<p>We propose a new approach to the convergence analysis of a finite-volume scheme for a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40072_2025_379_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {R}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation> (with <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40072_2025_379_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="40" /> </InlineMediaObject> <EquationSource Format="TEX">\(d=2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation> or 3) and with homogeneous Neumann boundary conditions. The idea behind our approach is to avoid using the stochastic compactness method. We study a numerical scheme that is semi-implicit in time. The convection and the diffusion terms are approximated by an upwind scheme, and the so called two-point flux approximation scheme (TPFA), respectively. By adapting well-known methods for the time discretization of stochastic PDEs and combining them with deterministic techniques applied to spatial discretization, we show strong convergence of our scheme towards the unique variational solution of the continuous problem in <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40072_2025_379_Article_IEq3.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="163" /> </InlineMediaObject> <EquationSource Format="TEX">\(L^p\left( 0,T;L^2(\Omega ;L^2(\Lambda ))\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>L</mi> <mi>p</mi> </msup> <mfenced close=")" open="("> <mn>0</mn> <mo>,</mo> <mi>T</mi> <mo>;</mo> <msup> <mi>L</mi> <mn>2</mn> </msup> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="normal">Ω</mi> <mo>;</mo> <msup> <mi>L</mi> <mn>2</mn> </msup> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="normal">Λ</mi> <mo stretchy="false">)</mo> </mrow> <mo stretchy="false">)</mo> </mrow> </mfenced> </mrow> </math></EquationSource> </InlineEquation>, for any finite <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="40072_2025_379_Article_IEq4.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="42" /> </InlineMediaObject> <EquationSource Format="TEX">\(p\ge 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>p</mi> <mo>≥</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>.</p>

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On a finite-volume approximation of a diffusion-convection equation with a multiplicative stochastic force

  • Caroline Bauzet,
  • Kerstin Schmitz,
  • Aleksandra Zimmermann

摘要

We propose a new approach to the convergence analysis of a finite-volume scheme for a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of \(\mathbb {R}^d\) R d (with \(d=2\) d = 2 or 3) and with homogeneous Neumann boundary conditions. The idea behind our approach is to avoid using the stochastic compactness method. We study a numerical scheme that is semi-implicit in time. The convection and the diffusion terms are approximated by an upwind scheme, and the so called two-point flux approximation scheme (TPFA), respectively. By adapting well-known methods for the time discretization of stochastic PDEs and combining them with deterministic techniques applied to spatial discretization, we show strong convergence of our scheme towards the unique variational solution of the continuous problem in \(L^p\left( 0,T;L^2(\Omega ;L^2(\Lambda ))\right) \) L p 0 , T ; L 2 ( Ω ; L 2 ( Λ ) ) , for any finite \(p\ge 1\) p 1 .