English
Related papers

Related papers: A Moderate Deviation Principle for 2-D Stochastic …

200 papers

The averaging principle is established for the slow component and the fast component being two dimensional stochastic Navier-Stokes equations and stochastic reaction-diffusion equations, respectively. The classical Khasminskii approach…

Probability · Mathematics 2018-10-05 Shihu Li , Xiaobin Sun , Yingchao Xie , Ying Zhao

This paper studies the weak convergence order of the stochastic theta method for stochastic differential equations (SDEs) driven by time-changed L\'{e}vy noise under global Lipschitz and linear growth conditions. In contrast to classical…

Numerical Analysis · Mathematics 2026-03-31 Ziheng Chen , Jiao Liu , Meng Cai

This paper derives the stochastic homogenization for two dimensional Navier--Stokes equations with random coefficients. By means of weak convergence method and Stratonovich--Khasminskii averaging principle approach, the solution of two…

Analysis of PDEs · Mathematics 2024-12-18 Dong Su , Hui Liu , Yangyang Shi

We show that the system of point vortices, perturbed by a certain transport type noise, converges weakly to the vorticity form of 2D Navier--Stokes equations driven by the space-time white noise.

Probability · Mathematics 2020-10-01 Franco Flandoli , Dejun Luo

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

This work investigates the strong and weak convergence orders of numerical methods for SDEs driven by time-changed L\'{e}vy noise under the globally Lipschitz conditions. Based on the duality theorem, we prove that the numerical…

Numerical Analysis · Mathematics 2025-04-29 Ziheng Chen , Jiao Liu , Anxin Wu

We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by L\'{e}vy-type noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, with the Laplacian replaced by a negative definite…

Probability · Mathematics 2023-12-07 Weina Wu , Jianliang Zhai

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

Probability · Mathematics 2025-10-22 Martin Hairer , Wenhao Zhao

For a heat equation with memory driven by a L\'evy-type noise we establish the existence of a unique solution. The main part of the article focuses on the Freidlin-Wentzell large deviation principle of the solutions of heat equation with…

Probability · Mathematics 2016-12-01 Markus Riedle , Jianliang Zhai

In this paper, we proved a central limit theorem and established a moderate deviation principle for a perturbed stochastic wave equation defined on $[0,T]\times \rr^3$. This equation is driven by a Gaussian noise, white in time and…

Probability · Mathematics 2017-10-03 L. Cheng , R. Li , R. Wang , N. Yao

This paper focuses on deriving optimal-order full moment error estimates in strong norms for both velocity and pressure approximations in the Euler-Maruyama time discretization of the stochastic Navier-Stokes equations with multiplicative…

Numerical Analysis · Mathematics 2025-10-10 Xiaobing Feng , Liet Vo

We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the…

Numerical Analysis · Mathematics 2022-03-23 Dominic Breit , Andreas Prohl

Continuous data assimilation methods, such as the nudging algorithm introduced by Azouani, Olson, and Titi (AOT) [2], are known to be highly effective in deterministic settings for asymptotically synchronizing approximate solutions with…

Probability · Mathematics 2025-12-18 Hakima Bessaih , Benedetta Ferrario , Oussama Landoulsi , Margherita Zanella

We study the two-dimensional incompressible Navier-Stokes equation on the torus, driven by Gaussian noise that is white in time and colored in space. We consider the case where the magnitude of the random forcing $\sqrt{\e}$ and its…

Probability · Mathematics 2021-01-01 Sandra Cerrai , Nicholas Paskal

We consider the incompressible 2D Navier-Stokes equations on the torus, driven by a deterministic time periodic force and a noise that is white in time and degenerate in Fourier space. The main result is twofold. Firstly, we establish a…

Probability · Mathematics 2023-07-13 Rongchang Liu , Kening Lu

A new approach to the old-standing problem of the anomaly of the scaling exponents of nonlinear models of turbulence has been proposed and tested through numerical simulations. This is achieved by constructing, for any given nonlinear…

Probability · Mathematics 2016-11-08 Hakima Bessaih , Benedetta Ferrario

In this paper, we establish ergodic and mixing properties of stochastic 2D Navier-Stokes equations driven by a highly degenerate multiplicative Gaussian noise. The noise could appear in as few as four directions and the intensity of the…

Probability · Mathematics 2025-02-27 Zhao Dong , Xuhui Peng

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

Dynamical Systems · Mathematics 2019-07-24 Pingyuan Wei , Ying Chao , Jinqiao Duan

Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…

Probability · Mathematics 2023-05-19 Federico Butori , Eliseo Luongo

We show that the Navier-Stokes as well as a random perturbation of this equation can be derived from a stochastic variational principle where the pressure is introduced as a Lagrange multiplier. Moreover we describe how to obtain…

Analysis of PDEs · Mathematics 2019-03-19 Ana Bela Cruzeiro