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The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…

Probability · Mathematics 2011-05-02 Jinniao Qiu , Shanjian Tang , Yuncheng You

We consider a system of stochastic differential equations driven by a standard n-dimensional Brownian motion where the drift coefficient satisfies a Novikov-type condition while the diffusion coefficient is the identity matrix. We define a…

Probability · Mathematics 2013-07-15 Alberto Lanconelli

We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…

Statistical Mechanics · Physics 2022-10-05 Tânia Tomé , Mário J. de Oliveira

This paper investigates the nonlinear dynamics of Newton's problem of minimal resistance in radial fields. We move beyond classical translational symmetry to analyze two non-equilibrium scenarios: a scale-invariant free expansion and an…

Fluid Dynamics · Physics 2026-05-15 Rafael López

We use Feireisl-Lions theory to deduce the existence of weak solutions to a system describing the dynamics of a linear oscillator containing a Newtonian compressible fluid. The appropriate Navier-Stokes equation is considered on a domain…

Analysis of PDEs · Mathematics 2021-03-02 Vaclav Macha

There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda…

Other Condensed Matter · Physics 2016-09-08 P. Ao

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai Chemetov , Fernanda Cipriano

We are concerned with the energy equality for weak solutions to Newtonian and non-Newtonian incompressible fluids. In particular, the results obtained for non-Newtonian fluids, after restriction to the Newtonian case, equal or improve the…

Analysis of PDEs · Mathematics 2019-01-09 Hugo Beirao da Veiga , Jiaqi Yang

In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…

Probability · Mathematics 2016-05-03 Raluca M. Balan , Maria Jolis , Lluís Quer-Sardanyons

In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…

Probability · Mathematics 2014-07-23 Hakima Bessaih , Erika Hausenblas , Paul Razafimandimby

We consider a non-Newtonian incompressible heat conducting fluid with prescribed nonuniform temperature on the boundary and with the no-slip boundary conditions for the velocity. We assume no external body forces. For the power-law like…

Analysis of PDEs · Mathematics 2022-10-21 Anna Abbatiello , Miroslav Bulíček , Petr Kaplický

We study a fluid-structure interaction problem describing movement of a rigid body inside a bounded domain filled by a viscous fluid. The fluid is modelled by the generalized incompressible Naiver-Stokes equations which include cases of…

Analysis of PDEs · Mathematics 2021-09-22 Hind Al Baba , Amrita Ghosh , Boris Muha , Sarka Necasova

This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…

Mathematical Physics · Physics 2021-08-11 Yuanfei Huang , Ying Chao , Wei Wei , Jinqiao Duan

We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation,…

Analysis of PDEs · Mathematics 2022-05-31 Andrea Di Primio , Maurizio Grasselli , Luca Scarpa

We study in this article the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, \begin{equation} d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N}…

Probability · Mathematics 2018-01-24 J. Unterberger

It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set $\gamma$ under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if…

Probability · Mathematics 2010-07-01 Holger Matthias van Bargen

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

Considered herein is a particular nonlinear dispersive stochastic equation. It was introduced recently in [3], as a model describing surface water waves under location uncertainty. The corresponding noise term is introduced through a…

Analysis of PDEs · Mathematics 2023-05-10 Evgueni Dinvay

Since Newton's time, deterministic causality has been considered a crucial prerequisite in any fundamental theory in physics. In contrast, the present work investigates stochastic dynamical models for motion in one spatial dimension, in…

Statistical Mechanics · Physics 2025-02-04 Bing Miao , Hong Qian , Yong-Shi Wu

We prove the existence of large-data global-in-time weak solutions to an evolutionary PDE system describing flows of incompressible \emph{heat-conducting} viscoelastic rate-type fluids with stress-diffusion, subject to a stick-slip boundary…

Analysis of PDEs · Mathematics 2020-07-14 Miroslav Bulíček , Josef Málek , Vít Průša , Endre Süli
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