Strong $L^2$ convergence of time numerical schemes for the stochastic two-dimensional Navier–Stokes equations

Abstract

Abstract We prove that some time discretization schemes for the two-dimensional Navier–Stokes equations on the torus subject to a random perturbation converge in $L^2(\varOmega )$. This refines previous results that established the convergence only in probability of these numerical approximations. Using exponential moment estimates of the solution of the stochastic Navier–Stokes equations and convergence of a localized scheme we can prove strong convergence of fully implicit and semiimplicit temporal Euler discretizations and of a splitting scheme. The speed of the $L^2(\varOmega )$ convergence depends on the diffusion coefficient and on the viscosity parameter.