Related papers: Backward Stochastic Differential Equations Associa…
In this article we show that three dimensional vector advection equation is self dual in certain sense defined below. As a consequence, we infer classical result of Serrin of existence of strong solution of Navier-Stokes equation. Also we…
We extend the wellposedness results for second order backward stochastic differential equations introduced by Soner, Touzi and Zhang \cite{stz} to the case of a bounded terminal condition and a generator with quadratic growth in the $z$…
In this paper we show the non-uniqueness of mild solutions to the two-dimensional forced Navier-Stokes equations in the half space under the noslip boundary condition, following the program established by Albritton, Bru{\'e}, and Colombo in…
We consider nonlinear viscoelastic materials of differential type and for some special models we derive exact solutions of initial boundary value problems. These exact solutions are used to investigate the reasons of non-existence of global…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
We propose two different proofs of the fact that Oseen's vortex is the unique solution of the two-dimensional Navier-Stokes equation with a Dirac mass as initial vorticity. The first argument, due to C.E. Wayne and the second author, is…
By reversing the time variable we derive a stochastic representation for backward incompressible Navier-Stokes equations in terms of stochastic Lagrangian paths, which is similar to Constantin and Iyer's forward formulations in…
In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…
We show that any solution of the two-dimensional Navier-Stokes equation whose vorticity distribution is uniformly bounded in $L^1(R^2)$ for positive times is entirely determined by the trace of the vorticity at $t = 0$, which is a finite…
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…
We study well-posedness of a velocity-vorticity formulation of the Navier--Stokes equations, supplemented with no-slip velocity boundary conditions, a no-penetration vorticity boundary condition, along with a natural vorticity boundary…
This paper is concerned with the relationship between forward-backward stochastic Volterra integral equations (FBSVIEs, for short) and a system of (non-local in time) path dependent partial differential equations (PPDEs, for short). Due to…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…
In this paper, we are interested in the long-time behaviour of stochastic systems of n interacting vortices: the position in R2 of each vortex evolves according to a Brownian motion and a drift summing the influences of the other vortices…
We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…
An approximate solution to the two dimensional Navier Stokes equation with periodic boundary conditions is obtained by representing the x any y components of fluid velocity with complex Fourier basis vectors. The chosen space of basis…
We study the two-dimensional Navier-Stokes system on a flat cylinder with the usual Dirichlet boundary conditions for the velocity field u. We formulate the problem as an infinite system of ODE's for the natural Fourier components of the…
We prove the existence and multiplicity of periodic solutions of bouncing type for a second-order differential equation with a weak repulsive singularity. Such solutions can be catalogued according to the minimal period and the number of…
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequality with a nonlinear multivalued Neumann-Dirichlet boundary condition:% {equation*} \{{array}{r} \dfrac{\partial u(t,x)}{\partial…