scispace - formally typeset
Open AccessJournal ArticleDOI

A moderate deviation principle for 2-D stochastic Navier-Stokes equations

TLDR
In this paper, the authors prove a central limit theorem and establish a moderate deviation principle for two-dimensional stochastic Navier-Stokes equations with multiplicative noise, and show that the weak convergence method plays an important role.
About
This article is published in Journal of Differential Equations.The article was published on 2015-05-15 and is currently open access. It has received 72 citations till now. The article focuses on the topics: Weak convergence & Navier–Stokes equations.

read more

Citations
More filters
Journal ArticleDOI

A moderate deviation principle for 2-D stochastic Navier–Stokes equations driven by multiplicative Lévy noises ☆

TL;DR: In this article, the authors established a moderate deviation principle for two-dimensional stochastic Navier-Stokes equations driven by multiplicative Levy noises and showed that the weak convergence method introduced by Budhiraja, Dupuis and Ganguly in [3] plays a key role.
Posted Content

A Moderate Deviation Principle for 2-D Stochastic Navier-Stokes Equations Driven by Multiplicative L\'evy Noises

TL;DR: In this article, a moderate deviation principle for two-dimensional stochastic Navier-Stokes equations driven by multiplicative $L\acute{e}vy$ noises is established.
Journal ArticleDOI

Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises

TL;DR: In this paper, the authors considered the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion and derived the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck process.
Posted Content

Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises

TL;DR: In this paper, the authors considered the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion and derived the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck process.
Journal ArticleDOI

Large Deviations for Stochastic Models of Two-Dimensional Second Grade Fluids

TL;DR: In this article, the authors established a large deviation principle for stochastic models of incompressible second grade fluids and used the weak convergence method introduced by Budhiraja and Dupuis (Probab Math Statist 20:39-61, 2000).
References
More filters
Book

Large Deviations Techniques and Applications

Amir Dembo, +1 more
TL;DR: The LDP for Abstract Empirical Measures and applications-The Finite Dimensional Case and Applications of Empirically Measures LDP are presented.
Book

Navier-Stokes Equations: Theory and Numerical Analysis

TL;DR: This paper presents thediscretization of the Navier-Stokes Equations: General Stability and Convergence Theorems, and describes the development of the Curl Operator and its application to the Steady-State Naviers' Equations.
Book

Stochastic Equations in Infinite Dimensions

TL;DR: In this paper, the existence and uniqueness of nonlinear equations with additive and multiplicative noise was investigated. But the authors focused on the uniqueness of solutions and not on the properties of solutions.
Book

Navier-Stokes Equations and Nonlinear Functional Analysis

Roger Temam
TL;DR: The second edition of the Navier-Stokes Equations as mentioned in this paper provides an overview of its application in a variety of problems, including the existence, uniqueness, and regularity of solutions.
Related Papers (5)