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Related papers: Anticipating Stochastic 2D Navier-Stokes Equations

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In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index $H>1/2$, and has a homogeneous spatial covariance structure given by the Riesz kernel of order $\alpha$. The solution is interpreted…

Probability · Mathematics 2010-05-31 Raluca M. Balan

We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $$ where $\theta > 1/2$, $-A$ is the 1d Laplacian, $\xi$ is a space-time white noise and the initial condition $u_0$…

Probability · Mathematics 2013-04-10 M. Gubinelli , M. Jara

Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…

Machine Learning · Computer Science 2025-10-30 Naoki Kiyohara , Edward Johns , Yingzhen Li

In this work, we prove a threshold theorem for the 2D Navier-Stokes equations posed on the periodic channel, $\mathbb{T} \times [-1,1]$, supplemented with Navier boundary conditions $\omega|_{y = \pm 1} = 0$. Initial datum is taken to be a…

Analysis of PDEs · Mathematics 2023-11-02 Jacob Bedrossian , Siming He , Sameer Iyer , Fei Wang

The main objective of this paper is to demonstrate the uniform large deviation principle (UDLP) for the solutions of two-dimensional stochastic Navier-Stokes equations (SNSE) in the vorticity form when perturbed by two distinct types of…

Probability · Mathematics 2023-04-24 Ankit Kumar , Manil T. Mohan

Fluid mechanics is a fundamental field in engineering and science. Solving the Navier-Stokes equation (NSE) is critical for understanding the behavior of fluids. However, the NSE is a complex partial differential equation that is difficult…

Computational Physics · Physics 2023-04-10 Ayoub Farkane , Mounir Ghogho , Mustapha Oudani , Mohamed Boutayeb

We address the global existence of solutions to the stochastic Navier-Stokes equations with multiplicative noise and with initial data in $H^{1/2}(\mathbb{T}^{3})$. We prove that the solution exists globally in time with probability…

Probability · Mathematics 2025-01-20 Mustafa Sencer Aydın , Igor Kukavica , Fanhui Xu

We prove three results on the existence of densities for the laws of finite dimensional functionals of the solutions of the stochastic Navier-Stokes equations in dimension 3. In particular, under very mild assumptions on the noise, we prove…

Probability · Mathematics 2012-03-05 Arnaud Debussche , Marco Romito

Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…

Statistical Mechanics · Physics 2009-11-10 B. Kaulakys , J. Ruseckas

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

We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and…

Analysis of PDEs · Mathematics 2018-01-11 Zdzisław Brzeźniak , Gaurav Dhariwal

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

Numerical Analysis · Mathematics 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

In this paper, we investigate the incompressible steady Navier-Stokes system with Navier slip boundary condition in a two-dimensional channel. As long as the width of cross-section of the channel grows more slowly than the linear growth,…

Analysis of PDEs · Mathematics 2022-11-23 Kaijian Sha , Yun Wang , Chunjing Xie

We develop a Bayesian methodology for numerical solution of the incompressible Navier--Stokes equations with quantified uncertainty. The central idea is to treat discretized Navier--Stokes dynamics as a state-space model and to view…

Computation · Statistics 2026-02-04 Nicholas Polson , Vadim Sokolov

In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic Navier-Stokes equations on the torus driven by additive…

Probability · Mathematics 2018-09-07 Sara Mazzonetto

In this paper we establish local and global existence and uniqueness of solutions for general nonlinear evolution equations with coefficients satisfying some local monotonicity and generalized coercivity conditions. An analogous result is…

Probability · Mathematics 2013-03-26 Wei Liu , Michael Röckner

This paper deals with time-fractional stochastic Navier-Stokes equations, which are characterized by the coexistence of stochastic noise and a fractional power of the Laplacian. We establish sufficient conditions for the existence and…

Optimization and Control · Mathematics 2025-10-13 Renu Chaudhary , Simeon Reich , Juan J. Nieto

The aim of these notes is to give an overview of the current results about existence and uniqueness of solutions for the stochastic Euler equation driven by a Brownian noise in a two-dimensional bounded domain.

Probability · Mathematics 2013-08-16 Hakima Bessaih

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