scholarly journals Uniform attractors of 3D Navier-Stokes-Voigt equations with memory and singularly oscillating external forces

2021 ◽  
Vol 10 (1) ◽  
pp. 1-23
Author(s):  
Cung The Anh ◽  
◽  
Dang Thi Phuong Thanh ◽  
Nguyen Duong Toan ◽  
◽  
...  
2013 ◽  
Vol 36 (18) ◽  
pp. 2507-2523 ◽  
Author(s):  
Ciprian G. Gal ◽  
T. Tachim Medjo
Keyword(s):  

2011 ◽  
Vol 2011 (1) ◽  
pp. 49 ◽  
Author(s):  
Yiwen Dou ◽  
Xinguang Yang ◽  
Yuming Qin

Mathematics ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 181
Author(s):  
Evgenii S. Baranovskii

This paper deals with an initial-boundary value problem for the Navier–Stokes–Voigt equations describing unsteady flows of an incompressible non-Newtonian fluid. We give the strong formulation of this problem as a nonlinear evolutionary equation in Sobolev spaces. Using the Faedo–Galerkin method with a special basis of eigenfunctions of the Stokes operator, we construct a global-in-time strong solution, which is unique in both two-dimensional and three-dimensional domains. We also study the long-time asymptotic behavior of the velocity field under the assumption that the external forces field is conservative.


2012 ◽  
Vol 2012 ◽  
pp. 1-19
Author(s):  
Xuan Wang ◽  
Qiaozhen Ma

We discuss long-term dynamical behavior of the solutions for the nonautonomous suspension bridge-type equation in the strong Hilbert spaceD(A)×H2(Ω)∩H01(Ω), where the nonlinearityg(u,t)is translation compact and the time-dependent external forcesh(x,t)only satisfy condition (C*) instead of translation compact. The existence of strong solutions and strong uniform attractors is investigated using a new process scheme. Since the solutions of the nonautonomous suspension bridge-type equation have no higher regularity and the process associated with the solutions is not continuous in the strong Hilbert space, the results are new and appear to be optimal.


2020 ◽  
Vol 36 (6) ◽  
pp. 065007
Author(s):  
Yu Jiang ◽  
Jishan Fan ◽  
Sei Nagayasu ◽  
Gen Nakamura

2005 ◽  
Vol 07 (05) ◽  
pp. 553-582 ◽  
Author(s):  
YURI BAKHTIN ◽  
JONATHAN C. MATTINGLY

We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients. Uniqueness of the stationary solution is proven if the dependence on the past decays sufficiently fast. The results of this paper are then applied to stochastically forced dissipative partial differential equations such as the stochastic Navier–Stokes equation and stochastic Ginsburg–Landau equation.


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