Related papers: Approximations of Stochastic Navier-Stokes Equatio…
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…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…
The paper is devoted to the open problem of regularization by noise of 3D Navier-Stokes equations. Opposite to several attempts made with additive noise which remained inconclusive, we show here that a suitable multiplicative noise of…
In this article, we study optimal feedback control synthesis of stochastic 2D Navier-Stokes equations perturbed Levy type noise with distributed stochastic control process acting on the state equation. We use the dynamic programming…
We consider the stationary Navier-Stokes equations in a three-dimensional curved thin domain around a given closed surface under the slip boundary conditions. Our aim is to show that a solution to the bulk equations is approximated by a…
In this paper, we investigate a calmed version of the 3$D$ rotational Navier-Stokes equations driven by additive noise. First, we use the Ornstein-Uhlenbeck process to transform the equation into a random one. By using the Galerkin…
We study a pointwise tracking optimal control problem for the stationary Navier--Stokes equations; control constraints are also considered. The problem entails the minimization of a cost functional involving point evaluations of the state…
This paper presents a joint theoretical and numerical study of a stochastic version of the compressible Navier-Stokes equations within the location uncertainty (LU) framework, applied to problems related to upper ocean vertical mixing. This…
The value function associated with an optimal control problem subject to the Navier-Stokes equations in dimension two is analyzed. Its smoothness is established around a steady state, moreover, its derivatives are shown to satisfy a Riccati…
The Navier-Stokes motions in cylindrical domain with Navier boundary conditions are considered. First the existence of global regular two-dimensional solutions are proved. The solutions are bounded by the same constant for all time.…
We study the approximation of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H>1/2$. For the mean-square error at a single point we derive the optimal rate of convergence that can be achieved…
We prove the existence and uniqueness of global, probabilistically strong, analytically strong solutions of the 2D Stochastic Navier-Stokes Equation under Navier boundary conditions. The choice of noise includes a large class of additive,…
We consider a stochastic interacting particle system in a bounded domain with reflecting boundary, including creation of new particles on the boundary prescribed by a given source term. We show that such particle system approximates 2d…
Numerical simulations describing plunging breakers including the splash-up phenomenon are presented. The motion is governed by the classical, incompressible, two-dimensional Navier-Stokes equation. The numerical modelling of this two-phase…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…
In this paper, we study the differentiability of solutions of stochastic differential equations driven by the $G$-Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic…
For gas flows, the Navier-Stokes (NS) equations are established by mathematically expressing conservations of mass, momentum and energy. The advantage of the NS equations over the Euler equations is that the NS equations have taken into…
We consider a class of backward stochastic differential equations (BSDEs) driven by Brownian motion and Poisson random measure, and subject to constraints on the jump component. We prove the existence and uniqueness of the minimal solution…