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一维带加性迹类噪声随机Burgers方程有限元逼近的收敛性

Convergence of finite element approximations for the one-dimensional stochastic Burgers equation with additive trace-class noise

Binjie Li, Xiaoping Xie, Qin Zhou

arXiv 2609.11584首次发表:更新:

发表机构

Sichuan University; China West Normal University(四川大学; 西华师范大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文研究带加性迹类噪声的一维随机Burgers方程,对P2有限元空间半离散和全离散格式推导了最优强误差估计及弱收敛率,并给出数值验证。

AI 中文摘要

本文研究带加性迹类噪声的一维粘性随机Burgers方程的有限元逼近。对于$P_2$有限元空间半离散格式,我们在$L^p([0,T] \times \Omega;H_{D}^{\alpha,q})$(其中$p,q\in[2,\infty)$,$\alpha\in[-1,0]$)中推导了关于正则性最优的强误差估计,并在$L^p(\Omega;C([0,T];L^\infty(\mathcal{O})))$中得到了几乎正则性最优的估计。此外,我们推导了终端$L^q$-范数和时空$L^p(0,T;L^q(\mathcal{O}))$-范数的矩的弱误差估计,其弱收敛阶(几乎)是相应强收敛阶的两倍。对于全离散格式,即在空间上采用$P_2$有限元方法、在时间上采用漂移隐式Euler--Maruyama格式,在条件$\tau \leqslant h^2$下,我们在$L^p(\Omega;C([0,T];L^\infty(\mathcal{O})))$的离散类似空间中建立了阶为$\tau^{1/2-\varepsilon}$的强时间收敛率。数值实验验证了理论收敛阶。

英文摘要

This paper investigates finite element approximations of the one-dimensional viscous stochastic Burgers equation with additive trace-class noise. For the $P_2$ finite element spatial semi-discretization, we derive strong error estimates that are optimal with respect to regularity in \(L^p([0,T] \times Ω;H_{D}^{α,q})\) for \(p,q\in[2,\infty)\) and \(α\in[-1,0]\), as well as an almost regularity-optimal estimate in \(L^p(Ω;C([0,T];L^\infty(\mathcal{O})))\). Furthermore, we derive weak error estimates for moments of both terminal $L^q$-norms and space-time $L^p(0,T;L^q(\mathcal{O}))$-norms, with weak convergence rates (nearly) twice the corresponding strong ones. For the fully discrete scheme, which combines the \(P_2\) finite element method in space with a drift-implicit Euler--Maruyama scheme in time, we establish a strong temporal convergence rate of order \(τ^{1/2-\varepsilon}\) in a discrete analogue of \(L^p(Ω;C([0,T];L^\infty(\mathcal{O})))\), under the condition \(τ\leqslant h^2\). Numerical experiments are presented to illustrate the theoretical convergence rates.

论文原文

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