Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userStochastic 2D hydrodynamical type systems: Well posedness and large deviations
135
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We deal with a class of abstract nonlinear stochastic models, which covers many 2D hydrodynamical models including 2D Navier-Stokes equations, 2D MHD models and 2D magnetic Benard problem and also some shell models of turbulence. We first prove the existence and uniqueness theorem for the class considered. Our main result is a Wentzell-Freidlin type large deviation principle for small multiplicative noise which we prove by weak convergence method.
rate research
Read More
In this paper we study a stochastic version of an inviscid shell model of turbulence with multiplicative noise. The deterministic counterpart of this model is quite general and includes inviscid GOY and Sabra shell models of turbulence. We prove global weak existence and uniqueness of solutions for any finite energy initial condition. Moreover energy dissipation of the system is proved in spite of its formal energy conservation.
In this paper, to cope with the shortage of sufficient theoretical support resulted from the fast-growing quantitative financial modeling, we investigate two classes of generalized stochastic volatility models, establish their well-posedness of strong solutions, and conduct the stability analysis with respect to small perturbations. In the first class, a multidimensional path-dependent process is driven by another multidimensional path-dependent process. The second class is a generalized one-dimensional stochastic volatility model with Holder continuous coefficients. What greatly differentiates those two classes of models is that both the process and its correlated driving process have their own subdifferential operators, whose one special case is the general reflection operators for multi-sided barriers. Hence, the models investigated fully cover various newly explored variants of stochastic volatility models whose well-posedness is unknown, and naturally serve as the rigorous mathematical foundation for new stochastic volatility model development in terms of multi-dimension, path-dependence, and multi-sided barrier reflection.
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a stochastic partial differential equation with small Gaussian perturbation. This also confirms the effectiveness of the approximation of the averaged equation plus the fluctuating deviation to the slow-fast stochastic partial differential equations.
We consider the stochastic electrokinetic flow in a smooth bounded domain $mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative noise. Several results are established in this paper. In both $2d$ and $3d$ cases, we establish the global existence of weak martingale solution which is weak in both PDEs and probability sense, and also the existence and uniqueness of the maximal strong pathwise solution which is strong in PDEs and probability sense. Particularly, we show that the maximal pathwise solution is global one in $2d$ case without the restriction of smallness of initial data.
The aim of this paper is to establish the $H^1$ global well-posedness for Kirchhoff systems. The new approach to the construction of solutions is based on the asymptotic integrations for strictly hyperbolic systems with time-dependent coefficients. These integrations play an important role to setting the subsequent fixed point argument. The existence of solutions for less regular data is discussed, and several examples and applications are presented.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
