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In this paper we study the finite-horizon optimal covariance steering problem for a continuous-time linear stochastic system subject to both additive and multiplicative noise. The noise can be continuous or it may contain jumps. Additive…

Optimization and Control · Mathematics 2023-01-30 Fengjiao Liu , Panagiotis Tsiotras

The optimal control of a globally unstable two-dimensional separated boundary layer over a bump is considered using augmented Lagrangian optimization procedures. The present strategy allows of controlling the flow from a fully developed…

Fluid Dynamics · Physics 2018-03-14 Pierre-Yves Passaggia , Uwe Ehrenstein

In this paper we prove the existence and uniqueness of a strong solution (in PDE sense) to the stochastic Navier-Stokes equations on the rotating 2-dimensional unit sphere perturbed by stable L\'evy noise. This strong solution turns out to…

Analysis of PDEs · Mathematics 2019-09-24 Leanne Dong

We consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process converges, uniformly in time and space variables, to the…

Probability · Mathematics 2020-10-19 Franco Flandoli , Christian Olivera , Marielle Simon

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

The paper deals with the 3D Stokes problem with Navier-Tresca stick-slip boundary conditions. A weak formulation of this problem leads to a variational inequality of the second kind, coupled with an equality constraint. This problem is then…

Numerical Analysis · Mathematics 2026-04-01 V. Arzt , P. Beremlijski , H. Gfrerer , J. V. Outrata

An obstacle is immersed in an externally driven 2D Stokes or Navier-Stokes fluid. We study the self-equilibration conditions for that obstacle under steady state assumptions on the flow. We then seek to optimize the translational and/or…

Analysis of PDEs · Mathematics 2025-08-08 Gilles A. Francfort , Alessandro Giacomini , Scott Weady

This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…

Optimization and Control · Mathematics 2013-10-22 Qi Lü

We present an immersed interface method for the vorticity-velocity form of the 2D Navier Stokes equations that directly addresses challenges posed by multiply connected domains, nonconvex obstacles, and the calculation of force…

Fluid Dynamics · Physics 2022-07-13 James Gabbard , Thomas Gillis , Philippe Chatelain , Wim M. van Rees

A time-discretization of the stochastic incompressible Navier--Stokes problem by penalty method is analyzed. Some error estimates are derived, combined, and eventually arrive at a speed of convergence in probability of order 1/4 of the main…

Numerical Analysis · Mathematics 2019-10-03 Erika Hausenblas , Tsiry Randrianasolo

We prove the existence of a weak solution to the compressible Navier--Stokes system with singular pressure that explodes when density achieves its congestion level. This is a quantity whose initial value evolves according to the transport…

Analysis of PDEs · Mathematics 2022-02-09 Milan Pokornyý , Aneta Wróblewska-Kamińska , Ewelina Zatorska

We analyze the two-dimensional incompressible Navier-Stokes equations on a smooth, bounded domain with Navier boundary conditions. Starting from an initial vorticity in $L^p$ with $p>2$, we show strong convergence of the vorticity in the…

Analysis of PDEs · Mathematics 2025-11-07 Josef Demmel , Emil Wiedemann

In this article, we investigate an interacting particle system featuring random intensities, individual noise, and environmental noise, commonly referred to as stochastic point vortex model. The model serves as an approximation for the…

Probability · Mathematics 2024-02-06 Yufei Shao , Xianliang Zhao

We study the nonhomogeneous boundary value problem for the steady-state Navier-Stokes equations under the slip boundary conditions in two-dimensional multiply-connected bounded domains. Employing the approach of Korobkov-Pileckas-Russo…

Analysis of PDEs · Mathematics 2024-10-25 Giovanni P. Galdi , Tatsuki Yamamoto

We consider the Navier-Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing the advecting velocity field by space-time dependent noise…

Analysis of PDEs · Mathematics 2018-08-02 Martina Hofmanová , James-Michael Leahy , Torstein Nilssen

We study a pointwise tracking optimal control problem for the two-dimensional local Cahn Hilliard Navier Stokes system, which models the evolution of two immiscible, incompressible fluids. The source term in the Cahn Hilliard equation acts…

Optimization and Control · Mathematics 2026-02-09 Sheetal Dharmatti , Greeshma K

An approximate solution to the two dimensional Navier Stokes equation with periodic boundary conditions is obtained by representing the x any y components of fluid velocity with complex Fourier basis vectors. The chosen space of basis…

Dynamical Systems · Mathematics 2016-07-05 Logan K. Kuiper

The aim of this work is to present some strategies to solve numerically controllability problems for the two-dimensional heat equation, the Stokes equations and the Navier-Stokes equations with Dirichlet boundary conditions. The main idea…

Optimization and Control · Mathematics 2024-02-12 Enrique Fernández-Cara , Arnaud Münch , Diego A. Souza

The aim of this work is to study the optimal control problems of flows governed by the incompressible third grade fluid equations with Navier-slip boundary conditions. After recalling a result on the well-posedness of the state equations,…

Optimization and Control · Mathematics 2023-02-14 Yassine Tahraoui , Fernanda Cipriano

In this paper we provide a complete theoretical analysis of a two-dimensional degenerate non convex singular stochastic control problem. The optimisation is motivated by a storage-consumption model in an electricity market, and features a…

Optimization and Control · Mathematics 2015-10-29 Tiziano De Angelis , Giorgio Ferrari , John Moriarty