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Related papers: Large deviations principle for 2D Navier-Stokes eq…

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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

This paper studies the two-dimensional inhomogeneous Navier--Stokes equations governing stratified flows in a bounded domain under a gravitational potential \(f\). Our main results are as follows. First, we provide a rigorous…

Analysis of PDEs · Mathematics 2025-12-23 Song Jiang , Quan Wang

A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the…

Mathematical Physics · Physics 2014-03-04 Freddy Delbaen , Jinniao Qiu , Shanjian Tang

We are concerned with the barotropic compressible Navier-Stokes system in a bounded domain of $\mathbb{R}^d$ (with $d\geq2$). In a critical regularity setting, we establish local well-posedness for large data with no vacuum and global…

Analysis of PDEs · Mathematics 2022-01-12 Raphaël Danchin , Patrick Tolksdorf

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

The large time behavior of the unique strong solution to the barotropic compressible Navier-Stokes system is studied with large external forces and initial data, where the shear viscosity is a positive constant and the bulk one is…

Analysis of PDEs · Mathematics 2023-10-25 Xinyu Fan , Jing Li , Xue Wang

The work described here shows that the known variational principle for the Navier-Stokes equations and the adjoint system can be modified to produce a set of Euler-Lagrange variational equations which have the same order and same solution…

Analysis of PDEs · Mathematics 2017-05-04 Shahrdad G. Sajjadi

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic nonlinear Schr\"{o}dinger equation, with either focusing or defocusing nonlinearity, driven by nonlinear multiplicative L\'evy noise in the Marcus…

Probability · Mathematics 2024-08-19 Jiahui Zhu , Wei Liu , Jianliang Zhai

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

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

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong

In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space-distribution dependent Zakai equation by a…

Probability · Mathematics 2023-08-15 Huijie Qiao , Shengqing Zhu

Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…

Probability · Mathematics 2021-08-11 Michael Salins

We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow…

Probability · Mathematics 2013-01-01 L. Bertini , A. Faggionato , D. Gabrielli

We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…

Probability · Mathematics 2011-11-09 M. Hairer , A. Ohashi

Here we prove the existence of global in time regular solutions to the two-dimensional compressible Navier-Stokes equations supplemented with arbitrary large initial velocity $v\_0$ and almost constantdensity $\varrho\_0$, for large volume…

Analysis of PDEs · Mathematics 2016-03-24 Raphaël Danchin , Piotr B. Mucha

This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…

Probability · Mathematics 2025-12-12 Huijie Qiao

We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in $L^2(\Omega)$, and describe the rate of convergence…

Probability · Mathematics 2020-04-16 Hakima Bessaih , Annie Millet

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

Probability · Mathematics 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu