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In the paper, we consider the no-explosion condition and pathwise uniqueness for SDEs driven by a Poisson random measure with coefficients that are super-linear and non-Lipschitz. We give a comparison theorem in the one-dimensional case…

Probability · Mathematics 2016-05-19 Yuchao Dong

The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…

Probability · Mathematics 2011-05-02 Jinniao Qiu , Shanjian Tang , Yuncheng You

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

Probability · Mathematics 2016-05-26 Suprio Bhar

In this paper, we investigate the time decay behavior to Lions weak solution of 2D incompressible density-dependent Navier-Stokes equations with variable viscosity.

Analysis of PDEs · Mathematics 2013-01-22 Jingchi Huang , Marius Paicu

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

In this paper we prove the existence and uniqueness of a strong solution (in PDE sense) to the stochastic Navier-Stokes equations on the rotating 2-dimensional unit sphere perturbed by stable L\'evy noise. This strong solution turns out to…

Analysis of PDEs · Mathematics 2019-09-24 Leanne Dong

Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…

Statistics Theory · Mathematics 2021-01-20 Pierpaolo De Blasi , Ramsés H. Mena , Igor Prünster

This paper investigates the longtime behavior of delayed 3D Navier-Stokes equations in terms of attractors. The study will strongly rely on the investigation of the linearized Navier-Stokes system, and the relationship between the discrete…

Dynamical Systems · Mathematics 2019-06-17 Hakima Bessaih , María J. Garrido-Atienza

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

Through asymptotic expansion, the large-time behavior of incompressible Navier--Stokes flow in $n$-dimensional whole space is depicted. Especially, from their parabolic scalings, large-time behaviors of any terms on the expansion are…

Analysis of PDEs · Mathematics 2025-05-07 Masakazu Yamamoto

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

Analysis of PDEs · Mathematics 2023-02-01 Arnaud Debussche , Berenger Hug , Etienne Memin

In this paper, we establish the strong($H^1$) well-posedness of the two dimensional stochastic Navier-Stokes equation with multiplicative noise on moving domains. Due to the nonlocality effect, this equation exhibits a ``piecewise"…

Probability · Mathematics 2025-05-22 Ping Chen , Tianyi Pan , Tusheng Zhang

The 3D spatially periodic Navier-Stokes equation is posed as a nonlinear matrix differential equation. When the flow is assumed to be a time series having unknown wavenumber coefficients, then the matrix in this periodic Navier-Stokes…

Analysis of PDEs · Mathematics 2008-08-28 David T. Purvance

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

Dynamical Systems · Mathematics 2013-09-02 Alexandra Rodkina , Nikolai Dokuchaev , John Appleby

This paper surveys various precise (long-time) asymptotic results for the solutions of the Navier-Stokes equations with potential forces in bounded domains. It turns out that that the asymptotic expansion leads surprisingly to a Poincar\'…

Analysis of PDEs · Mathematics 2017-11-21 Ciprian Foias , Luan Hoang , Jean-Claude Saut

In this paper we study the conditions for the existence of strong solutions (both local and global) for stochastic bidomain equations. To this end, we use apriori energy estimates and Serrin-type theorems. We further address the asymptotic…

Analysis of PDEs · Mathematics 2021-11-15 Oleksiy Kapustyan , Oleksandr Misiats , Oleksandr Stanzhytskyi

We give a new global presentation of our results on the asymptotic behavior of an iteration. This paper brings many improvements and corrections to our previous preprints on the subject. Among the applications, we use new methods to compute…

Dynamical Systems · Mathematics 2012-06-29 Guy Cirier

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…

Probability · Mathematics 2025-03-05 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang
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