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We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…

Optimization and Control · Mathematics 2016-08-31 Olfa Draouil , Bernt Øksendal

In this paper, we deal with the convergence of an iterative scheme for the 2-D stochastic Navier-Stokes Equations on the torus suggested by the Lie-Trotter product formulas for stochastic differential equations of parabolic type. The…

Probability · Mathematics 2022-10-13 Hakima Bessaih , Zdzislaw Brzezniak , Annie Millet

We derive novel, fast, and parameter-robust preconditioned iterative methods for steady and time-dependent Navier--Stokes control problems. Our approach may be applied to time-dependent problems which are discretized using backward Euler or…

Numerical Analysis · Mathematics 2021-08-03 Santolo Leveque , John W. Pearson

A well-known unsolved problem (in the classical theory of fluid mechanics) is to identify a set of initial velocities, which may depend on the viscosity, the body forces and possibly the boundary of the fluid that will allow global in time…

Mathematical Physics · Physics 2007-05-23 Tepper L Gill , Woodford W. Zachary

We provide explicit time-varying feedback laws that locally stabilize the two dimensional internal controlled incompressible Navier-Stokes equations in arbitrarily small time. We also obtain quantitative rapid stabilization via stationary…

Analysis of PDEs · Mathematics 2020-10-27 Shengquan Xiang

In this paper, we will solve the Leray's problem for the stationary Navier-Stokes system in a 2D infinite distorted strip with the Navier-slip boundary condition. The existence, uniqueness, regularity and asymptotic behavior of the solution…

Analysis of PDEs · Mathematics 2023-09-18 Zijin Li , Xinghong Pan , Jiaqi Yang

For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…

Analysis of PDEs · Mathematics 2024-03-12 Dan Crisan , Oana Lang

This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…

Optimization and Control · Mathematics 2017-01-09 Guangchen Wang , Hua Xiao , Guojing Xing

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 consider the global approximate controllability of the two-dimensional incompressible Navier-Stokes system driven by a physically localized and degenerate force. In other words, the fluid is regulated via four scalar controls that depend…

Analysis of PDEs · Mathematics 2025-03-11 Vahagn Nersesyan , Manuel Rissel

In this article, we study the boundary null-controllability properties of the one-dimensional linearized (around $(Q_0,V_0)$ with constants $Q_0>0, V_0>0$) compressible Navier-Stokes equations in the interval $(0,1)$ when a control function…

Analysis of PDEs · Mathematics 2022-05-09 Kuntal Bhandari , Shirshendu Chowdhury , Rajib Dutta , Jiten Kumbhakar

Building upon the well-posedness results in \cite{snse1}, in this note we prove the existence of invariant measures for the stochastic Navier-Stokes equations with stable L\'evy noise. The crux of our proof relies on the assumption of…

Probability · Mathematics 2018-12-14 Leanne Dong

We consider the steady Navier-Stokes system with mixed boundary conditions, in subdomains of a holdall domain. We study, via the penalization method, its approximation properties. Error estimates, obtained using the extension operator,…

Optimization and Control · Mathematics 2025-08-29 Cornel Marius Murea , Dan Tiba

We consider the Navier-Stokes equation on the 2D torus, with a stochastic forcing term which is a cylindrical fractional Wiener noise of Hurst parameter $H$. Following [3,8] which dealt with the case $1/2$, we prove a local existence and…

Analysis of PDEs · Mathematics 2018-12-14 Benedetta Ferrario , Christian Olivera

A constructive numerical approximation of the two-dimensional unsteady stochastic Navier-Stokes equations of an incompressible fluid is proposed via a pseudo-compressibility technique involving a parameter $\epsilon$. Space and time are…

Numerical Analysis · Mathematics 2022-05-02 Jad Doghman

Many problems in computational science and engineering are simultaneously characterized by the following challenging issues: uncertainty, nonlinearity, nonstationarity and high dimensionality. Existing numerical techniques for such models…

Numerical Analysis · Mathematics 2017-03-20 Peter Benner , Sergey Dolgov , Akwum Onwunta , Martin Stoll

We develop a mathematical model for sailboat navigation that can play the same role that the Black and Scholes model plays in mathematical finance: it captures essential features of sailboat navigation, it can provide insights that might…

Optimization and Control · Mathematics 2025-12-25 Carlo Ciccarella , Robert C. Dalang , Laura Vinckenbosch

We consider a fluid-structure interaction system composed by a three-dimensional viscous incompressible fluid and an elastic plate located on the upper part of the fluid boundary. The fluid motion is governed by the Navier-Stokes system…

Analysis of PDEs · Mathematics 2022-04-12 Imene Aicha Djebour

We study the nonhomogeneous boundary value problem for Navier-Stokes equations of steady motion of a viscous incompressible fluid in a three-dimensional bounded multiply connected domain. We prove that this problem has a solution in some…

Mathematical Physics · Physics 2012-04-12 Mikhail Korobkov , Konstantin Pileckas , Remigio Russo

In this paper we study a Markovian two-dimensional bounded-variation stochastic control problem whose state process consists of a diffusive mean-reverting component and of a purely controlled one. The main problem's characteristic lies in…

Optimization and Control · Mathematics 2020-04-21 Salvatore Federico , Giorgio Ferrari , Patrick Schuhmann