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In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…

Numerical Analysis · Mathematics 2017-09-18 Guang-an Zou , Guangying Lv , Jiang-Lun Wu

We investigate the global well-posedness and asymptotic behavior of $L^2$-solutions to stochastic nonlinear Schr\"odinger equations with multiplicative noise driven by continuous square integrable martingales with density. Our approach…

Probability · Mathematics 2026-05-12 Isamu Dôku , Shunya Hashimoto , Shuji Machihara

We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…

Systems and Control · Electrical Eng. & Systems 2021-11-12 Thomas Lew , Apoorva Sharma , James Harrison , Edward Schmerling , Marco Pavone

Sufficient and necessary conditions are presented for the order-preservation of stochastic functional differential equations on $\R^d$ with non-Lipschitzian coefficients driven by the Brownian motion and Poisson processes. The sufficiency…

Probability · Mathematics 2014-01-22 Xing Huang , Feng-Yu Wang

We consider a fluid governed by the randomly forced 2D Navier-Stokes system. It is assumed that the force is bounded, acts directly only on a small number of Fourier modes, and satisfies some natural decomposability and observability…

Analysis of PDEs · Mathematics 2024-11-18 Vahagn Nersesyan , Deng Zhang , Chenwan Zhou

The Navier--Stokes equations for incompressible flows past a two--dimensional sphere are considered in this article. The existence of an inertial form of the equations is established. Furthermore for the first time for fluid equations, we…

chao-dyn · Physics 2008-02-03 Roger Temam , Shouhong Wang

In the present paper, we study the long time behaviour of the solutions of the second grade fluids equations in dimension 3. Using scaling variables and energy estimates in weighted Sobolev spaces, we describe the first order asymptotic…

Analysis of PDEs · Mathematics 2014-03-03 Olivier Coulaud

We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…

Optimization and Control · Mathematics 2016-01-21 Nadir Arada

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

Analysis of PDEs · Mathematics 2008-03-24 Michael Caruana , Peter Friz

We give a unique classical solution to initial value problem for a system of partial differential equations for the densities of components of one dimensional incompressible fluid mixture driven by evaporation. Motivated by the known fact…

Mathematical Physics · Physics 2009-10-31 Kumiko Hattori , Tetsuya Hattori

We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…

Probability · Mathematics 2021-05-31 Wei Wang , Jianliang Zhai , Tusheng Zhang

We consider instability of the Friedmann world model to the second-order in perturbations. We present the perturbed set of equations up to the second-order in the Friedmann background world model with general spatial curvature and the…

Astrophysics · Physics 2009-11-07 H. Noh , J. Hwang

In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We derive necessary a priori estimates for numerical approximations,…

Analysis of PDEs · Mathematics 2021-08-30 Abhishek Chaudhary , Ujjwal Koley

In this note, we establish a bi-parameter linear localization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing.

Analysis of PDEs · Mathematics 2024-07-16 Jingyu Huang , Tadahiro Oh , Mamoru Okamoto

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

A linear stochastic vector advection equation is considered. The equation may model a passive magnetic field in a random fluid. The driving velocity field is a integrable to a certain power and the noise is infinite dimensional. We prove…

Analysis of PDEs · Mathematics 2017-05-02 Franco Flandoli , Christian Olivera

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 study the global-in-time dynamics for a stochastic semilinear wave equation with cubic defocusing nonlinearity and additive noise, posed on the $2$-dimensional torus. The noise is taken to be slightly more regular than space-time white…

Analysis of PDEs · Mathematics 2021-02-19 Justin Forlano , Leonardo Tolomeo

Development of a two-phase incompressible solver for magnetic flows in the magnetostatic case is presented. The proposed numerical toolkit couples the Navier-Stokes equations of hydrodynamics with Maxwell's equations of electromagnetism to…

Fluid Dynamics · Physics 2024-06-04 Paria Makaremi-Esfarjani , Andrew J. Higgins , Alireza Najafi-Yazdi

A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…

Probability · Mathematics 2007-09-10 Igor Cialenco , Sergey V. Lototsky
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