Related papers: Dissipative solutions and Markov selection to the …
The Navier-Stokes-Fourier system describing the motion of a compressible, viscous, and heat conducting fluid is known to possess global-in-time weak solutions for any initial data of finite energy. We show that a weak solution coincides…
Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…
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…
We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in one space dimension and establish the existence of nonnegative weak (martingale) solutions. The construction is based on a Trotter-Kato-type…
In this paper, our goal is to define a measure valued solution of compressible Navier--Stokes--Fourier system for a heat conducting fluid with Dirichlet boundary condition for temperature in a bounded domain. The definition is based on the…
We investigate the Markov property and the continuity with respect to the initial conditions (strong Feller property) for the solutions to the Navier-Stokes equations forced by an additive noise. First, we prove, by means of an abstract…
We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our assumptions cover additive, multiplicative and transport type…
We consider vanishing viscosity approximations to solutions of the stochastic incompressible Euler equations in two space dimensions with additive noise. We identify sufficient and necessary conditions under which martingale solutions of…
In this paper we study a nonlinear stochastic fluid-structure interaction problem with a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…
This paper studies the global existence and uniqueness of strong solutions and its large-time behavior for the compressible isothermal Euler equations with a nonlocal dissipation. The system is rigorously derived from the kinetic…
We consider a coupled system of partial and ordinary differential equations describing the interaction between an isentropic inviscid fluid and a rigid body moving freely inside the fluid. We prove the existence of measure-valued solutions…
We establish the existence and uniqueness of smooth solutions with large vorticity and weak solutions with vortex sheets/entropy waves for the steady Euler equations for both compressible and incompressible fluids in arbitrary infinitely…
This is the first of a series of papers devoted to the initial value problem for the Euler system of compressible fluids and augmented versions containing higher-order terms. We encompass solutions that have finite total energy and enjoy a…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
Spearheaded by the recent efforts to derive stochastic geophysical fluid dynamics models, we present a generic framework for introducing stochasticity into variational principles through the concept of a semi-martingale driven variational…
In this paper we study a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. Firstly, by an Euler-Maruyama approximation existence of its weak solutions is proved. And then we observe pathwise uniqueness of its weak…
In a three-dimensional bounded domain $\Omega$ we consider the compressible Navier-Stokes equations for a barotropic fluid with general non-linear density dependent viscosities and no-slip boundary conditions. A nonlinear drag term is added…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…