On the existence and long time behaviour of H1-weak solutions for 2, 3d-stochastic 3rd-grade fluids equations

In the present work, we investigate stochastic third grade fluids equations in a $d$-dimensional setting, for $d = 2, 3$. More precisely, on a bounded and simply connected domain $\mathcal{D}$ of $\mathbb{R}^d$, $d = 2,3$, with a sufficiently regular boundary $\partial \mathcal{D},$ we consider incompressible third grade fluid equations perturbed by a multiplicative Wiener noise. Supplementing our equations by Dirichlet boundary conditions and taking initial data in the Sobolev space $H^1(\mathcal{D})$, we establish the existence of global stochastic weak solutions by performing a strategy based on the conjugation of stochastic compactness criteria and monotonicity techniques. Furthermore, we study the asymptotic behaviour of these solutions, as $t \to \infty$.

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Publication Details

Journal
Nonlinear Analysis
Published
2026-06-09
DOI
https://doi.org/10.1016/j.na.2026.114197
Primary Topic
Stochastic processes and financial applications
Type
preprint
Field-Weighted Citation Impact
0.00

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preprint

On the existence and long time behaviour of H1-weak solutions for 2, 3d-stochastic 3rd-grade fluids equations

Fernanda Cipriano, Yassine Tahraoui, Raya Nouira
Nonlinear Analysis
Stochastic processes and financial applications
preprint

On the existence and long time behaviour of H1-weak solutions for 2, 3d-stochastic 3rd-grade fluids equations

Fernanda Cipriano, Yassine Tahraoui, Raya Nouira
preprint en

Abstract

In the present work, we investigate stochastic third grade fluids equations in a $d$-dimensional setting, for $d = 2, 3$. More precisely, on a bounded and simply connected domain $\mathcal{D}$ of $\mathbb{R}^d$, $d = 2,3$, with a sufficiently regular boundary $\partial \mathcal{D},$ we consider incompressible third grade fluid equations perturbed by a multiplicative Wiener noise. Supplementing our equations by Dirichlet boundary conditions and taking initial data in the Sobolev space $H^1(\mathcal{D})$, we establish the existence of global stochastic weak solutions by performing a strategy based on the conjugation of stochastic compactness criteria and monotonicity techniques. Furthermore, we study the asymptotic behaviour of these solutions, as $t \to \infty$.

Nonlinear AnalysisVol. 272
Fundação para a Ciência e a Tecnologia
Openalex Percentile: Top 100%
Stochastic processes and financial applications
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