Searcharxiv⌕ Search

arXiv subjects

Zdzislaw Brzezniak

Publications and source records attributed to Zdzislaw Brzezniak.

At least 19 recordsLinked to original sources
arXiv2026

Existence of ergodic invariant measures for 3D Navier-Stokes eqs with superlinear noise

We consider the Navier-Stokes equations in a smooth bounded domain $D\subset \mathbb R^3$. It has been proved in arXiv:2609.08284 that these equations have a unique solution - globally defined in time - when a superlinear noise is introduced and the initial velocity belongs to the space $V$ of divergence-free $H^1_0(D;\mathbb R^3)$-vector fields. Here we show that the same result holds when there is also an additive noise and a deterministic forcing term. Moreover, when the deterministic forcing term is time-independent we prove the existence of at least one invariant measure for this stochastic equation. This is obtained by the Krylov-Bogoliubov method, based on tightness and Feller property in $V$. Finally, we show that the set of invariant measures contains one ergodic invariant measure.

math.PR↗
arXiv2025

Exponential ergodicity of Stochastic Evolution Equations with reflection

In this paper, we establish an exponential ergodicity for stochastic evolution equations with reflection in an infinite dimensional ball. As an application, we obtain the exponential ergodicity of stochastic Navier-Stokes equations with reflection. A coupling method plays an important role.

math.PR↗
arXiv2021

Well-posedness and large deviations for 2-D Stochastic Navier-Stokes equations with jumps

The aim of this paper is threefold. Firstly, we prove the existence and the uniqueness of a global strong (in both the probabilistic and the PDE senses) $\mathrm{H}^{1}_2$-valued solution to the 2D stochastic Navier-Stokes equations (SNSEs) driven by a multiplicative Lévy noise under the natural Lipschitz on balls and linear growth assumptions on the jump coefficient. Secondly, we prove a Girsanov-type theorem for Poisson random measures and apply this result to a study of the well-posedness of the corresponding stochastic controlled problem for these SNSEs. Thirdly, we apply these results to establish a Freidlin-Wentzell-type large deviation principle for the solutions of these SNSEs by employing the weak convergence method introduced in papers [16][18].

math.PR↗
arXiv2020

On strong solution to the 2D stochastic Ericksen-Leslie system: A Ginzburg-Landau approximation approach

In this manuscript, we consider a highly nonlinear and constrained stochastic PDEs modelling the dynamics of 2-dimensional nematic liquid crystals under random perturbation. This system of SPDEs is also known as the stochastic Ericksen-Leslie equations (SELEs). We discuss the existence of local strong solution to the stochastic Ericksen-Leslie equations. In particular, we study the convergence the stochastic Ginzburg-Landau approximation of SELEs, and prove that the SELEs with initial data in $\sh^1\times \sh^2$ has at least a martingale, local solution which is strong in PDEs sense.

math.PR↗
arXiv2020

On the 2D Ericksen-Leslie equations with anisotropic energy and external forces

In this paper we consider the 2D Ericksen-Leslie equations which describes the hydrodynamics of nematic Liquid crystal with external body forces and anisotropic energy modeling the energy of applied external control such as magnetic or electric field. Under general assumptions on the initial data, the external data and the anisotropic energy, we prove the existence and uniqueness of global weak solutions with finitely many singular times. If the initial data and the external forces are sufficiently small, then we establish that the global weak solution does not have any singular times and is regular as long as the data are regular.

math.AP↗
arXiv2020

Strong solution to stochastic penalised nematic liquid crystals model driven by multiplicative Gaussian noise

In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution is global.As a by-product of our investigation, but of independent interest, we present a general method based on fixed point arguments to establish the existence and uniqueness of a maximal local solution of an abstract stochastic evolution equations with coefficients satisfying local Lipschitz condition involving the norms of two different Banach spaces.

math.AP↗
arXiv2018

Martingale solutions for the stochastic nonlinear Schrödinger equation in the energy space

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.

math.PR↗
arXiv2018

Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds

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.

math.AP↗
arXiv2016

Stochastic Evolution Equations in Banach Spaces and Applications to Heath-Jarrow-Morton-Musiela Equation

In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this equation. We apply the abstract results to the Heath-Jarrow-Morton-Musiela (HJMM) equation (6.3). In particular, we prove the existence and the uniqueness of solutions to the latter equation in the weighted Lebesgue and Sobolev spaces respectively. We also find a sufficient condition for the existence and the uniqueness of an invariant measure for the Markov semigroup associated to equation (6.3) in the weighted Lebesgue spaces.

q-fin.MF↗
arXiv2015

A note on stochastic Navier-Stokes equations with not regular multiplicative noise

We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so Itô calculus cannot be applied in the space of finite energy vector fields. We prove existence of weak solutions for $d=2,3$ and pathwise uniqueness for $d=2$.

math.PR↗
arXiv2014

Quasipotential and exit time for 2D Stochastic Navier-Stokes equations driven by space time white noise

We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_δ}/\partial t$, which is white in time and colored in space. We assume that the correlation radius of the noise gets smaller and smaller as $δ\searrow 0$, so that the noise converges to the white noise in space and time. For every $δ>0$ we introduce the large deviation action functional $S^δ_{0,T}$ and the corresponding quasi-potential $U_δ$ and, by using arguments from relaxation and $Γ$-convergence we show that $U_δ$ converges to $U=U_0$, in spite of the fact that the Navier-Stokes equation has no meaning in the space of square integrable functions, when perturbed by space-time white noise. Moreover, in the case of periodic boundary conditions the limiting functional $U$ is explicitly computed. Finally, we apply these results to estimate of the asymptotics of the expected exit time of the solution of the stochastic Navier-Stokes equation from a basin of attraction of an asymptotically stable point for the unperturbed system.

math.PR↗
arXiv2014

Splitting up method for the 2D stochastic Navier-Stokes equations

In this paper, we deal with the convergence of an iterative scheme for the 2-D stochastic Navier-Stokes Equations on the torus suggested by the Lie-Trotter product formulas for stochastic differential equations of parabolic type. The stochastic system is split into two problems which are simpler for numerical computations. An estimate of the approximation error is given either with periodic boundary conditions. In particular, we prove that the strong speed of the convergence in probability is almost $1/2$. This is shown by means of an $L^2(Ω,P)$ convergence localized on a set of arbitrary large probability. The assumptions on the diffusion coefficient depend on the fact that some multiple of the Laplace operator is present or not with the multiplicative stochastic term. Note that if one of the splitting steps only contains the stochastic integral, then the diffusion coefficient may not contain any gradient of the solution.

math.PR↗
arXiv2013

Second Order PDEs with Dirichlet White Noise Boundary Condition

In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such equations excited by the white in time and/or space noise on the boundary. Our approach allows us to show the existence and uniqueness of weak solutions in the space of distributions. Then we prove that the solutions can be identified as smooth functions inside the domain, and finally the rate of their blow up at the boundary is estimated. A large class of noises including Wiener and fractional Wiener space time white noise, homogeneous noise and Lévy noise is considered.

math.PR↗