Abstract:In this paper we present a systematic study of a stochastic PDE with multiplicative noise modeling the motion of viscous and inviscid grade-two fluids on a bounded domain O of R 2. We aim to identify the minimal conditions on the boundary smoothness of the domain for the well-posedness and time regularity of the solution. In particular, we found out that the existence of a H 1 pOq weak martingale solution holds for any bounded Lipschitz domain O. When O is a convex polygon the solution u lives in the Sobolev s… Show more
“…We also recall the following properties of J k , see for instance [18] and also [52,Proposition 6.3 as k Ñ 8.…”
Section: Results On Regularization By Convolutionmentioning
confidence: 99%
“…Now we can pass to the limit to complete the existence of a solution u 0 h P Cpr0, T s; DpAqq X L 8 p0, T ; Wq. The continuity of u 0 h : r0, T s Ñ W was established in [44] and in the recent paper [52]. The uniqueness of the solution can also be established as in [8,Section 4], see also [15,Theorem 3.6].…”
Section: (B4)mentioning
confidence: 95%
“…(d) Item (a) was very important in [52] for the proof of the existence of weak martingale solution to (1.2).…”
Section: The Standing Hypotheses On the Noise Coefficientmentioning
confidence: 99%
“…For δ " 0 the problem (1.6) reduces to the stochastic model for grade-two fluid. Under Assumption (G0) it is proved in [52], see also [49], that for δ " 0 problem (1.6) has a weak martingale solution satisfying (3.8) and which is pathwise unique. Thus, by the Watanabe-Yamada's theorem, see [48], it has a unique strong solution; see also [51] for a direct proof of the existence and uniqueness of a strong solution.…”
Section: )mentioning
confidence: 99%
“…65, Lemma 5.2] for the stochastic case and Theorem B.1 for the deterministic case. Thanks to Assumption (G0) one can prove by arguing as in[52] that if it has a solution then it is pathwise unique. In fact, under the theorem assumption it is not difficult to check that u ε,1 :" ε´1 2 λ´1pεqru ε´u s satisfies (1.8) and hence the only solution.Remark 3.7.…”
In this paper we study a grade-two fluid driven by multiplicative Gaussian noise. Under appropriate assumptions on the initial condition and the noise, we prove a large and moderate deviations principle in the space Cpr0, T s; H m q, m P t2, 3u, of the solution of our stochastic model as the viscosity ε converges to 0 and the coefficient of the noise is multiplied by ε 1 2. We present a unifying approach to the proof of the two deviations principles and express the rate function in term of the solution of the inviscid grade-two fluid which is also known as Lagrangian Averaged Euler equations. Our proof is based on the weak convergence approach to large deviations principle.
“…We also recall the following properties of J k , see for instance [18] and also [52,Proposition 6.3 as k Ñ 8.…”
Section: Results On Regularization By Convolutionmentioning
confidence: 99%
“…Now we can pass to the limit to complete the existence of a solution u 0 h P Cpr0, T s; DpAqq X L 8 p0, T ; Wq. The continuity of u 0 h : r0, T s Ñ W was established in [44] and in the recent paper [52]. The uniqueness of the solution can also be established as in [8,Section 4], see also [15,Theorem 3.6].…”
Section: (B4)mentioning
confidence: 95%
“…(d) Item (a) was very important in [52] for the proof of the existence of weak martingale solution to (1.2).…”
Section: The Standing Hypotheses On the Noise Coefficientmentioning
confidence: 99%
“…For δ " 0 the problem (1.6) reduces to the stochastic model for grade-two fluid. Under Assumption (G0) it is proved in [52], see also [49], that for δ " 0 problem (1.6) has a weak martingale solution satisfying (3.8) and which is pathwise unique. Thus, by the Watanabe-Yamada's theorem, see [48], it has a unique strong solution; see also [51] for a direct proof of the existence and uniqueness of a strong solution.…”
Section: )mentioning
confidence: 99%
“…65, Lemma 5.2] for the stochastic case and Theorem B.1 for the deterministic case. Thanks to Assumption (G0) one can prove by arguing as in[52] that if it has a solution then it is pathwise unique. In fact, under the theorem assumption it is not difficult to check that u ε,1 :" ε´1 2 λ´1pεqru ε´u s satisfies (1.8) and hence the only solution.Remark 3.7.…”
In this paper we study a grade-two fluid driven by multiplicative Gaussian noise. Under appropriate assumptions on the initial condition and the noise, we prove a large and moderate deviations principle in the space Cpr0, T s; H m q, m P t2, 3u, of the solution of our stochastic model as the viscosity ε converges to 0 and the coefficient of the noise is multiplied by ε 1 2. We present a unifying approach to the proof of the two deviations principles and express the rate function in term of the solution of the inviscid grade-two fluid which is also known as Lagrangian Averaged Euler equations. Our proof is based on the weak convergence approach to large deviations principle.
In this paper, we propose a fully discrete finite element based discretization for the numerical approximation of the stochastic Allen-Cahn-Navier-Stokes system on a bounded polygonal domain of ℝ 𝑑 , 𝑑 = 2, 3. We prove that the proposed numerical scheme is unconditionally solvable, has finite energies and constructs weak martingale solutions of the stochastic Allen-Cahn-Navier-Stokes system when the discretisation step (both in time and in space) tends to zero.
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