We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required for deterministic transport equations. The $L^2$ estimate, crucial for the analysis, is obtained through a discrete duality argument and a comprehensive examination of a class of backward parabolic difference schemes.
翻译:针对具有低正则性速度场的随机输运方程,我们提出了差分格式。在比确定性输运方程所需条件更宽松的假设下,我们建立了差分逼近的$L^2$稳定性与收敛性。分析中关键的$L^2$估计是通过离散对偶论证以及对一类向后抛物型差分格式的全面分析得到的。