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Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

Probability · Mathematics 2017-01-03 Zdzisław Brzeźniak , Elżbieta Motyl

In this work we investigate the phenomenon of pathwise non-uniqueness for the stochastic incompressible Euler equations with a passive tracer on the whole Euclidean space. The stochastic perturbations are interpreted as a transport noise…

Probability · Mathematics 2026-04-30 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

In this paper, a compensated compactness framework is established for sonic-subsonic approximate solutions to the $n$-dimensional$(n\geq 2)$ Euler equations for steady irrotational flow that may contain stagnation points. This compactness…

Analysis of PDEs · Mathematics 2015-03-19 Feimin Huang , Tianyi Wang , Yong Wang

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

Strong existence and pathwise uniqueness of solutions with $L^{\infty}$-vorticity of 2D stochastic Euler equations is proved. The noise is multiplicative and involves first derivatives. A Lagrangian approach is implemented, where a…

Probability · Mathematics 2016-09-09 Zdzisław Brzeźniak , Franco Flandoli , Mario Maurelli

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

In the present work, we investigate stochastic third grade fluids equations in a $d$-dimensional setting, for $d = 2, 3$. More precisely, on a bounded and simply connected domain $\mathcal{D}$ of $\mathbb{R}^d$, $d = 2,3$, with a…

Analysis of PDEs · Mathematics 2023-11-27 Raya Nouira , Fernanda Cipriano , Yassine Tahraoui

In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autonomous stochastic parabolic partial differential equations.…

Analysis of PDEs · Mathematics 2018-06-29 Marco Dozzi , Rim Touibi , Pierre-A Vuillermot

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…

Probability · Mathematics 2013-11-20 Serge Cohen , Fabien Panloup , Samy Tindel

In this paper we deal with global approximation of solutions of stochastic differential equations (SDEs) driven by countably dimensional Wiener process. Under certain regularity conditions imposed on the coefficients, we show lower bounds…

Numerical Analysis · Mathematics 2023-03-24 Łukasz Stępień

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…

Probability · Mathematics 2024-03-19 Kerstin Schmitz , Aleksandra Zimmermann

In this article, we have analyzed semi-discrete finite element approximations of the Stochastic linear Schr\"{o}dinger equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite element method for…

Numerical Analysis · Mathematics 2026-01-16 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

We prove well-posedness and regularity for the stochastic pure Cahn-Hilliard equation under homogeneous Neumann boundary conditions, with both additive and multiplicative Wiener noise. In contrast with great part of the literature, the…

Analysis of PDEs · Mathematics 2018-10-03 Luca Scarpa

We address the global-in-time existence and pathwise uniqueness of solutions for the stochastic incompressible Navier-Stokes equations with a multiplicative noise on the three-dimensional torus. Under natural smallness conditions on the…

Probability · Mathematics 2024-10-07 Igor Kukavica , Fanhui Xu

In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

Probability · Mathematics 2018-03-02 Chunrong Feng , Yue Wu , Huaizhong Zhao

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an…

Probability · Mathematics 2009-02-19 Marta Sanz-Solé , Pierre-A. Vuillermot

We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier