LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Weak solutions and invariant measures of stochastic Oldroyd-B type model driven by jump noise

Abstract In this work, we consider sub-critical and critical models for viscoelastic flows driven by pure jump Levy noise. Due to the elastic property, the noise in the equation for… Click to show full abstract

Abstract In this work, we consider sub-critical and critical models for viscoelastic flows driven by pure jump Levy noise. Due to the elastic property, the noise in the equation for the stress tensor is considered in the Marcus canonical form. We investigate existence of a weak martingale solution for stochastic Oldroyd-B models, with full dissipation in whole of R d , d = 2 , 3 . The key ingredients of the proof are classical Faedo-Galerkin approximation, the compactness method and the Jakubowski version of the Skorokhod Theorem for nonmetric spaces. Pathwise uniqueness, existence of a strong solution and uniqueness in law for the two-dimensional model are also shown. We also prove, in a Poincare domain in two-dimensions, existence of an invariant measure using bw-Feller property of the associated Markov semigroup.

Keywords: solutions invariant; stochastic oldroyd; weak solutions; model; oldroyd; invariant measures

Journal Title: Journal of Differential Equations
Year Published: 2021

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.