On operator-splitting methods to solve the stochastic incompressible Stokes equations
Seminar Room 1, Newton Institute
An operator-splitting method is proposed where iterates of velocity and pressure are computed in a decoupled manner. Optimal strong convergence rates for a related space-time discretization are shown in the case of solenoidal noise. Computational comparatory experiments with Euler's scheme motivate that this result cannot be expected for more general noise. This is a joint work with E. Hausenblas (U Salzburg) and E. Carelli (U Tuebingen).