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A stochastic free-boundary problem for the three-dimensional barotropic compressible Navier--Stokes equations is studied. The main feature of the model is that the free boundary is transported by a Stratonovich stochastic flow, so that the…

Analysis of PDEs · Mathematics 2026-05-11 Gianmarco Del Sarto , Matthias Hieber , Tarek Zöchling

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic…

Analysis of PDEs · Mathematics 2023-02-01 Arnaud Debussche , Berenger Hug , Etienne Memin

We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…

Probability · Mathematics 2007-05-23 Thomas Muller-Gronbach

The predictability of turbulent flows remains a challenging problem for mathematicians, physicists, and meteorologists. In this context, we consider the 3D incompressible Navier-Stokes equations with small-scale random forcing on…

Fluid Dynamics · Physics 2025-10-21 Erika Ortiz , Ciro S. Campolina , Alexei A. Mailybaev

This paper focuses on deriving optimal-order full moment error estimates in strong norms for both velocity and pressure approximations in the Euler-Maruyama time discretization of the stochastic Navier-Stokes equations with multiplicative…

Numerical Analysis · Mathematics 2025-10-10 Xiaobing Feng , Liet Vo

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes

In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schr\"{o}dinger equations with additive jump noise in $L^2(\mathbb{R}^d)$. Our results cover all either focusing or defocusing nonlinearity in the…

Probability · Mathematics 2022-07-11 Jian Wang , Jianliang Zhai , Jiahui Zhu

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

This article concerns the random dynamics and asymptotic analysis of the well known mathematical model, the Navier-Stokes equations. We consider the two-dimensional stochastic Navier-Stokes equations (SNSE) driven by a \textsl{linear…

Probability · Mathematics 2023-02-06 Kush Kinra , Manil T. Mohan

We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.

Probability · Mathematics 2016-12-30 Hatem Hajri , Caglar Mine , Marc Arnaudon

We consider a velocity tracking problem for the Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through a injection-suction device and the flow is allowed to slip against the surface wall. We study the…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai V. Chemetov , Fernanda Cipriano

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…

Analysis of PDEs · Mathematics 2013-07-26 H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

In this paper, we consider a stochastic model of incompressible second grade fluids on a bounded domain of R^2 driven by linear multiplicative Brownian noise with anticipating initial conditions. The existence and uniqueness of the…

Probability · Mathematics 2017-06-21 Shijie Shang

We consider a class of stochastic differential equations driven by a one dimensional Brownian motion and we investigate the rate of convergence for Wong-Zakai-type approximated solutions. We first consider the Stratonovich case, obtained…

Probability · Mathematics 2018-06-06 Bilel Kacem Ben Ammou , Alberto Lanconelli

In this paper, we study backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP in short) with non-Lipschitz coefficients on random time interval. The probabilistic interpretation for the…

Probability · Mathematics 2010-05-17 Qingfeng Zhu , Yufeng Shi

In this paper we prove the existence and uniqueness of a strong solution (in PDE sense) to the stochastic Navier-Stokes equations on the rotating 2-dimensional unit sphere perturbed by stable L\'evy noise. This strong solution turns out to…

Analysis of PDEs · Mathematics 2019-09-24 Leanne Dong

In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow. These results…

Probability · Mathematics 2010-12-07 Utpal Manna , Jose-Luis Menaldi , Sivaguru S. Sritharan

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

One proves here the backward uniqueness of solutions to stochastic semilinear parabolic equations and also for the tamed Navier-Stokes equations driven by linearly multiplicative Gaussian noises. Applications to approximate controllability…

Probability · Mathematics 2018-06-18 V. Barbu , M. Röckner

This work is devoted to study the global existence of strong and classical solutions to compressible Navier-Stokes equations with or without density jump on the moving boundary for spherically symmetric motion. We establish a unified method…

Analysis of PDEs · Mathematics 2020-07-07 Xin Liu
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