Related papers: Forward-backward stochastic differential equations…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
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…
We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…
This is largely an attempt to provide probabilists some orientation to an important class of non-linear partial differential equations in applied mathematics, the incompressible Navier-Stokes equations. Particular focus is given to the…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
We examine the Lie symmetries of a semi-linear partial differential equations and their connections to the analogous symmetries of the forward-backward stochastic differential equations (FBSDEs), established through the generalized…
Analysis of the Navier-Stokes equations in the frames of the algebraic approach to systems of partial differential equations (formal theory of differential equations) is presented.
The Navier-Stokes equations are considered by the use of the method of Lagrangians with covariant derivatives (MLCD) over spaces with affine connections and metrics. It is shown that the Euler-Lagrange equations appear as sufficient…
It is known that Markovian forward-backward stochastic differential equations provide nonlinear Feynman-Kac representation formulae for semilinear parabolic PDEs. We show that non-Markovian forward-backward stochastic differential equations…
In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
In this article, we devote to the existence of an $N$-dimensional inertial manifold for the incompressible Navier-Stokes equations in $\mathbb{T}^{d}$ ($d=2,3$). Our results can be summarized as two aspects: Firstly, we construct an…
We consider the generalization of the Navier-Stokes equations from $\mathbb R^n$ to the Riemannian manifolds. There are inequivalent formulations of the Navier-Stokes equations on manifolds due to the different possibilities for the…
It is shown that the incompressible Navier-Stokes equation can be derived from an infinite dimensional mean-field stochastic differential equation.
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
We consider the motion of an incompressible viscous fluid on a compact Riemannian manifold $\sM$ with boundary. The motion on $\sM$ is modeled by the incompressible Navier-Stokes equations, and the fluid is subject to pure or partial slip…
Forward-backward stochastic differential equations (FBSDEs) have attracted significant attention since they were introduced almost 30 years ago, due to their wide range of applications, from solving non-linear PDEs to pricing American-type…
We shall prove dispersive and smoothing estimates for Bochner type laplacians on some non-compact Riemannian manifolds with negative Ricci curvature, in particular on hyperbolic spaces. These estimates will be used to prove Fujita-Kato type…