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This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The…

Numerical Analysis · Mathematics 2021-01-14 Xiaoli Feng , Meixia Zhao , Peijun Li , Xu Wang

We are concerned with the three dimensional incompressible Navier--Stokes equations driven by an additive stochastic forcing of trace class. First, for every divergence free initial condition in $L^{2}$ we establish existence of infinitely…

Probability · Mathematics 2022-02-22 Martina Hofmanová , Rongchan Zhu , Xiangchan Zhu

We consider the Navier-Stokes equation on the 2D torus, with a stochastic forcing term which is a cylindrical fractional Wiener noise of Hurst parameter $H$. Following [3,8] which dealt with the case $1/2$, we prove a local existence and…

Analysis of PDEs · Mathematics 2018-12-14 Benedetta Ferrario , Christian Olivera

We study the two-dimensional stationary Navier-Stokes equations with rotating effect in the whole space. The unique existence and the asymptotics of solutions are obtained without the smallness assumption on the rotation parameter.

Analysis of PDEs · Mathematics 2017-03-23 Mitsuo Higaki , Yasunori Maekawa , Yuu Nakahara

In this paper, we consider a stochastic model of incompressible second grade fluids on a bounded domain of R^2 driven by linear multiplicative Brownian noise with anticipating initial conditions. The existence and uniqueness of the…

Probability · Mathematics 2017-06-21 Shijie Shang

We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…

Probability · Mathematics 2014-02-25 Rami Atar , Amarjit Budhiraja

We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…

Analysis of PDEs · Mathematics 2017-10-31 Dominic Breit , Eduard Feireisl

We investigate the Navier-Stokes turbulence driven by a stochastic random Gaussian force. Using a field-theoretic approach, we uncover an anomaly that brings hidden structure to the theory. The anomaly is generated by a non-self-adjoint…

Fluid Dynamics · Physics 2023-10-24 Timo Aukusti Laine

Strong solutions of the non-stationary Navier-Stokes equations under non-linearized slip or leak boundary conditions are investigated. We show that the problems are formulated by a variational inequality of parabolic type, to which…

Analysis of PDEs · Mathematics 2012-01-24 Takahito Kashiwabara

We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…

Probability · Mathematics 2010-05-13 Shuai Jing , Jorge León

This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…

Probability · Mathematics 2026-04-24 Jiangwei Zhang

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

This report presents a low computational and cognitive complexity, stable, time accurate and adaptive method for the Navier-Stokes equations. The improved method requires a minimally intrusive modification to an existing program based on…

Numerical Analysis · Mathematics 2019-02-01 Victor DeCaria , William Layton , Haiyun Zhao

This paper derives the stochastic homogenization for two dimensional Navier--Stokes equations with random coefficients. By means of weak convergence method and Stratonovich--Khasminskii averaging principle approach, the solution of two…

Analysis of PDEs · Mathematics 2024-12-18 Dong Su , Hui Liu , Yangyang Shi

In the following paper we will consider Navier-Stokes problem and it's interpretation by hyperbolic waves, focusing on wave propagation. We will begin with solution for linear waves, then present problem for non-linear waves. Later we will…

Numerical Analysis · Computer Science 2016-01-22 Erik Arakelyan , Aram Serobyan , Narek Jilavyan

Exponential stabilizability of the incompressible Navier-Stokes equations under dynamic slip boundary conditions toward arbitrary time-dependent trajectories is proven. The feedback control law is constructed explicitly using oblique…

Analysis of PDEs · Mathematics 2026-02-12 Buddhika Priyasad , Sérgio S. Rodrigues

We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

Probability · Mathematics 2020-10-20 Florian Bechtold

In this paper, we consider the solvability of the two-dimensional stationary Navier--Stokes equations on the whole plane $\mathbb{R}^2$. In [6], it was proved that the stationary Navier--Stokes equations on $\mathbb{R}^2$ is ill-posed for…

Analysis of PDEs · Mathematics 2024-07-09 Mikihiro Fujii , Hiroyuki Tsurumi

The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…

Probability · Mathematics 2018-09-19 AbdulRahman Al-Hussein , Boulakhras Gherbal

A numerical method for the two-dimensional, incompressible Navier--Stokes equations in vorticity--streamfunction form is proposed, which employs semi-Lagrangian discretizations for both the advection and diffusion terms, thus achieving…

Numerical Analysis · Mathematics 2018-01-30 Luca Bonaventura , Roberto Ferretti , Lorenzo Rocchi