main Authors: Feng, Xiaobing, Prohl, Andreas, Vo, Liet
• Format: Article
• Language: English
• ISSN: 0272-4979; 1464-3642
• DOI: 10.1093/imanum/drab006

We propose some new mixed finite element methods for the time-dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known (Langa, J. A., Real, J. & Simon, J. (2003) Existence and regularity of the pressure for the stochastic Navier--Stokes equations. Appl. Math. Optim., 48, 195--210) that the pressure solution has low regularity, which manifests in suboptimal convergence rates for well-known inf-sup stable mixed finite element methods in numerical simulations; see Feng X., & Qiu, H. (Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise. arXiv:1905.03289v2 [math.NA]). We show that eliminating this gradient part from the noise in the numerical scheme leads to optimally convergent mixed finite element methods and that this conceptual idea may be used to retool numerical methods that are well known in the deterministic setting, including pressure stabilization methods, so that their optimal convergence properties can still be maintained in the stochastic setting. Computational experiments are also provided to validate the theoretical results and to illustrate the conceptual usefulness of the proposed numerical approach.