Proves linear spatial and almost 1/2 temporal convergence rates for finite-element discretization of 2D stochastic Navier-Stokes with multiplicative noise, improving prior temporal rate of 1/4 via stochastic pressure decomposition.
Pardoux (1975): Equations aux d´ eriv´ ees Partielles stochastiques non lin´ eaires monotones
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Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations
Proves linear spatial and almost 1/2 temporal convergence rates for finite-element discretization of 2D stochastic Navier-Stokes with multiplicative noise, improving prior temporal rate of 1/4 via stochastic pressure decomposition.