{"title":"具有剪切依赖黏度的三维随机非局部Cahn-Hilliard-Navier-Stokes系统的弱解","authors":"A. Ndongmo Ngana, G. Deugoue, T. Tachim Medjo","doi":"10.1080/17442508.2022.2092403","DOIUrl":null,"url":null,"abstract":"ABSTRACT We consider the stochastic nonlocal Cahn–Hilliard–Navier–Stokes system with shear-dependent viscosity on a bounded domain , d = 2, 3, driven by a multiplicative noise of Lévy and Gaussian types. The velocity u is governed by a Navier–Stokes system with a shear-dependent viscosity controlled by a power p>2. This system is nonlinearly coupled through the Korteweg force with a convective nonlocal Cahn–Hilliard equation for the order parameter φ. The existence of a global weak martingale solution is proved. In the 2D case, we prove the pathwise uniqueness of the weak solution, when .","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"214 1","pages":"521 - 580"},"PeriodicalIF":1.1000,"publicationDate":"2022-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity\",\"authors\":\"A. Ndongmo Ngana, G. Deugoue, T. Tachim Medjo\",\"doi\":\"10.1080/17442508.2022.2092403\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"ABSTRACT We consider the stochastic nonlocal Cahn–Hilliard–Navier–Stokes system with shear-dependent viscosity on a bounded domain , d = 2, 3, driven by a multiplicative noise of Lévy and Gaussian types. The velocity u is governed by a Navier–Stokes system with a shear-dependent viscosity controlled by a power p>2. This system is nonlinearly coupled through the Korteweg force with a convective nonlocal Cahn–Hilliard equation for the order parameter φ. The existence of a global weak martingale solution is proved. In the 2D case, we prove the pathwise uniqueness of the weak solution, when .\",\"PeriodicalId\":50447,\"journal\":{\"name\":\"Finance and Stochastics\",\"volume\":\"214 1\",\"pages\":\"521 - 580\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2022-06-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance and Stochastics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2022.2092403\",\"RegionNum\":2,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance and Stochastics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/17442508.2022.2092403","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity
ABSTRACT We consider the stochastic nonlocal Cahn–Hilliard–Navier–Stokes system with shear-dependent viscosity on a bounded domain , d = 2, 3, driven by a multiplicative noise of Lévy and Gaussian types. The velocity u is governed by a Navier–Stokes system with a shear-dependent viscosity controlled by a power p>2. This system is nonlinearly coupled through the Korteweg force with a convective nonlocal Cahn–Hilliard equation for the order parameter φ. The existence of a global weak martingale solution is proved. In the 2D case, we prove the pathwise uniqueness of the weak solution, when .
期刊介绍:
The purpose of Finance and Stochastics is to provide a high standard publication forum for research
- in all areas of finance based on stochastic methods
- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.
Finance and Stochastics encompasses - but is not limited to - the following fields:
- theory and analysis of financial markets
- continuous time finance
- derivatives research
- insurance in relation to finance
- portfolio selection
- credit and market risks
- term structure models
- statistical and empirical financial studies based on advanced stochastic methods
- numerical and stochastic solution techniques for problems in finance
- intertemporal economics, uncertainty and information in relation to finance.