Related papers: Pathwise Solutions of the 2D Stochastic Primitive …
We consider a class of generalised stochastic porous media equations with multiplicative Lipschitz continuous noise. These equations can be related to physical models exhibiting self-organised criticality. We show that these SPDEs have…
In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of…
In this paper, we consider the initial-boundary value problem of the three-dimensional primitive equations for oceanic and atmospheric dynamics with only horizontal viscosity and horizontal diffusivity. We establish the local, in time,…
This paper is concerned with the Cauchy problem for the modified two-dimensional (2D) nonhomogeneous incompressible Navier-Stokes equations with density-dependent viscosity. By fully using the structure of the system, we can obtain the key…
The paper deals with the problem of the energy conservation for the weak solutions to the compressible Primitive Equations (CPE) system with degenerate viscosity. The sufficient conditions on the regularity of weak solutions for the energy…
In this paper, we establish global strong solutions for arbitrarily large initial data to the 2D and 3D compressible Navier-Stokes-Korteweg system, also referred to as the quantum Navier-Stokes equations, originally derived by Dunn and…
Martingale solutions of stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains, driven by the L\'evy noise consisting of the compensated time homogeneous Poisson random measure and the Wiener process are considered.…
We establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…
In this paper, we prove the global existence and uniqueness of solution to d-dimensional (for $d=2,3$) incompressible inhomogeneous Navier-Stokes equations with initial density being bounded from above and below by some positive constants,…
We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation…
Nonlinear scalar conservation laws are traditionally viewed as transport equations. We take instead the viewpoint of these PDEs as continuity equations with an implicitly defined velocity field. We show that a weak solution is the entropy…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
In this study we develop an alternative way to model the ocean reflecting the chaotic nature of ocean flows and uncertainty of ocean models -- instead of making use of classical deterministic or stochastic differential equations we offer a…
A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental…
In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle…
We propose and study a number of layer methods for stochastic Navier-Stokes equations (SNSE) with spatial periodic boundary conditions and additive noise. The methods are constructed using conditional probabilistic representations of…
In this paper, we investigate a system coupled by nonhomogeneous incompressible Navier-Stokes equations and Allen-Cahn equations describing a diffuse interface for two-phase flow of viscous fluids with different densities in a bounded…
We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis and prove their robustness property. In particular, we show…