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This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

In this paper we first prove the existence and uniqueness of the solution to the stochastic Navier--Stokes equations on the rotating 2-dimensional sphere. Then we show the existence of an asymptotically compact random dynamical system…

Analysis of PDEs · Mathematics 2014-03-27 Zdzislaw Brzeźniak , Beniamin Goldys , Quoc Thong Le Gia

We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suitable conditions on the data the whole sequence of…

Analysis of PDEs · Mathematics 2014-08-12 Paul Razafimandimby , Mamadou Sango

A fluctuation theory is presented for the nonequilibrium second order phase transition in a quasi-two-dimensional electron gas. A transverse (with respect to the current through the sample) spontaneous electric field as an order parameter…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 G. M. Shmelev , E. M. Epshtein , A. S. Matveev

We study the long time behavior of the solutions to the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ driven by additive noise and real linear multiplicative noise in the subcritical case (i.e. $\alpha>1/2$) by proving the…

Probability · Mathematics 2013-03-26 RongChan Zhu , XiangChan Zhu

Asymptotic random dynamics of weak solutions for a damped stochastic wave equation with the nonlinearity of arbitrarily large exponent and the additive noise on $\mathbb{R}^n$ is investigated. The existence of a pullback random attractor is…

Analysis of PDEs · Mathematics 2014-11-25 Hongyan Li , Yuncheng You

Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…

Numerical Analysis · Mathematics 2026-03-10 Ziheng Guo , Igor Cialenco , Ming Zhong

We introduce a class of multi-scale systems with discrete time, motivated by the problem of inviscid limit in fluid dynamics in the presence of small-scale noise. These systems are infinite-dimensional and defined on a scale-invariant…

Mathematical Physics · Physics 2023-04-19 Alexei A. Mailybaev , Artem Raibekas

The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic…

Analysis of PDEs · Mathematics 2011-07-21 Benjamin Gess , Wei Liu , Michael Roeckner

In order to bring contraction analysis into the very fruitful and topical fields of stochastic and Bayesian systems, we extend here the theory describes in \cite{Lohmiller98} to random differential equations. We propose new definitions of…

Optimization and Control · Mathematics 2013-09-27 Nicolas Tabareau , Jean-Jacques Slotine

In this paper, we mainly study the long-time dynamical behaviors of 2D nonlocal stochastic Swift-Hohenberg equations with multiplicative noise from two perspectives. Firstly, by adopting the analytic semigroup theory, we prove the upper…

Probability · Mathematics 2024-04-24 Jintao Wang , Chunqiu Li , Lu Yang , Mo Jia

We study an optimal control problem with a quadratic cost functional for non-Newtonian fluids of differential type. More precisely, we consider the system governing the evolution of a second grade fluid filling a two-dimensional bounded…

Analysis of PDEs · Mathematics 2024-09-04 Adilson Almeida , Nikolai V. Chemetov , Fernanda Cipriano

We consider the Navier-Stokes system describing the motion of a compressible barotropic fluid driven by stochastic external forces. Our approach is semi-deterministic, based on solving the system for each fixed representative of the random…

Analysis of PDEs · Mathematics 2012-06-06 Eduard Feireisl , Bohdan Maslowski , Antonin Novotny

In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…

Probability · Mathematics 2026-03-10 Kush Kinra , Fernanda Cipriano

We introduce second-gradient models for incompressible viscous fluids, building on the framework introduced by Fried and Gurtin. We propose a new and simple constitutive relation for the hyperpressure to ensure that the models are both…

Analysis of PDEs · Mathematics 2026-03-25 C. Balitactac , C. Rodriguez

We consider a stochastic model which describes the motion of a 2D incompressible fluid in a unbounded domain with viscosity and memory effects. This model is different from the classical stochastic Navier-Stokes-Voigt equations due to the…

Analysis of PDEs · Mathematics 2022-11-08 Yadong Liu , Wenjun Liu , Xin-Guang Yang , Yasi Zheng

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Probability · Mathematics 2025-05-13 Pierre Germain , Pierre Monmarché

Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum constrast estimators are introduced. Strong consistency and asymptotic normality of…

Probability · Mathematics 2018-06-12 Josef Janak

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such…

Analysis of PDEs · Mathematics 2016-09-09 Hakima Bessaih , María J. Garrido-Atienza , Xiaoying Han , Björn Schmalfuß