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This work proposes an efficient, linear, and fully decoupled pressure-correction scheme for the 2D stochastic Navier-Stokes equations with multiplicative noise and Dirichlet boundary condition. Leveraging the auxiliary variable approach,…

Numerical Analysis · Mathematics 2025-11-20 Can Huang , Weiwen Wang , Chuanju Xu

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

Numerical Analysis · Mathematics 2022-11-28 Hailong Qiu

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

Probability · Mathematics 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

Martingale solutions of stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains, driven by the L\'evy noise consisting of the compensated time homogeneous Poisson random measure and the Wiener process are considered.…

Probability · Mathematics 2012-09-03 Elżbieta Motyl

In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

Probability · Mathematics 2025-12-02 Hongjiang Qian

We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise.

Probability · Mathematics 2015-09-02 Zdzislaw Brzezniak , Sandra Cerrai

We consider the 2D incompressible Navier-Stokes equations driven by mildly degenerate noise that acts only on finitely many low Fourier modes, a setting that models large-scale stirring. For this system, we prove that the top Lyapunov…

Dynamical Systems · Mathematics 2026-05-15 Dengdi Chen , Yan Zheng

By using the weak convergence method, we establish the large and moderate deviation principles for the multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients driven by L\'{e}vy noise in this paper. The Bihari's inequality is used to…

Probability · Mathematics 2025-12-25 Lingyan Cheng , Caihong Gu , Wei Liu , Fengwu Zhu

We demonstrate the large deviation principle in the small noise limit for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation. In this paper, we first prove the well-posedness of weak solutions…

Probability · Mathematics 2020-08-10 Bo You

We provide a unified treatment of pathwise Large and Moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based…

Probability · Mathematics 2022-04-15 Antoine Jacquier , Alexandre Pannier

We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…

Probability · Mathematics 2016-02-25 Mihály Kovács , Felix Lindner , René L. Schilling

Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schr\"odinger type equation with linear drift term and noise driven by a $Q$-Wiener process. The central limit theorem is also shown for the equation…

Probability · Mathematics 2024-09-27 Parisa Fatheddin , Hannelore Lisei

The purpose of this paper is to establish the Donsker-Varadhan type large deviations principle (LDP) for the two-dimensional stochastic Navier-Stokes system. The main novelty is that the noise is assumed to be highly degenerate in the…

Probability · Mathematics 2022-02-01 Vahagn Nersesyan , Xuhui Peng , Lihu Xu

Using a weak convergence approach, we prove a LPD for the solution of 2D stochastic Navier Stokes equations when the viscosity converges to 0 and the noise intensity is multiplied by the square root of the viscosity. Unlike previous results…

Probability · Mathematics 2012-08-09 Hakima Bessaih , Annie Millet

In this paper, we prove a central limit theorem and estabilish a moderate deviation principle for stochastic models of incompressible second fluids. The weak convergence method inreoduced by [4] plays an important role.

Probability · Mathematics 2016-08-01 Jianliang Zhai , Tusheng Zhang , Wuting Zheng

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

The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In…

Probability · Mathematics 2009-09-29 Martin Hairer , Jonathan C. Mattingly

We study inviscid limits of invariant measures for the 2D Stochastic Navier-Stokes equations. As shown in \cite{Kuksin2004} the noise scaling $\sqrt{{\nu}}$ is the only one which leads to non-trivial limiting measures, which are invariant…

Analysis of PDEs · Mathematics 2013-02-05 Nathan Glatt-Holtz , Vladimir Sverak , Vlad Vicol

In this paper we prove that the stochastic Navier-Stokes equations with stable L\'evy noise generates a random dynamical systems. Then we prove the existence of random attractor for the Navier-Stokes equations on 2D spheres under stable…

Probability · Mathematics 2019-10-22 Leanne Dong

We review some basic results on existence and uniqueness of the invariant measure for the two-dimensional stochastic Navier-Stokes equations. A large part of the literature concerns the additive noise case; after revising these models, we…

Probability · Mathematics 2025-01-06 Benedetta Ferrario , Margherita Zanella