We study the stochastic effect on the three-dimensional inviscid primitive equations (PEs, also called the hydrostatic Euler equations). Specifically, we consider a larger class of noises than multiplicative noises, and work in the analytic function space due to the ill-posedness in Sobolev spaces of PEs without horizontal viscosity. Under proper conditions, we prove the local existence of martingale solutions and pathwise uniqueness. By adding vertical viscosity, i.e., considering the hydrostatic Navier-Stokes equations, we can relax the restriction on initial conditions to be only analytic in the horizontal variables with Sobolev regularity in the vertical variable, and allow the transport noise in the vertical direction. We establish the local existence of martingale solutions and pathwise uniqueness, and show that the solutions become analytic in the vertical variable instantaneously as $t>0$ and the vertical analytic radius increases as long as the solutions exist.
We establish the existence and uniqueness of both local martingale and local pathwise solutions of an abstract nonlinear stochastic evolution system. The primary application of this abstract framework is to infer the local existence of strong, pathwise solutions to the 3D primitive equations of the oceans and atmosphere forced by a nonlinear multiplicative white noise. Instead of developing our results specifically for the 3D primitive equations we choose to develop them in a slightly abstract framework which covers many related forms of these equations (atmosphere, oceans, coupled atmosphere-…
We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global pathwise uniqueness and the existence of pathwise solutions. New methods are employed in the passage to the limit on a special type of boundary conditions and in the verification of the pathwise uniqueness of martingale solutions with a lack of regularity, where both difficulties arise due to the partly hyperbolic feature of the model.
We consider a stochastic nonlinear Schrödinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a martingale solution using a modified Faedo-Galerkin-method based on the Littlewood-Paley-decomposition. For 2d manifolds with bounded geometry, we use Strichartz estimates to show pathwise uniqueness.
We prove pathwise uniqueness for solutions of the nonlinear Schrödinger equation with conservative multiplicative noise on compact 3D manifolds. In particular, we generalize the result by Burq, Gérard and Tzvetkov (N. Burq, P. Gérard, and N. Tzvetkov. Strichartz inequalities and the nonlinear Schrödinger equation on compact manifolds. American Journal of Mathematics, 126 (3):569--605, 2004) to the stochastic setting. The proof is based on deterministic and stochastic Strichartz estimates and the Littlewood-Paley decomposition.
We prove the existence of a unique local strong solution to the stochastic compressible Euler system with nonlinear multiplicative noise. This solution exists up to a positive stopping time and is strong in both the PDE and probabilistic sense. Based on this existence result, we study the inviscid limit of the stochastic compressible Navier--Stokes system. As the viscosity tends to zero, any sequence of finite energy weak martingale solutions converges to the compressible Euler system.
The aim of this article is to show the global existence of both martingale and pathwise solutions of stochastic equations with a monotone operator, of the Ladyzenskaya-Smagorinsky type, driven by a general Levy noise. The classical approach based on using directly the Galerkin approximation is not valid. Instead, our approach is based on using appropriate approximations for the monotone operator, Galerkin approximations and on the theory of martingale solutions.
We study the three-dimensional incompressible Euler equations subject to stochastic forcing. We develop a concept of dissipative martingale solutions, where the nonlinear terms are described by generalised Young measures. We construct these solutions as the vanishing viscosity limit of solutions to the corresponding stochastic Navier-Stokes equations. This requires a refined stochastic compactness method incorporating the generalised Young measures. Our solutions satisfy a form of the energy inequality which gives rise to a weak-strong uniqueness result (pathwise and in law). A dissipative mar…
We study generalised Navier--Stokes equations governing the motion of an electro-rheological fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii) a forcing term in the momentum equation represented by a multiplicative white noise and (iii) a random character of the variable exponent $p=p(ω,t,x)$ (as a result of a random electric field). We show the existence of a weak martingale solution provided the variable exponent satisfies $p\geq p^->\frac{3n}{n+2}$ ($p^->1$ in two dimensions). Under additional assumptions we obtain also pathwi…
We show the relative energy inequality for the compressible Navier-Stokes system driven by a stochastic forcing. As a corollary, we prove the weak-strong uniqueness property (pathwise and in law) and convergence of weak solutions in the inviscid-incompressible limit. In particular, we establish a Yamada-Watanabe type result in the context of the compressible Navier-Stokes system, that is, pathwise weak--strong uniqueness implies weak--strong uniqueness in law.
The bidomain system of degenerate reaction-diffusion equations is a well-established spatial model of electrical activity in cardiac tissue, with "reaction" linked to the cellular action potential and "diffusion" representing current flow between cells. The purpose of this paper is to introduce a "stochastically forced" version of the bidomain model that accounts for various random effects. We establish the existence of martingale (probabilistic weak) solutions to the stochastic bidomain model. The result is proved by means of an auxiliary nondegenerate system and the Faedo-Galerkin method. To…
We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate Galerkin approximations on time-dependent spaces. The probabilistic strong solution follows from the pathwise uniqueness and the Yamada-Watanable theorem.
In this paper, we investigate both deterministic and stochastic 2D Navier Stokes equations with anisotropic viscosity. For the deterministic case, we prove the global well-posedness of the system with initial data in the anisotropic Sobolev space $\tilde{H}^{0,1}.$ For the stochastic case, we obtain existence of the martingale solutions and pathwise uniqueness of the solutions, which imply existence of the probabilistically strong solution to this system by the Yamada-Watanabe Theorem.
We establish pathwise continuity properties of solutions to a stochastic Volterra equation with an additive noise term given by a local martingale. The deterministic part is governed by an operator with an $H^\infty$-calculus and a scalar kernel. The proof relies on the dilation theorem for positive definite operator families on a Hilbert space.
We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and hence we concentrated on such a case here. We prove the existence of a martingale solution and later using Schmalfuss idea [20] we show the pathwise uniqueness of the solutions. We also establish the existence of a strong solution using a Yamada-Watanabe type result from Ondreját [17].
We introduce a novel concept of dissipative measure-valued martingale solution to the stochastic Euler equations describing the motion of an inviscid incompressible fluid. These solutions are characterized by a parametrized Young measure and a concentration defect measure in the total energy balance. Moreover, they are weak in the probablistic sense i.e., the underlying probablity space and the driving Wiener process are intrinsic part of the solution. In a significant departure from the existing literature, we first exhibit the relative energy inequality for the incompressible Euler equations…
The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin approximation; which is followed by compactness and tightness arguments. This is followed by use of the Jakubowski's version of the Skorohod Theorem. Pathwise uniqueness and the theory of Yamada and Watanabe give the existence of a strong solution for dimensions 1 and 2. A weak convergence method is later used to establish a Wentzell-Freidlin type large deviatio…
We are concerned with the inviscid limit of the Navier-Stokes equations to the Euler equations in $\R^3$. We first observe that a pathwise Kolmogorov hypothesis implies the uniform boundedness of the $α^{th}$-order fractional derivative of the velocity for some $α>0$ in the space variables in $L^2$, which is independent of the viscosity $μ>0$. Then it is shown that this key observation yields the $L^2$-equicontinuity in the time and the uniform bound in $L^q$, for some $q>2$, of the velocity independent of $μ>0$. These results lead to the strong convergence of solutions of the Navier-Stokes eq…
In a recent paper (J. Differential Equations, 310: 506-554, 2022), the authors proved the existence of martingale solutions to a stochastic version of the classical Patlak-Keller-Segel system in 1 dimension (1D), driven by time-homogeneous spatial Wiener processes. The current paper is a continuation and consists of two results about the stochastic Patlak-Keller-Segel system in 1D. First, we establish some additional regularity results of the solutions. The additional regularity is, e.g. important for its numerical modeling. Then, as a second result, we obtain the pathwise uniqueness of the so…
Stochastic Compressible Euler Equations with Frictional Damping: Existence of $L^\infty$ Martingale Solutions and Asymptotic Porous Medium-Like Behavior
The Landau--Lifshitz--Bloch equation perturbed by a space-dependent noise was proposed in Garanin 1991 as a model for evolution of spins in ferromagnatic materials at the full range of temperatures, including the temperatures higher than the Curie temperature. In the case of a ferromagnet filling a bounded domain $D\subset \mathbb R^d$, $d=1,2,3$, we show the existence of strong (in the sense of PDEs) martingale solutions. Furthermore, in cases $d=1,2$ we prove uniqueness of pathwise solutions and the existence of invariant measures.
We continue our study of the dynamics of a nearly inviscid periodic surface quasi-geostrophic equation. Here we consider a slightly diffusive stochastic SQG equation of the form \begin{equation*} \begin{cases} dθ_t + |D|^{2δ}θ_t\,dx + (u_t \cdot \nabla)θ_t\,dx + |D|^δdW_t = 0 \\ u_t = \nabla^\perp|D|^{-1}θ_t. \end{cases} \end{equation*} We construct global energy solutions as introduced by P. Goncalves and M. Jara (2014) for any $δ> 0$, so that any small amount of diffusion permits us to construct solutions. We show moreover that pathwise uniqueness of these energy solutions holds in the prese…
We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation, with two independent sources of randomness given by general multiplicative-type Wiener noises. In particular, the Allen-Cahn equation is characterized by a singular potential of logarithmic type as prescribed by the classical thermodynamical derivation of the model. The problem is endowed with a no-slip boundary condition for the (volume averaged) velocity …
We introduce a new concept of dissipative measure-valued martingale solutions to the stochastic compressible Euler equations. These solutions are weak in the probabilistic sense i.e., the probability space and the driving Wiener process are an integral part of the solution. We derive the relative energy inequality for the stochastic compressible Euler equations and, as a corollary, we exhibit pathwise weak-strong uniqueness principle. Moreover, making use of the relative energy inequality, we investigate the low Mach limit (incompressible limit) of the underlying system of equations. As a main…
We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers possess Markov stochastic processes of (generalized) Lagrangian trajectories backward in time for which the Burgers velocity is a backward martingale. This property is shown to guarantee dissipativity of conservation-law anomalies for general convex functions of the velocity. The backward stochastic Burgers flows with these properties are not unique, however. …
We formulate a stochastic least-action principle for solutions of the incompressible Navier-Stokes equation, which formally reduces to Hamilton's principle for the incompressible Euler solutions in the case of zero viscosity. We use this principle to give a new derivation of a stochastic Kelvin Theorem for the Navier-Stokes equation, recently established by Constantin and Iyer, which shows that this stochastic conservation law arises from particle-relabelling symmetry of the action. We discuss issues of irreversibility, energy dissipation, and the inviscid limit of Navier-Stokes solutions in t…
We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak solutions in $H^m$ ($m\in\mathbb{N}$) using Galerkin approximations and the stochastic compactness method. We derive a series of a priori estimates that combine a model-specific energy law with non-standard regularity estimates. We make systematic use of a stochastic Gronwall inequality and also stopping time techniques. The proof of convergence to a solution …
In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic version of the Reynolds transport theorem incorporates a so-called transport noise and involves several specific additional features such as a large scale diffusion term, akin to classical subgrid models, and a modified advection term arising from the spatial inhomogeneity of the small-scale velocity components. This formalism has been numerically evaluated in…
