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We construct a local in time spatially real-analytic solution to the 2D and 3D stochastic Navier--Stokes equation driven by a spatially real-analytic multiplicative and transport noise but emanating from an initial condition that is only…

Analysis of PDEs · Mathematics 2024-07-15 Dan Crisan , Prince Romeo Mensah

In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…

Probability · Mathematics 2025-07-10 Xing Huang , Eva Kopfer , Pierre Monmarché , Panpan Ren

It is known that the unique ergodicity of the viscous primitive equations with additive white-in-time noise remains an open problem. In this work, we demonstrate that, as the rotational intensity approaches infinity, the distribution of any…

Probability · Mathematics 2025-03-04 Quyuan Lin , Rongchang Liu , Vincent R. Martinez

Exponential stabilizability of the incompressible Navier-Stokes equations under dynamic slip boundary conditions toward arbitrary time-dependent trajectories is proven. The feedback control law is constructed explicitly using oblique…

Analysis of PDEs · Mathematics 2026-02-12 Buddhika Priyasad , Sérgio S. Rodrigues

We show exponential mixing of passive scalars advected by a solution to the stochastic Navier-Stokes equations with finitely many (e.g. four) forced modes satisfying a hypoellipticity condition. Our proof combines the asymptotic strong…

Analysis of PDEs · Mathematics 2024-08-06 William Cooperman , Keefer Rowan

We analyze the behavior of stochastic approximation algorithms where iterates, in expectation, progress towards an objective at each step. When progress is proportional to the step size of the algorithm, we prove exponential concentration…

Machine Learning · Statistics 2024-03-26 Kody Law , Neil Walton , Shangda Yang

We show for the first time that the stochastic variational method can naturally derive the Navier-Stokes equation starting from the action of ideal fluid. In the frame work of the stochastic variational method, the dynamical variables are…

Statistical Mechanics · Physics 2012-06-18 T. Koide , T. Kodama

In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential…

Probability · Mathematics 2021-10-08 Xia Pan , Zhi Li

We present a novel idea for a coupling of solutions of stochastic differential equations driven by L\'{e}vy noise, inspired by some results from the optimal transportation theory. Then we use this coupling to obtain exponential…

Probability · Mathematics 2017-05-02 Mateusz B. Majka

The inhomogeneous incompressible Navier-Stokes equations with fractional Laplacian dissipations in the multi-dimensional whole space are considered. The existence and uniqueness of global strong solution with vacuum are established for…

Analysis of PDEs · Mathematics 2018-06-13 Dehua Wang , Zhuan Ye

In this article we study some problems related to the incompressible 3D Navier-Stokes equations from the point of view of Lebesgue spaces of variable exponent. These functional spaces present some particularities that make them quite…

Analysis of PDEs · Mathematics 2023-09-20 Diego Chamorro , Gastón Vergara-Hermosilla

The probability density functions (PDFs) for the solution of the incompressible Navier-Stokes equation can be represented by a hierarchy of linear equations. This article develops new hierarchical evolution equations for PDFs of a scalar…

Analysis of PDEs · Mathematics 2025-08-22 Qian Huang , Christian Rohde

In this paper the issue of the determination of the fluid pressure in incompressible fluids is addressed, with particular reference to the search of algorithms which permit to advance in time the fluid pressure without actually solving…

Fluid Dynamics · Physics 2007-05-23 Massimo Tessarotto , Marco Ellero , Necdet Aslan , Michael Mond , Piero Nicolini

In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…

Probability · Mathematics 2024-12-05 Le Chen , Cheng Ouyang , Samy Tindel , Panqiu Xia

We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being…

Probability · Mathematics 2012-07-24 Jonathan C. Mattingly , Scott A. McKinley , Natesh S. Pillai

In recent literature several derivations of incompressible Navier-Stokes type equations that model the dynamics of an evolving fluidic surface have been presented. These derivations differ in the physical principles used in the modeling…

Mathematical Physics · Physics 2021-10-28 Philip Brandner , Arnold Reusken , Paul Schwering

We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…

Optimization and Control · Mathematics 2016-10-18 Maoning Tang , Qingxin Meng

We study a tensorial exponential transformation of a three-dimensional metric of space-like hypersurfaces embedded in a four-dimensional space-time, $\gamma_{ij} = e^{\epsilon_{ikm}\theta_m} e^{\phi_k} e^{-\epsilon_{jkn}\theta_n}$, where…

General Relativity and Quantum Cosmology · Physics 2009-11-10 A. M. Khokhlov , I. D. Novikov

We consider the Navier-Stokes equation on a two dimensional torus with a random force which is white noise in time, and excites only a finite number of modes. The number of excited modes depends on the viscosity $\nu$, and grows like…

Mathematical Physics · Physics 2007-05-23 J. Bricmont , A. Kupiainen , R. Lefevere

In the paper, we are concerned with degenerate stochastic differential equations with jumps. Firstly, we establish two support theorems for the solutions of the degenerate stochastic equations, under different (sufficient) conditions.…

Probability · Mathematics 2020-02-06 Huijie Qiao , Jiang-Lun Wu