The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes

DOI10.1016/j.jmaa.2011.06.076zbMath1233.60041OpenAlexW2089797182MaRDI QIDQ641624

Takeshi Taniguchi

Publication date: 24 October 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.06.076

zbMATH Keywords

Galerkin methodexponential stabilityLévy noiseexistence and uniqueness of solutionenergy solutionsstochastic functional Navier-Stokes equations

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (12)

On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution ⋮ The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise ⋮ The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes ⋮ \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ The stability with the general decay rate of the solution for stochastic functional Navier-Stokes equations ⋮ Asymptotic behavior, attracting and quasi-invariant sets for impulsive neutral SPFDE driven by Lévy noise ⋮ Well-posedness and invariant measures for 2D stochastic Oldroyd model of order one with pure jumps ⋮ Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise ⋮ Sub-critical and critical stochastic quasi-geostrophic equations with infinite delay ⋮ Analysis of a stochastic \(2D\)-Navier-Stokes model with infinite delay ⋮ Mild solutions to time fractional stochastic 2D-Stokes equations with bounded and unbounded delay ⋮ Strong averaging principle for slow-fast SPDEs with Poisson random measures

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