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We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

Probability · Mathematics 2020-08-17 Qi Zhang , Jinqiao Duan

We consider the Navier-Stokes equations in vorticity form in $\mathbb{R}^2$ with a white noise forcing term of multiplicative type, whose spatial covariance is not regular enough to apply the It\^o calculus in $L^q$ spaces, $1<q<\infty$. We…

Probability · Mathematics 2018-03-06 Benedetta Ferrario , Margherita Zanella

Consider the two-phase free boundary problem subject to surface tension and gravitational forces for a class of non-Newtonian fluids with stress tensors $T_i$ of the form $T_i=-\pi I+\mu_i(|D(v)|^2)D(v)$ for $i=1,2$, respectively, and where…

Analysis of PDEs · Mathematics 2015-09-14 Matthias Hieber , Hirokazu Saito

In this article, we propose a wellposedness theory for a class of second order backward doubly stochastic differential equation (2BDSDE). We prove existence and uniqueness of the solution under a Lipschitz type assumption on the generator,…

Probability · Mathematics 2016-10-14 Anis Matoussi , Dylan Possamai , Wissal Sabbagh

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…

Analysis of PDEs · Mathematics 2007-05-23 Mrinal K Ghosh , K S Mallikarjuna Rao

In this paper, the authors first establish the global well-posedness of strong solutions of the simplified Ericksen-Leslie model for nonhomogeneous incompressible nematic liquid crystal flows in two dimensions if the initial data satisfies…

Analysis of PDEs · Mathematics 2012-12-03 Shengquan Liu , Jianwen Zhang

We consider a thermodynamically consistent diffuse interface model describing two-phase flows of incompressible fluids in a non-isothermal setting. This model was recently introduced in a previous paper of ours, where we proved existence of…

Analysis of PDEs · Mathematics 2014-06-09 Michela Eleuteri , Elisabetta Rocca , Giulio Schimperna

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

We consider the motion of two superposed immiscible, viscous, incompressible, capillary fluids that are separated by a sharp interface which needs to be determined as part of the problem. Allowing for gravity to act on the fluids, we prove…

Analysis of PDEs · Mathematics 2016-12-20 Jan Pruess , Gieri Simonett

We consider the stochastic incompressible magnetohydrodynamic equations driven by additive jump noises on either the whole space $\mathbb{R}^d$, $d=2,3$ or a smooth bounded domain $D$ in $\mathbb{R}^d$. We establish the local existence and…

Probability · Mathematics 2024-12-18 Kaicheng Ni , Heling Su , Jiahui Zhu

In this paper, the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by L\'evy process consisting of the Brownian motion, the compensated Poisson random measure and the Poisson random measure are…

Analysis of PDEs · Mathematics 2018-01-23 Robin Ming Chen , Dehua Wang , Huaqiao Wang

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid…

Probability · Mathematics 2016-10-05 Zdzislaw Brzeźniak , Erika Hausenblas , Paul Razafimandimby

Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…

Probability · Mathematics 2007-11-06 Peter Friz , Nicolas Victoir

We investigate existence and uniqueness for the stochastic liquid crystal flow driven by colored noise on the two-dimensional torus. After giving a natural uniqueness criterion, we prove local solvability in $L^p$-based spaces, for every…

Probability · Mathematics 2019-02-18 Anne De Bouard , Antoine Hocquet , Andreas Prohl

We consider a viscous incompressible fluid interacting with a linearly elastic shell of Koiter type which is located at some part of the boundary. Recently models with stochastic perturbation in the shell equation have been proposed in the…

Analysis of PDEs · Mathematics 2024-01-10 Dominic Breit , Prince Romeo Mensah , Thamsanqa Castern Moyo

We prove that a version of Smagorinsky Large Eddy model for a 2D fluid in vorticity form is the scaling limit of suitable stochastic models for large scales, where the influence of small turbulent eddies is modeled by a transport type…

Probability · Mathematics 2023-02-28 Franco Flandoli , Dejun Luo , Eliseo Luongo

In this article we are interested in the regularity properties of the probability measure induced by the solution process of the L\'evy noise or a fractional Brownian motion driven Navier Stokes Equation on the two dimensional torus…

Probability · Mathematics 2017-04-05 E. Hausenblas , Paul Razafimandimby

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

Analysis of PDEs · Mathematics 2019-01-09 Benjamin Fehrman , Benjamin Gess

In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…

Probability · Mathematics 2010-07-26 Zhen-Qing Chen , Kyeong-Hun Kim

We consider the strong and weak solutions to the Cauchy problem of the inhomogeneous incompressible nematic liquid crystal equations in two dimensions. We first establish the local existence and uniqueness of strong solutions by using the…

Analysis of PDEs · Mathematics 2015-03-13 Jinkai Li
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