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The convective Brinkman--Forchheimer equations or the Navier--Stokes equations with damping in bounded or periodic domains $\subset\mathbb{R}^d$, $2\leq d\leq 4$ are considered in this work. The existence and uniqueness of a global weak…

偏微分方程分析 · 数学 2025-01-01 Sagar Gautam , Manil T. Mohan

In this paper we prove the Wong-Zakai approximation of probability density functions of solutions at a fixed time of rough differential equations driven by fractional Brownian rough path with Hurst parameter $H$ $(1/4 <H \leq 1/2)$. Besides…

概率论 · 数学 2025-07-28 Yuzuru Inahama

We investigate the regularity of the law of Wong-Zakai-type approximations for It\^o stochastic differential equations. These approximations solve random differential equations where the diffusion coefficient is Wick-multiplied by the…

概率论 · 数学 2019-01-10 Alberto Lanconelli

We study a Wong-Zakai approximation for the random slow manifold of a slow-fast stochastic dynamical system. We first deduce the existence of the random slow manifold about an approximation system driven by an integrated Ornstein-Uhlenbeck…

动力系统 · 数学 2018-05-15 Ziying He , Xinyong Zhang , Tao Jiang , Xianming Liu

We establish the global existence of weak martingale solutions to the simplified stochastic Ericksen--Leslie system modeling the nematic liquid crystal flow driven by Wiener-type noises on the two-dimensional bounded domains. The…

偏微分方程分析 · 数学 2020-11-19 Hengrong Du , Changyou Wang

In this paper we prove a general approximation result for reflected stochastic differential equations in bounded domains satisfying conditions reorganized by Ren and Wu. Then we show that it includes Wong-Zakai approximation, mollifier…

概率论 · 数学 2019-09-11 Sheng Wang

In this paper, we study the Wong-Zakai approximation of the solution to the stochastic differential equation on a domain $D$ in a Euclidean space with normal reflection at the boundary. We prove the $L^p$ convergence of the approximation in…

概率论 · 数学 2013-05-27 Shigeki Aida , Kosuke Sasaki

The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite-dimensional semimartingales considered in the paper are Hilbert-space valued. The…

概率论 · 数学 2011-11-29 Arnab Ganguly

Spectral methods, thanks to their high accuracy and the possibility to use fast algorithms, represent an effective way to approximate the collisional kinetic equations of Boltzmann type, such as the Boltzmann-Nordheim equation. This…

数值分析 · 数学 2021-10-27 Alexandre Mouton , Thomas Rey

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

数值分析 · 数学 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in many areas, such as those with ordinary differential equations…

概率论 · 数学 2023-10-10 Pierre Del Moral , Shulan Hu , Ajay Jasra , Hamza Ruzayqat , Xinyu Wang

This work deals with the asymptotic behavior of the two as well as three dimensional convective Brinkman-Forchheimer (CBF) equations in periodic domains: $$\frac{\partial\boldsymbol{u}}{\partial t}-\mu…

偏微分方程分析 · 数学 2021-03-04 Kush Kinra , Manil T. Mohan

In this paper we prove an approximate continuity result for stochastic differential equations with normal reflections in domains satisfying Saisho's conditions, which together with the Wong-Zakai approximation result completes the support…

概率论 · 数学 2016-06-07 Jiagang Ren , Jing Wu

The present work is concerned about two-dimensional stochastic convective Brinkman-Forchheimer (2D SCBF) equations perturbed by a white noise (non degenerate) in smooth bounded domains in $\R^{2}$. We establish two important properties of…

概率论 · 数学 2021-01-19 Ankit Kumar , Manil T. Mohan

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

概率论 · 数学 2025-08-21 Bixiang Wang

This paper investigates boundary hemivariational inequality problems associated with both stationary and non-stationary two and three-dimensional convective Brinkman-Forchheimer equations (or Navier-stokes equations with damping), which…

偏微分方程分析 · 数学 2025-08-26 Jyoti Jindal , Sagar Gautam , Manil T. Mohan

In this paper we give a simple proof of the existence of global-in-time smooth solutions for the convective Brinkman-Forchheimer equations (also called in the literature the tamed Navier-Stokes equations) $$ \partial_tu -\mu\Delta u + (u…

偏微分方程分析 · 数学 2017-08-14 Karol W. Hajduk , James C. Robinson

We construct Wong--Zakai approximations of time--inhomogeneous stochastic differential equations with regime switching (RSSDEs), and provide a convergence rate. %Given a family of finite-variation processes…

概率论 · 数学 2021-10-12 Giang T. Nguyen , Oscar Peralta

This paper develops a class of robust weak Galerkin methods for the stationary incompressible convective Brinkman-Forchheimer equations. The methods adopt piecewise polynomials of degrees $m\ (m\geq1)$ and $m-1$ respectively for the…

数值分析 · 数学 2024-01-30 X. J. Wang , X. P. Xie

In this paper, we consider a stochastic version of the Cahn-Hilliard-Brinkman model in a smooth two- or three-dimensional domain with dynamical boundary conditions. The system describes creeping two-phase flows and is basically a coupling…

概率论 · 数学 2026-01-13 Z. Brzeźniak , A. Ndongmo Ngana , T. Tachim Medjo