Time fractional stochastic Navier-Stokes equations driven by fractional Brownian motion
- Authors
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- Keywords:
- Navier-Stokes equation, fractional Brownian motion, fractional differential equations, Mittag-Leffler functions, mild solution
- Abstract
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A two-dimensional time fractional stochastic incompressible Navier-Stokes equations driven by fractional Brownian motion is studied with the Hurst parameter \(H\in(1/2,1)\) and time fractional differential operator of order \(\alpha\in(0,1)\) under the Dirichlet boundary condition. Without the requirement of compact parameters, the existence and regularity of the nonlocal stochastic convolution are obtained by combining the estimate on the spectrum of the Stokes operator under a square domain, an upper bound of a class of the generalized Mittag-Leffler functions, and the fractional calculus technique. Moreover, sufficient conditions are provided to ensure the local and global existence and uniqueness of mild solutions, as well as the square integrability and continuity of the solution's paths.
- References
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- Additional Files
- Published
- 09-02-2024
- Issue
- Vol. 2 No. 1 (2024)
- Section
- Research Article
- License
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Copyright (c) 2024 Letters on Applied and Pure Mathematics
This work is licensed under a Creative Commons Attribution 4.0 International License.
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