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We study the 2D Navier-Stokes equation with transport noise subject to periodic boundary conditions. Our main result is an error estimate for the time-discretisation showing a convergence rate of order (up to) 1/2. It holds with respect to…

Numerical Analysis · Mathematics 2024-10-21 Dominic Breit , Thamsanqa Castern Moyo , Andreas Prohl , Jörn Wichmann

In this article, we study optimal feedback control synthesis of stochastic 2D Navier-Stokes equations perturbed Levy type noise with distributed stochastic control process acting on the state equation. We use the dynamic programming…

Analysis of PDEs · Mathematics 2022-04-19 Manil. T. Mohan , K. Sakthivel , Sivaguru S. Sritharan

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

We prove that the any Markov solution to the 3D stochastic Navier-Stokes equations driven by a mildly degenerate noise (i.e.all but finitely many Fourier modes are forced) is uniquely ergodic. This follows by proving strong Feller…

Probability · Mathematics 2009-12-10 Lihu Xu , Marco Romito

In this paper, we present sufficient conditions and criteria to establish the large and moderate deviation principle of multivalued McKean-Vlasov stochastic differential equation by means of the weak convergence method.

Probability · Mathematics 2022-08-31 Fengwu Zhu , Wei Liu

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

Probability · Mathematics 2022-11-24 C. A. Fonseca-Mora

Gradient estimates are derived, for the first time, for the semigroup associated to a class of stochastic differential equations driven by multiplicative L\'evy noise. In particular, the estimates are sharp for $\alpha$-stable type noises.…

Probability · Mathematics 2015-05-28 Feng-Yu Wang , Lihu Xu , Xicheng Zhang

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

Dynamical Systems · Mathematics 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan

We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multiplicative white…

Probability · Mathematics 2020-10-27 Jakub Slavík

In this note we prove the well-posedness for stochastic 2D Navier-Stokes equation driven by general L\'evy processes (in particular, $\alpha$-stable processes), and obtain the existence of invariant measures.

Probability · Mathematics 2011-03-29 Zhao Dong , Lihu Xu , Xicheng Zhang

Consider the stochastic differential equation in $\rr^d$ dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t X^{\e}_0&=x_0,\quad x_0\in\rr^d$ where $b:\rr^d\to\rr^d$ is $C^1$ such that $<x,b(x)> \leq C(1+|x|^2)$, $\sigma:\rr^d\to…

Probability · Mathematics 2026-04-14 Yutao ma , Ran Wang , Liming Wu

We propose a new higher-order time discretization scheme for the stochastic Navier--Stokes equations with additive noise, where its velocity and pressure approximates converge at strong rate $1.5$ in probability. The construction rests on…

Numerical Analysis · Mathematics 2026-02-17 L. Banas , D. Breit , A. Chaudhary , A. Prohl

This paper concerns the existence of global weak solutions \`a la Leray for compressible Navier-Stokes equations with a pressure law that depends on the density and on time and space variables $t$ and $x$. The assumptions on the pressure…

Analysis of PDEs · Mathematics 2021-08-11 Didier Bresch , Pierre Emmanuel Jabin , Fei Wang

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

Dynamical Systems · Mathematics 2014-05-15 Y Xu , B Pei

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

Numerical Analysis · Mathematics 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger

In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…

Probability · Mathematics 2021-08-27 Z. Brzeźniak , T. Komorowski , S. Peszat

We study a slow-fast system of coupled two- and three-dimensional Navier-Stokes equations in which the fast component is perturbed by an additive fractional Brownian noise with Hurst parameter $H>\frac{1}{3}$. The system is analyzed using…

Probability · Mathematics 2026-02-10 Eliseo Luongo , Francesco Triggiano

A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semi-martingales and characterized by a weak Euler- Lagrange condition. A least action…

Probability · Mathematics 2016-02-12 Ana Bela Cruzeiro , Rémi Lassalle

This paper is concerned with the ergodicity for stochastic 2D fractional magneto-hydrodynamic equations on the two-dimensional torus driven by a highly degenerate pure jump L\'{e}vy noise. We focus on the challenging case where the noise…

Probability · Mathematics 2025-05-01 Xue Wang , Jiangwei Zhang , Jianhua Huang

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

Probability · Mathematics 2015-09-08 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang
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