Related papers: 2D Backward Stochastic Navier-Stokes Equations wit…
We study the qualitative properties of solutions to the 2D stochastic Navier-Stokes equations with forcing that is white in time and coloured in space. Our main result shows that the unique invariant measure of this system is equivalent to…
We study the Stokes--Poisson--Boltzmann equations with Dirichlet and Navier boundary conditions. The system consists of the incompressible Stokes equations coupled with a nonlinear Poisson--Boltzmann equation through electrostatic forcing…
We study the pointwise decay properties of solutions to the incompressible Navier-Stokes equations, both in the space and time variables. It is well known that generic global solutions on $\mathbb{R}^n$ do not decay faster at infinity than…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…
We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally…
In this article we are interested in the regularity properties of the probability measure induced by the solution process of the L\'evy noise or a fractional Brownian motion driven Navier Stokes Equation on the two dimensional torus…
We present a numerical scheme for approximating the incompressible Navier-Stokes equations based on an auxiliary variable associated with the total system energy. By introducing a dynamic equation for the auxiliary variable and…
A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the…
We present an algorithm for the numerical solution of systems of fully nonlinear PDEs using stochastic coded branching trees. This approach covers functional nonlinearities involving gradient terms of arbitrary orders, and it requires only…
We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a…
This paper addresses the numerical solution of the two-dimensional Navier--Stokes (NS) equations with nonsmooth initial data in the $L^2$ space, which is the critical space for the two-dimensional NS equations to be well-posed. In this…
We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…
The paper examines the issue of existence of solutions to the steady Navier-Stokes equations in an exterior domain in $\mathbb{R}^2$. The system is studied with nonhomogeneous slip boundary conditions. The main results proves the existence…
We address the solution of the distributed control problem for the steady, incompressible Navier--Stokes equations. We propose an inexact Newton linearization of the optimality conditions. Upon discretization by a finite element scheme, we…
We investigate generalized Navier-Stokes (GNS) equations that couple nonlinear advection with a generic linear instability. This analytically tractable minimal model for fluid flows driven by internal active stresses has recently been shown…
The existence of weak solutions to the Navier-Stokes-Fourier system describing the stationary states of a compressible, viscous, and heat conducting fluid in bounded 2D-domains is shown under fairly general and physically relevant…
We consider the Navier-Stokes system in a bounded domain with a smooth boundary. Given a sufficiently regular time-dependent global solution, we construct a finite-dimensional feedback control that is supported by a given open set and…