Displaying similar documents to “Stochastic weak attractor for a dissipative Euler equation.”

Donsker-type theorem for BSDEs.

Briand, Philippe, Delyon, Bernard, Mémin, Jean (2001)

Electronic Communications in Probability [electronic only]

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On the discretization in time of parabolic stochastic partial differential equations

Jacques Printems (2001)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker...

On the dimension of the attractor for a perturbed 3d Ladyzhenskaya model

Dalibor Pražák, Josef Žabenský (2013)

Open Mathematics

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We consider the so-called Ladyzhenskaya model of incompressible fluid, with an additional artificial smoothing term ɛΔ3. We establish the global existence, uniqueness, and regularity of solutions. Finally, we show that there exists an exponential attractor, whose dimension we estimate in terms of the relevant physical quantities, independently of ɛ > 0.