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Related papers: Rough analysis of two scale systems

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The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…

Probability · Mathematics 2011-05-02 Jinniao Qiu , Shanjian Tang , Yuncheng You

We give meaning to differential equations with a rough path term and a Brownian noise term as driving signals. Such differential equations as well as the question of regularity of the solution map arise naturally and we discuss two…

Probability · Mathematics 2014-01-03 Joscha Diehl , Harald Oberhauser , Sebastian Riedel

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

Analysis of PDEs · Mathematics 2010-11-09 Michael Caruana , Peter Friz , Harald Oberhauser

We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…

Analysis of PDEs · Mathematics 2025-04-15 D. Breit , E. Feireisl , M. Hofmanova , P. B. Mucha

This paper is devoted to studying the averaging principle for fast-slow system of rough differential equations driven by mixed fractional Brownian rough path. The fast component is driven by Brownian motion, while the slow component is…

Probability · Mathematics 2023-03-15 Bin Pei , Yuzuru Inahama , Yong Xu

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…

Probability · Mathematics 2021-08-11 Franco Flandoli , Dejun Luo

We prove the existence and uniqueness of solutions to a class of stochastic scalar conservation laws with joint space-time transport noise and affine-linear noise driven by a geometric p-rough path. In particular, stability of the solutions…

Analysis of PDEs · Mathematics 2014-03-27 Peter K. Friz , Benjamin Gess

We study the Navier-Stokes equations on a smooth bounded domain $D\subset \mathbb R^d$ ($d=2$ or 3), under the effect of an additive fractional Brownian noise. We show local existence and uniqueness of a mild $L^p$-solution for $p>d$.

Analysis of PDEs · Mathematics 2018-11-07 Bendetta Ferrario , Christian Olivera

We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…

Probability · Mathematics 2024-02-15 Rémi Catellier , Romain Duboscq

In this paper we show that solutions of two-dimensional stochastic Navier-Stokes equations driven by Brownian motion can be approximated by stochastic Navier-Stokes equations forced by pure jump noise/random kicks.

Probability · Mathematics 2017-09-28 Shijie Shang , Tusheng Zhang

Loosely speaking, the Navier-Stokes-$\alpha$ model and the Navier-Stokes equations differ by a spatial filtration parametrized by a scale denoted $\alpha$. Starting from a strong two-dimensional solution to the Navier-Stokes-$\alpha$ model…

Analysis of PDEs · Mathematics 2022-10-06 Jad Doghman , Ludovic Goudenège

This work is to give the large deviation for a slow-fast system with level 3 random geometric rough path. Different from that driver rough path is of level 2, now the driver path comes from an anisotropic rough path that is lifted from the…

Probability · Mathematics 2025-09-24 Xiaoyu Yang , Yong Xu

In this article, we consider a novel version of three-dimensional (3D) globally modified Navier-Stokes (GMNS) system introduced by [Caraballo et. al., Adv. Nonlinear Stud. (2006), 6:411-436], which is very significant from the perspective…

Probability · Mathematics 2026-02-24 Kush Kinra , Manil T. Mohan

We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a…

Probability · Mathematics 2010-01-26 Massimiliano Gubinelli , Samy Tindel

In this paper we derive local estimates of solutions of the Perturbed Stokes system. This system arises as a reduction of the Stokes system near a curved part of the boundary of the domain if one applies a diffeomorphism flatting the…

Analysis of PDEs · Mathematics 2014-03-03 Viktor Vyalov , Timofey Shilkin

A model of fully developed turbulence of a compressible fluid is briefly reviewed. It is assumed that fluid dynamics is governed by a stochastic version of Navier-Stokes equation. We show how corresponding field theoretic-model can be…

Statistical Mechanics · Physics 2018-10-09 M. Hnatič , N. M. Gulitskiy , T. Lučivjanský , L. Mižišin , V. Škultéty

The phenomenon of dissipation enhancement by transport noise is shown for stochastic 2D Navier-Stokes equations in velocity form. In the 3D case, suppression of blow-up is proved for stochastic Navier-Stokes equations in vorticity form; in…

Probability · Mathematics 2023-10-03 Dejun Luo

We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…

Probability · Mathematics 2023-09-18 Alberto Ohashi , Francesco Russo

We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…

Probability · Mathematics 2016-06-02 Martin Hairer , Jan Maas , Hendrik Weber

In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic Navier-Stokes equations on the torus driven by additive…

Probability · Mathematics 2018-09-07 Sara Mazzonetto