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We show the existence of strong solutions in Sobolev-Slobodetskii spaces to the stationary compressible Navier-Stokes equations with inflow boundary condition. Our result holds provided certain condition on the shape of the boundary around…

Analysis of PDEs · Mathematics 2019-11-13 Piotr B. Mucha , Tomasz Piasecki

We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…

Probability · Mathematics 2013-03-12 Nicolas Champagnat , Pierre-Emmanuel Jabin

In this paper, we study the existence of random periodic solutions for semilinear SPDEs on a bounded domain with a smooth boundary. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations…

Probability · Mathematics 2015-02-12 Chunrong Feng , Huaizhong Zhao

We study the Navier-Stokes system describing the motion of a compressible viscous fluid driven by a nonlinear multiplicative stochastic force. We establish local in time existence (up to a positive stopping time) of a unique solution, which…

Analysis of PDEs · Mathematics 2016-06-20 Dominic Breit , Eduard Feireisl , Martina Hofmanova

We consider the compressible Navier-Stokes system on time-dependent domains with prescribed motion of the boundary. For both the no-slip boundary conditions as well as slip boundary conditions we prove local-in-time existence of strong…

Analysis of PDEs · Mathematics 2018-12-07 Ondřej Kreml , Šárka Nečasová , Tomasz Piasecki

We prove strong existense of solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class type.

Probability · Mathematics 2023-03-07 N. V. Krylov

We prove the existence of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Weak uniqueness (generally conditional) and a conjecture pertaining to strong solutions are…

Probability · Mathematics 2024-09-16 N. V. Krylov

We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap…

Analysis of PDEs · Mathematics 2022-07-06 Wladimir Neves , Christian Olivera

We prove the solvability of It\^o stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different.…

Probability · Mathematics 2020-10-13 N. V. Krylov

Consider stochastic differential equations (SDEs) in $\Rd$: $dX_t=dW_t+b(t,X_t)\d t$, where $W$ is a Brownian motion, $b(\cdot, \cdot)$ is a measurable vector field. It is known that if $|b|^2(\cdot, \cdot)=|b|^2(\cdot)$ belongs to the Kato…

Probability · Mathematics 2020-10-23 Saisai Yang , Tusheng Zhang

This work is devoted to the study of non-Newtonian fluids of grade three on two-dimensional and three-dimensional bounded domains, driven by a nonlinear multiplicative Wiener noise. More precisely, we establish the existence and uniqueness…

Probability · Mathematics 2024-02-27 Yassine Tahraoui , Fernanda Cipriano

We here aim at proving the global existence and uniqueness of solutions to the inhomogeneous incompressible Navier-Stokes system in the case where the initial density is discontinuous and the initial velocity has critical regularity.…

Analysis of PDEs · Mathematics 2023-01-04 Raphaël Danchin , Shan Wang

We consider a large class of nonlinear FPKEs with coefficients of Nemytskii-type depending explicitly on time and space, for which it is known that there exists a sufficiently Sobolev-regular distributional solution u in L^1 and L^\infty.…

Probability · Mathematics 2024-04-30 Sebastian Grube

We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…

Probability · Mathematics 2022-09-16 Haesung Lee , Wilhelm Stannat , Gerald Trutnau

We introduce an explicit adaptive Milstein method for stochastic differential equations (SDEs) with no commutativity condition. The drift and diffusion are separately locally Lipschitz and together satisfy a monotone condition. This method…

Numerical Analysis · Mathematics 2022-11-22 Cónall Kelly , Gabriel Lord , Fandi Sun

Here we investigate the Cauchy problem for the barotropic Navier-Stokes equations in R^n, in the critical Besov spaces setting. We improve recent results as regards the uniqueness condition: initial velocities in critical Besov spaces with…

Analysis of PDEs · Mathematics 2014-09-26 Raphaël Danchin

In this article, we prove the existence of global solutions to the inhomogeneous incompressible Navier--Stokes equations, whenever the initial velocity belongs to some subspace of $\mathrm{BMO}^{-1}$, and the initial density is sufficiently…

Analysis of PDEs · Mathematics 2023-08-02 Raphaël Danchin , Ioann Vasilyev

In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized $L^p$ spaces. Using Zvonkin's transformation and estimates for solutions to Kolmogorov equations, we prove…

Probability · Mathematics 2022-10-27 Mengyu Cheng , Zimo Hao , Michael Röckner

We prove unique weak solvability and Feller property for stochastic differential equations with drift in a large class of time-dependent vector fields. This class contains, in particular, the critical Ladyzhenskaya-Prodi-Serrin class, the…

Probability · Mathematics 2021-10-20 D. Kinzebulatov , K. R. Madou

We study a large class of McKean-Vlasov SDEs with drift and diffusion coefficient depending on the density of the solution's time marginal laws in a Nemytskii-type of way. A McKean-Vlasov SDE of this kind arises from the study of the…

Probability · Mathematics 2023-02-07 Sebastian Grube