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Fanhui Xu

Publications and source records attributed to Fanhui Xu.

13 recordsLinked to original sources
arXiv2025

The Navier-Stokes equations with transport noise in critical $H^{1/2}$ space

We study the Navier-Stokes equations with transport noise in critical function spaces. Assuming the initial data belongs to $H^{1/2}$ almost surely, we establish the existence and uniqueness of a local-in-time probabilistically strong solution. Moreover, we show that the probability of global existence can be made arbitrarily close to $1$ by choosing the initial data norm sufficiently small, and that the solution norm remains small for all time. Our analysis is independent of the compactness of the spatial domain, and consequently, the results apply both to the three-dimensional torus and to the whole space.

math.PR↗
arXiv2025

The stochastic Navier-Stokes equations with general $L^{3}$ data

We consider the stochastic Navier-Stokes equations with multiplicative noise with critical initial data. Assuming that the initial data $u_0$ belongs to the critical space $L^{3}$ almost surely, we construct a unique local-in-time probabilistically strong solution. We also prove an analogous result for data in the critical space~$H^\frac{1}{2}$.

math.PR↗
arXiv2025

Almost global existence for the stochastic Navier-Stokes equations with small $H^{1/2}$ data

We address the global existence of solutions to the stochastic Navier-Stokes equations with multiplicative noise and with initial data in $H^{1/2}(\mathbb{T}^{3})$. We prove that the solution exists globally in time with probability arbitrarily close to~$1$ if the initial data and noise are sufficiently small. If the noise is not assumed to be small, then the solution is global on a sufficiently small deterministic time interval with probability arbitrarily close to~$1$.

math.PR↗
arXiv2024

Global existence of the stochastic Navier-Stokes equations in $L^3$ with small data

We address the global-in-time existence and pathwise uniqueness of solutions for the stochastic incompressible Navier-Stokes equations with a multiplicative noise on the three-dimensional torus. Under natural smallness conditions on the noise, we prove the almost global existence result for small $L^{3}$ data. Namely, we show that for data sufficiently small, there exists a global-in-time strong $L^{3}$ solution in a space of probability arbitrarily close to~$1$.

math.PR↗
arXiv2023

No blow-up by nonlinear It\^o noise for the Euler equations

By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions. More generally, we consider a class of stochastic partial differential equations (SPDEs) with a superlinear growth drift and suitable nonlinear, multiplicative It\^o noise, with the stochastic Euler equations as a special case within this class. We prove that the addition of such a noise effectively prevents blow-ups in the solution of these SPDEs.

math.PR↗
arXiv2016

On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes

SDE driven by an $α$-stable process, $α\in \lbrack 1,2),$ with Lipshitz continuous coefficient and $β$-Hölder drift is considered. The existence and uniqueness of a strong solution is proved when $β>1-α/2$ by showing that it is $L_{p}$-limit of Euler approximations. The $L_{p}$-error (rate of convergence) is obtained for a nondegenerate truncated and nontruncated driving process. The rate in the case of Lipshitz continuous coefficients is derived as well.

math.PR↗