Error Estimates of Finite Element Methods for the Nonlinear Backward Stochastic Stokes Equations

Abstract

This paper is concerned with the numerical analyses of finite element methods for the nonlinear backward stochastic Stokes equations (BSSEs) where the forcing term is coupled with $z.$ Under several developed analysis techniques, the error estimates of the proposed semi-discrete and fully discrete schemes, as well as their boundedness, are rigorously presented and established. Optimal convergence rates of the fully discrete scheme are obtained not only for the velocity $u$ and auxiliary stochastic process $z$ but also for the pressure $p.$ For the efficiency of solving BSSEs, the proposed numerical scheme is parallelly designed in stochastic space. Numerical results are finally provided and tested in parallel to validate the theoretical results.