Auxiliary Equations Approach for the Stochastic Unsteady Navier-Stokes Equations with Additive Random Noise

Abstract

This paper presents a Martingale regularization method for the stochastic Navier-Stokes equations with additive noise. The original system is split into two equivalent parts, the linear stochastic Stokes equations with Martingale solution and the stochastic modified Navier-Stokes equations with relatively-higher regularities. Meanwhile, a fractional Laplace operator is introduced to regularize the noise term. The stability and convergence of numerical scheme for the pathwise modified Navier-Stokes equations are proved. The comparisons of non-regularized and regularized noises for the Navier-Stokes system are numerically presented to further demonstrate the efficiency of our numerical scheme.