Searcharxiv⌕ Search

arXiv subjects

Zdzisław Brzeźniak

Publications and source records attributed to Zdzisław Brzeźniak.

At least 19 recordsLinked to original sources

Global Existence and Stability of 3D Stochastic NSEs in Bounded and Unbounded Domains Driven by a Special Multiplicative Wiener Process

The aim of this work is to extend the results from a recent paper by Hong, Li and Liu, from bounded domains to both bounded and unbounded domains. We show the global existence and uniqueness of 3D stochastic Navier-Stokes equations with nonlinear multiplicative noise for every initial data from the Sobolev space $H^1$. We do not use any tightness argument. Instead, we firstly show the existence of a local maximal solution and then we use Lyapunov function to prove the solution is global. Our approach is motivated by a recent paper of the first named author with Ferrario, Maurelli and Zanella about a similar result for stochastic nonlinear Schrödinger Equations. The main idea is that once the local existence of strong solutions is established, a very strong noise pushing toward the origin, will make blow-up impossible.

math.PR↗

Inviscid Limit of the Stochastic Hyperviscous Navier-Stokes Equations and Invariant Measures for the Euler Equations in $\mathbb R^2$

We prove the existence and some moment estimates for an invariant measure $μ$ for the two-dimensional ($2$D) deterministic Euler equations on the unbounded domain $\mathbb R^2$ and with highly regular initial data. The result is achieved by first showing the existence of Markov stationary processes which solve the hyperviscous $2$D Navier-Stokes equations with kinematic viscosity $ν>0$ and an additive stochastic noise scaling as $\sqrt ν$. We then study the inviscid limit and prove that, as $ν$ tends to $0$, these processes converge, in an appropriate trajectory space, to a pathwise stationary solution to the Euler equations. Its law is the sought invariant measure $μ$.

math.PR↗

Non-uniqueness for the stochastic incompressible Euler equations with a passive tracer

In this work we investigate the phenomenon of pathwise non-uniqueness for the stochastic incompressible Euler equations with a passive tracer on the whole Euclidean space. The stochastic perturbations are interpreted as a transport noise and a linear multiplicative noise in the Stratonovich sense. In both cases, via classical transformations, we convert the SPDEs into PDEs with random coefficients. Using the Baire category method developed by De Lellis and Székelyhidi Jr., we then construct infinitely many global-in-time weak solutions to the random PDEs in any spatial dimension greater than or equal to two. By applying the inverse transformations, we obtain pathwise non-uniqueness for the original SPDEs. Finally, we present an application of our result to the three-dimensional stochastic ideal MHD equations. This study can be regarded as a stochastic counterpart of Bronzi et al.~[\textit{Commun.~Math.~Sci.},~2015]. In particular, our non-uniqueness result in the random setting extends theirs from a constant energy profile equal to one to arbitrary positive, bounded, and continuous time-dependent profiles, originally established in two dimensions via the convex integration technique.

math.PR↗

Existence and uniqueness results of a stochastic nonlinear heat equation with a constraint of codimension one

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an $L^2-$norm constraint on the solution. In bounded smooth domains, we establish the existence of a martingale solution taking values in $H_0^1 \cap L^p$ for arbitrary $2 \le p < \infty$, using a modified Faedo-Galerkin scheme. By utilizing a sequence of self-adjoint operators which are bounded in $L^p$ for any $2 \le p < \infty$, we provide a novel proof of an Itô formula for the $L^p-$norm of the solution. Together with pathwise uniqueness of the martingale solution, the Yamada-Watanabe result then yields the existence of a strong solution and uniqueness in law.

math.PR↗

Well-posedness and the Łojasiewicz-Simon inequality in the asymptotic analysis of a nonlinear heat equation with constraints of finite codimension

We establish the global well-posedness of the $D(A)-$valued strong solution to a nonlinear heat equation with constraints on a \textit{Poincaré domain} $\bO\subset \R^d$ whose boundary is of class $C^2$. Consider the following nonlinear heat equation \begin{align*} \frac{\partial u}{\partial t} - Δu + |u|^{p-2}u = 0, \end{align*} projected onto the tangent space $T_u\bM$, where $\mathcal{M}:=\left\{u\in L^2(\bO):\|u\|_{L^2(\bO)}=1\right\}$ is a submanifold of $L^2(\bO)$. The nonlinearity exponent satisfies $2\le p < \infty$ for $1\leq d\leq 4$ and $2 \le p \le \frac{2d-4}{d-4}$ for $d \ge 5$. The solution is constrained to lie within $\mathcal{M}$ which encodes the norm-preserving constraint. By modifying the nonlinearity and exploiting the abstract theory for \textit{$m-$accretive }evolution equations, we prove the existence of a global strong solution. Using {resolvent-idea } and the \textit{Yosida approximation} method, we derive regularity results. In the asymptotic analysis, $\bO$ is restricted to bounded domains with even $p$ and $1\le d \le 3$. For any initial data in $D(A) \cap \mathcal{M}$, we apply the \textit{Łojasiewicz-Simon gradient inequality} on a Hilbert submanifold [F. Rupp, \textit{J. Funct. Anal.}, 279(8), 2020], to demonstrate that the unique global strong solution converges in $W^{2,q}(\bO) \cap W^{1,q}_0(\bO)$ to a stationary state, where $2 \le q < \frac{2d}{d + 4 - 4β}$ and $1 < β< \frac{3}{2}$. This work proposes an alternative method for establishing the global existence and analyzing long-term behavior of the unique strong solution to an $L^2-$norm preserving nonlinear heat equation.

math.AP↗

Stochastic transport equation with Lévy noise

We study the stochastic transport equation with globally $β$-Hölder continuous and bounded vector field driven by a non-degenerate pure-jump Lévy noise of $α$-stable type. Whereas the deterministic transport equation may lack uniqueness, we prove the existence and pathwise uniqueness of a weak solution in the presence of a multiplicative pure jump noise, assuming $\fracα{2}+β>1$. Notably, our results cover the entire range $α\in (0,2)$, including the supercritical regime $α\in(0,1)$ where the driving noise exhibits notoriously weak regularization. A key step of our strategy is the development of a \emph{sharp} $C^{1+δ}$-diffeomorphism and new regularity results for the Jacobian determinant of the stochastic flow associated to its stochastic characteristic equation. These novel probabilistic results are of independent interest and constitute a substantial component of our work. Our results are the first full generalization of the celebrated paper by Flandoli, Gubinelli, and Priola [Invent. Math. 2010] from the Brownian motion to the pure jump Lévy noise. To the best of our knowledge, this appears to be the first example of a partial differential equation of fluid dynamics where well-posedness is restored by the influence of a non-degenerate pure-jump noise.

math.PR↗

Singular SPDEs with the Cauchy-Riemann operator on a torus

We prove the existence of solution to the following $\mathbb{C}^3$-valued singular SPDE on the 2D torus $\mathbb{T}^2$: \begin{align} \label{CR} \partial_{\bar z} r = r \times \overline{r} + i \, γ\, {\mathscr W}, \tag{CR} \end{align} where $\partial_{\bar z}: = \frac12(\partial_x + i \partial_y)$ is the Cauchy-Riemann operator on $\mathbb{T}^2$, ${\mathscr W} = ({\scriptstyle {\mathscr W}_1}, {\scriptstyle {\mathscr W}_2}, {\scriptstyle {\mathscr W}_3})$ is a real 3D white noise on $\mathbb{T}^2$ whose component ${\scriptstyle {\mathscr W}_3}$ has zero mean over $\mathbb{T}^2$, $γ: = (γ_1,γ_2,γ_3)$ is an $\mathbb{R}^3$-vector and $γ\, {\mathscr W}: = (γ_1 {\scriptstyle {\mathscr W}_1}, γ_2 {\scriptstyle {\mathscr W}_2}, γ_3 {\scriptstyle {\mathscr W}_3})$.

math.PR↗

Global well-posedness and Asymptotic analysis of a nonlinear heat equation with constraints of finite codimension

We prove the global existence and the uniqueness of the $L^p\cap H_0^1-$valued ($2\leq p < \infty$) strong solutions of a nonlinear heat equation with constraints over bounded domains in any dimension $d\geq 1$. Along with the \textit{Faedo-Galerkin} approximation method and the compactness arguments, we utilize the monotonicity and the hemicontinuity properties of the nonlinear operators to establish the well-posedness results. In particular, we show that a Hilbertian manifold $\mathbb{M}$, which is the unit sphere in $L^2$ space, describing the constraint is invariant. Finally, in the asymptotic analysis, we generalize the recent work of [P. Antonelli, et. al. \emph{Calc. Var. Partial Differential Equations}, 63(4), 2024] to any bounded smooth domain in $\mathbb{R}^d$, $d\geq1$, when the corresponding nonlinearity is a damping. In particular, we show that, for positive initial datum and any $2\le p < \infty$, the unique positive strong solution of the above mentioned nonlinear heat equation with constraints converges in $L^p\cap H_0^1$ to the unique positive ground state.

math.AP↗

Weak solutions of Navier-Stokes Equation with purely discontinuous Lévy Noise

In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump Lévy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori estimates, from the paper by the third named author, for solutions to suitable constructed Galerkin approximations and we use the Jakubowski-Skorokhod Theorem to find a sequence of processes on a new probability space convergent point-wise to a limit process. In the second one, we show that the limit process is a weak martingale solution to the SNSEs by using an approach of Kallianpur and Xiong. The core of this method consists of a proof that a certain natural process on the new probability space is a purely discontinuous martingale and then to use a suitable representation theorem. In this way we propose a method of proving solutions to stochastic PDEs which is different from the method used recently by the first and fourth named author in their joint paper with E.\ Hausenblas, see \cite{Brz+Haus+Raza_2018_reaction_diffusion}.

math.PR↗

Global well posedness and ergodic results in regular Sobolev spaces for the nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity

We consider the nonlinear Schrödinger equation on the $d$-dimensional torus $\mathbb T^d$, with the nonlinearity of polynomial type $|u|^{2σ}u$. For any $σ\in \mathbb N$ and $s>\frac d2$ we prove that adding to this equation a suitable stochastic forcing term there exists a unique global solution for any initial data in $H^s(\mathbb T^d)$. The effect of the noise is to prevent blow-up in finite time, differently from the deterministic setting. Moreover we prove existence of invariant measures and their uniqueness under more restrictive assumptions on the noise term.

math.PR↗

Local solution to an energy critical 2-D stochastic wave equation with exponential nonlinearity in a bounded domain

We prove the existence and the uniqueness of a local maximal solution to an $H^1$-critical stochastic wave equation with multiplicative noise on a smooth bounded domain $\mathcal{D} \subset \mathbb{R}^2$ with exponential nonlinearity. First, we derive the appropriate deterministic and stochastic Strichartz inequalities in suitable spaces and, then use them in arguments based on fixed point method to show the local well-posedness result. We also present an explosion result for the constructed unique local maximal solution.

math.PR↗

Wave maps in dimension $1+1$ with an external forcing

This paper aims to establish the local and global well-posedness theory in $L^1$, inspired by the approach of Keel and Tao [Internat. Math. Res. Notices, 1998], for the forced wave map equation in the ``external'' formalism. In this context, the target manifold is treated as a submanifold of a Euclidean space. As a corollary, we reprove Zhou's [Math. Z., 1999] uniqueness result, leading to the uniqueness of weak solutions with locally finite energy. Additionally, we achieve the scattering of such solutions through a conformal compactification argument.

math.AP↗

The Ebin-Marsden toolbox for stochastic PDEs: stochastic Euler equations

The Ebin-Marsden theory is a powerful geometric framework for many PDEs from fluid dynamics. In this paper we provide a toolbox to apply the Ebin-Marsden approach to stochastic PDEs, combining tools from infinite-dimensional geometry and stochastic analysis. We showcase our approach in the context of incompressible Euler equation for an ideal fluid with additive noise. Among our main results there are: (i) local well-posedness of maximal solutions by using the Ebin-Marsden framework; (ii) a stochastic version of the celebrated no-loss-no-gain theorem.

math.PR↗

Stochastic control of the Landau-Lifshitz-Gilbert equation

We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the classical Faedo-Galerkin approximation, along with the Jakubowski version of the Skorohod Theorem. We then show pathwise uniqueness for the obtained solution, which is then coupled with the theory of Yamada and Watanabe to give the existence of a unique strong solution. We then show, using some semigroup techniques that the obtained solution satisfies the maximum regularity. We then show the existence of an optimal control. A main ingredient of the proof is using the compact embedding of a space into itself, albeit with the weak topology.

math.PR↗

Invariant measures for a stochastic nonlinear and damped 2D Schrödinger equation

We consider a stochastic nonlinear defocusing Schrödinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear noise in the Itô form. We work at the same time on compact Riemannian manifolds without boundary and on relatively compact smooth domains with either the Dirichlet or the Neumann boundary conditions, always in dimension 2. We construct a martingale solution using a modified Faedo-Galerkin's method, following arXiv:1707.05610. Then by means of the Strichartz estimates deduced from arXiv:math/0609455 but modified for our stochastic setting we show the pathwise uniqueness of solutions. Finally, we prove the existence of an invariant measure by means of a version of the Krylov-Bogoliubov method, which involves the weak topology, as proposed by Maslowski and Seidler. This is the first result of this type for stochastic NLS on compact Riemannian manifolds without boundary and on relatively compact smooth domains even for an additive noise. Some remarks on the uniqueness in a particular case are provided as well.

math.PR↗