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Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…

Probability · Mathematics 2026-05-12 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

Chaotic Dynamics · Physics 2013-09-26 Jinzhi Lei , Michael C. Mackey

We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally…

Numerical Analysis · Mathematics 2010-06-15 David F. Anderson , Jonathan C. Mattingly

In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…

Optimization and Control · Mathematics 2016-01-21 Nadir Arada , Fernanda Cipriano

We propose and study a temporal, and spatio-temporal discretisation of the 2D stochastic Navier--Stokes equations in bounded domains supplemented with no-slip boundary conditions. Considering additive noise, we base its construction on the…

Numerical Analysis · Mathematics 2022-03-23 Dominic Breit , Andreas Prohl

We review some basic results on existence and uniqueness of the invariant measure for the two-dimensional stochastic Navier-Stokes equations. A large part of the literature concerns the additive noise case; after revising these models, we…

Probability · Mathematics 2025-01-06 Benedetta Ferrario , Margherita Zanella

We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…

Analysis of PDEs · Mathematics 2025-04-15 D. Breit , E. Feireisl , M. Hofmanova , P. B. Mucha

This work proposes an efficient, linear, and fully decoupled pressure-correction scheme for the 2D stochastic Navier-Stokes equations with multiplicative noise and Dirichlet boundary condition. Leveraging the auxiliary variable approach,…

Numerical Analysis · Mathematics 2025-11-20 Can Huang , Weiwen Wang , Chuanju Xu

The Navier-Stokes equations describing laminar flow of an incompressible fluid will be solved. Different group of general solutions for Navier stokes equations governing Laminar incompressible fluids will be derived.

Fluid Dynamics · Physics 2007-05-23 Saeed Otarod , Davar Otarod

This paper concerns a diffuse interface model for the flow of two incompressible viscoelastic fluids in a bounded domain. More specifically, the fluids are assumed to be macroscopically immiscible, but with a small transition region, where…

Analysis of PDEs · Mathematics 2024-11-15 Yadong Liu , Dennis Trautwein

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…

Probability · Mathematics 2023-01-13 Florian Bechtold , Fabian A. Harang , Nimit Rana

We derive a class of energy preserving boundary conditions for incompressible Newtonian flows and prove local-in-time well-posedness of the resulting initial boundary value problems, i.e. the Navier-Stokes equations complemented by one of…

Analysis of PDEs · Mathematics 2015-10-22 Dieter Bothe , Matthias Köhne , Jan Prüss

The aim of this work is to prove an existence and uniqueness result of Kato-Fujita type for the Navier-Stokes equations, in vorticity form, in $2-D$ and $3-D$, perturbed by a gradient type multiplicative Gaussian noise (for sufficiently…

Analysis of PDEs · Mathematics 2019-05-08 Ionut Munteanu , Michael Roeckner

This paper is concerned with a mathematical model which describes 2-D flows of an incompressible viscoelastic fluid of Oldroyd type in a bounded domain. We prove the existence and uniqueness theorem for global (in time) weak solutions and…

Analysis of PDEs · Mathematics 2017-08-15 Mikhail A. Artemov , George G. Berdzenishvili

This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…

Probability · Mathematics 2025-08-06 Nikos I. Kavallaris , Christos V. Nikolopoulos , Subramani Sankar

In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…

Analysis of PDEs · Mathematics 2025-10-28 Claudia Espitia , David A. C. Mollinedo , Christian Olivera

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

In this paper, we study the lifespan and continuation criteria of several two-dimensional incompressible fluid models. Motivated by a novel energy-vorticity formulation, combining linear transport estimate and a bootstrap argument, we are…

Analysis of PDEs · Mathematics 2026-05-14 Anping Pan

The area enclosed by the two-dimensional Brownian motion in the plane was studied by L\'evy, who found the characteristic function and probability density of this random variable. For other planar processes, in particular ergodic diffusions…

Statistical Mechanics · Physics 2023-10-24 Johan du Buisson , Thamu D. P. Mnyulwa , Hugo Touchette

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol