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We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

Probability · Mathematics 2026-04-23 Christian Olivera , Alexandre B. de Souza

We study the motion of a particle in a random time-dependent vector field defined by the 2D Navier-Stokes system with a noise. Under suitable non-degeneracy hypotheses we prove that the empirical measures of the trajectories of the pair…

Mathematical Physics · Physics 2019-02-12 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

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

In this paper, we prove the global well-posedness and interior regularity for the 2D Navier-Stokes equations driven by a fractional noise acting as an inhomogeneous Dirichlet-type boundary condition. The model describes a vertical slice of…

Analysis of PDEs · Mathematics 2025-06-17 Antonio Agresti , Alexandra Blessing , Eliseo Luongo

We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…

Analysis of PDEs · Mathematics 2020-01-24 Tau Shean Lim , Yulong Lu , James Nolen

We present a parametric finite element approximation of two-phase flow. This free boundary problem is given by the Navier--Stokes equations in the two phases, which are coupled via jump conditions across the interface. Using a novel…

Numerical Analysis · Mathematics 2015-06-02 John W. Barrett , Harald Garcke , Robert Nürnberg

We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our assumptions cover additive, multiplicative and transport type…

Probability · Mathematics 2023-08-16 Daniel Goodair , Dan Crisan

We use a Hamiltonian interacting particle system to derive a stochastic mean field system whose McKean-Vlasov equation yields the incompressible Navier Stokes equation. Since the system is Hamiltonian, the particle relabeling symmetry…

Mathematical Physics · Physics 2018-10-05 Simon Hochgerner

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

In this article, we study optimal feedback control synthesis of stochastic 2D Navier-Stokes equations perturbed Levy type noise with distributed stochastic control process acting on the state equation. We use the dynamic programming…

Analysis of PDEs · Mathematics 2022-04-19 Manil. T. Mohan , K. Sakthivel , Sivaguru S. Sritharan

We study a stochastic velocity tracking problem for the 2D-Navier-Stokes equations perturbed by a multiplicative Gaussian noise. From a physical point of view, the control acts through a boundary injection/suction device with uncertainty,…

Analysis of PDEs · Mathematics 2023-12-12 Nikolai Chemetov , Fernanda Cipriano

We deal with a class of abstract nonlinear stochastic models with multiplicative noise, which covers many 2D hydrodynamical models including the 2D Navier-Stokes equations, 2D MHD models and 2D magnetic B\'enard problems as well as some…

Probability · Mathematics 2011-09-19 Igor Chueshov , Annie Millet

A 3D stochastic Navier-Stokes equation with a suitable non degenerate additive noise is considered. The regularity in the initial conditions of every Markov transition kernel associated to the equation is studied by a simple direct…

Probability · Mathematics 2007-05-23 F. Flandoli , M. Romito

A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semi-martingales and characterized by a weak Euler- Lagrange condition. A least action…

Probability · Mathematics 2016-02-12 Ana Bela Cruzeiro , Rémi Lassalle

In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…

Analysis of PDEs · Mathematics 2024-12-11 Patrick Cattiaux

This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…

Probability · Mathematics 2010-03-16 Gautam Iyer , Jonathan Mattingly

Stochastic Navier--Stokes equations in a thin three-dimensional domain are considered, driven by additive noise. The convergence of martingale solution of the stochastic Navier--Stokes equations in a thin three-dimensional domain to the…

Probability · Mathematics 2020-08-18 Zdzisław Brzeźniak , Gaurav Dhariwal , Quoc Thong Le Gia

We consider the energy-driven stochastic state vector reduction equation for the density matrix, which for pure state density matrices can be written in two equivalent forms. We use these forms to discuss the decoupling of the noise terms…

Quantum Physics · Physics 2009-11-07 Stephen L. Adler

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

Numerical Analysis · Mathematics 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger

In this paper we introduce a novel Neural Networks-based approach for approximating solutions to the (2D) incompressible Navier--Stokes equations, which is an extension of so called Deep Random Vortex Methods (DRVM), that does not require…

Fluid Dynamics · Physics 2024-12-02 Vladislav Cherepanov , Sebastian W. Ertel