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In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…

Probability · Mathematics 2014-07-23 Hakima Bessaih , Erika Hausenblas , Paul Razafimandimby

We demonstrate the large deviation principle in the small noise limit for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation. In this paper, we first prove the well-posedness of weak solutions…

Probability · Mathematics 2020-08-10 Bo You

In this paper, we investigate how weakening the classical hydrostatic balance hypothesis impacts the well-posedness of the stochastic LU primitive equations. The models we consider are intermediate between the incompressible 3D LU…

Analysis of PDEs · Mathematics 2026-01-12 Arnaud Debussche , Étienne Mémin , Antoine Moneyron

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

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise.

Probability · Mathematics 2015-09-02 Zdzislaw Brzezniak , Sandra Cerrai

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

Optimization and Control · Mathematics 2026-03-27 Jingwei Chen , Jun Ye , Feng Chen

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…

Probability · Mathematics 2013-12-03 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large deviation principle, a large deviation for short…

Probability · Mathematics 2023-03-27 Ping Chen , Jianliang Zhai

We consider the globally modified stochastic (hyperviscous) Navier-Stokes equations with transport noise on 3D torus. We first establish the existence and pathwise uniqueness of the weak solutions, and then show their convergence to the…

Probability · Mathematics 2025-01-22 Chang Liu , Dejun Luo

The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In…

Probability · Mathematics 2009-09-29 Martin Hairer , Jonathan C. Mattingly

We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…

Probability · Mathematics 2010-03-17 Hassan Dadashi-Arani , Bijan Z. Zangeneh

We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multiplicative white…

Probability · Mathematics 2020-10-27 Jakub Slavík

This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…

Fluid Dynamics · Physics 2024-11-08 Rômulo Damasclin Chaves dos Santos

I consider the problem of weakly nonlinear stability of three-dimensional convective magnetohydrodynamic systems, where there is no alpha-effect or it is insignificant, to perturbations involving large scales. I assume that the convective…

Chaotic Dynamics · Physics 2008-11-01 V. Zheligovsky

A new approach to the old-standing problem of the anomaly of the scaling exponents of nonlinear models of turbulence has been proposed and tested through numerical simulations. This is achieved by constructing, for any given nonlinear…

Probability · Mathematics 2016-11-08 Hakima Bessaih , Benedetta Ferrario

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

Numerical Analysis · Mathematics 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

This study aims to analyze the ergodicity for stochastic 2D Boussinesq equations and explore the impact of a highly degenerate pure jump Levy noise acting only in the temperature equation, this noise could appear on a few Fourier modes. By…

Probability · Mathematics 2025-03-25 Jianhua Huang , Xuhui Peng , Xue Wang , Jiangwei Zhang

We consider stochastic 2D Euler equations with $L^2$-initial vorticity and driven by L\'evy transport noise in the Marcus sense. Under a suitable scaling limit of the noises, we prove that the weak solutions converge weakly to the unique…

Probability · Mathematics 2025-10-16 Dejun Luo , Feifan Teng

In this paper, we establish the large deviation principles for stochastic porous media equations driven by time-dependent multiplicative noise on $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and the Laplacian replaced by a…

Probability · Mathematics 2023-04-06 Weina Wu , Jianliang Zhai
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