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October  2012, 17(7): 2483-2508. doi: 10.3934/dcdsb.2012.17.2483

Dynamics of a 2D Stochastic non-Newtonian fluid driven by fractional Brownian motion

Jin Li 1, and  Jianhua Huang 2,

1. 

Department of Mathematics, National University of Defense Technology, Changsha 410073, China
2. 

Department of Mathematics, National University of Defense Technology, Changsha, 410073

Received  July 2011 Revised  February 2012 Published  July 2012

A 2D Stochastic incompressible non-Newtonian fluid driven by fractional Brownian motion with Hurst index $H \in (\frac{1}{2},1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian motion. Including the requirements of Nuclear and Hilbert-Schmidt operators, three kinds of condition, which ensure the existence and regularity of infinite-dimensional stochastic convolution for the corresponding additive linear stochastic equation, are summarized. Without the requirements of compact parameters, another condition is proposed for the existence and regularity of stochastic convolution. By any of the four kinds of condition, the existence and uniqueness of mild solution are obtained for the stochastic non-Newtonian fluid through a modified fixed point theorem in the selected intersection space. Existence of a random attractor is then obtained for the random dynamical system generated by non-Newtonian fluid.
Keywords: random attractor., stochastic non-Newtonian fluid, Infinite-dimensional fractional Brownian motion, stochastic convolu- tion.
Mathematics Subject Classification: Primary: 35Q35, 35R60; Secondary: 60G22, 37L5.
Citation: Jin Li, Jianhua Huang. Dynamics of a 2D Stochastic non-Newtonian fluid driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2012, 17 (7) : 2483-2508. doi: 10.3934/dcdsb.2012.17.2483
References:
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[24]

O. A. Ladyžhenskaya, "The Mathematical Theory of Viscous Incompressible Flow," Revised English edition, Gordon and Breach Science Publishers, New York-London, 1963.  Google Scholar

[25]

W. E. Leland, M. S. Taqqu, W. Willinger and D. V. Wilson, On the self-similar nature of ethernet traffic, in "Conference Proceedings on Communications Architectures, Protocols and Applications,'' ACM, (1993), 183-193. Google Scholar

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J. Li and J. Huang, Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$,, preprint, ().   Google Scholar

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J.-L. Lions and E. Magenes, "Non-Homogeneous Boundary Value Problems and Applications. Vol. I," Die Grundlehren der mathematischen Wissenschaften, Band 181, Springer-Verlag, New York-Heidelberg, 1972.  Google Scholar

[28]

B. B. Mandelbrot, The variation of certain speculative prices, The Journal of Business, 36 (1963), 394-419. doi: 10.1086/294632.  Google Scholar

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B. B. Mandelbrot and J. W. Van Ness, Fractional Brownian motions, fractional noises and applications, SIAM Rev., 10 (1968), 422-437. doi: 10.1137/1010093.  Google Scholar

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J. Mémin, Y. Mishura and E. Valkeila, Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion, Statist. Probab. Lett., 51 (2001), 197-206. doi: 10.1016/S0167-7152(00)00157-7.  Google Scholar

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V. Pipiras and M. S. Taqqu, Are classes of deterministic integrands for fractional Brownian motion on an interval complete?, Bernoulli, 7 (2001), 873-897.  Google Scholar

[33]

R. Temam, "Infinite-Dimensional Dynamical Systems in Mechanics and Physics," 2nd edition, Applied Mathematical Sciences, 68, Springer-Verlag, New York, 1997.  Google Scholar

[34]

S. Tindel, C. A. Tudor and F. Viens, Stochastic evolution equations with fractional Brownian motion, Probab. Theory Related Fields, 127 (2003), 186-204. doi: 10.1007/s00440-003-0282-2.  Google Scholar

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show all references

References:
[1]

E. Alòs, O. Mazet and D. Nualart, Stochastic calculus with respect to Gaussian processes, Ann. Probab., 29 (2001), 766-801. doi: 10.1214/aop/1008956692.  Google Scholar

[2]

P. W. Bates, K. Lu and B. Wang, Random attractors for stochastic reaction-diffusion equations on unbounded domains, J. Differential Equations, 246 (2009), 845-869. doi: 10.1016/j.jde.2008.05.017.  Google Scholar

[3]

H. Bellout, F. Bloom and J. Nečas, Phenomenological behavior of multipolar viscous fluids, Quart. Appl. Math., 50 (1992), 559-583.  Google Scholar

[4]

F. Biagini, Y. Hu, B. Øksendal and T. Zhang, "Stochastic Calculus for Fractional Brownian Motion and Applications," Probability and its Applications (New York), Springer-Verlag London, Ltd., London, 2008.  Google Scholar

[5]

F. Bloom and W. Hao, Regularization of a non-Newtonian system in an unbounded channel: Existence and uniqueness of solutions, Nonlinear Anal., 44 (2001), 281-309. doi: 10.1016/S0362-546X(99)00264-3.  Google Scholar

[6]

J. M. Borwein and P. B. Borwein, "Pi and the AGM. A Study in Analytic Number Theory and Computational Complexity," Canadian Mathematical Society Series of Monographs and Advanced Texts, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1987.  Google Scholar

[7]

H. Crauel, A. Debussche and F. Flandoli, Random attractors, J. Dynam. Differential Equations, 9 (1997), 307-341.  Google Scholar

[8]

H. Crauel and F. Flandoli, Attractors for random dynamical systems, Probab. Theory Related Fields, 100 (1994), 365-393. doi: 10.1007/BF01193705.  Google Scholar

[9]

G. Da Prato and J. Zabczyk, "Stochastic Equations in Infinite Dimensions," Encyclopedia of Mathematics and its Applications, 44, Cambridge University Press, Cambridge, 1992.  Google Scholar

[10]

G. Da Prato and J. Zabczyk, "Ergodicity for Infinite-Dimensional Systems," London Mathematical Society Lecture Note Series, 229, Cambridge University Press, Cambridge, 1996.  Google Scholar

[11]

T. E. Duncan, B. Maslowski and B. Pasik-Duncan, Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion, SIAM J. Math. Anal., 40 (2009), 2286-2315. doi: 10.1137/08071764X.  Google Scholar

[12]

T. E. Duncan, B. Pasik-Duncan and B. Maslowski, Fractional Brownian motion and stochastic equations in Hilbert spaces, Stoch. Dyn., 2 (2002), 225-250.  Google Scholar

[13]

L. Fang, "Stochastic Navier-Stokes Equations with Fractional Brownian Motions," Ph.D thesis, Louisiana State University, 2009. Google Scholar

[14]

M. J. Garrido-Atienza, K. Lu and B. Schmalfuss, Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion, Discrete Contin. Dyn. Syst. Ser. B, 14 (2010), 473-493. doi: 10.3934/dcdsb.2010.14.473.  Google Scholar

[15]

M. J. Garrido-Atienza, B. Maslowski and B. Schmalfuß, Random attractors for stochastic equations driven by a fractional Brownian motion, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 20 (2010), 2761-2782.  Google Scholar

[16]

B. Gess, W. Liu and M. Röckner, Random attractors for a class of stochastic partial differential equations driven by general additive noise, J. Differential Equations, 251 (2011), 1225-1253. doi: 10.1016/j.jde.2011.02.013.  Google Scholar

[17]

I. V. Girsanov, On transforming a class of stochastic processes by absolutely continuous substitution of measures, Teor. Verojatnost. i Primenen., 5 (1960), 314-330.  Google Scholar

[18]

B. Guo and C. Guo, The convergence of non-Newtonian fluids to Navier-Stokes equations, J. Math. Anal. Appl., 357 (2009), 468-478. doi: 10.1016/j.jmaa.2009.04.027.  Google Scholar

[19]

D. Henry, "Geometric Theory of Semilinear Parabolic Equations," Lecture Notes in Mathematics, 840, Springer-Verlag, Berlin-New York, 1981.  Google Scholar

[20]

H. Hurst, Long term storage capacity of reservoirs, Trans. Am. Soc. Civ. Eng., 116 (1951), 770-799. Google Scholar

[21]

I. Karatzas and S. E. Shreve, "Brownian Motion and Stochastic Calculus," 2nd edition, Graduate Texts in Mathematics, 113, Springer-Verlag, New York, 1991.  Google Scholar

[22]

J. P. Kelliher, Eigenvalues of the Stokes operator versus the Dirichlet Laplacian in the plane, Pacific J. Math., 244 (2010), 99-132. doi: 10.2140/pjm.2010.244.99.  Google Scholar

[23]

A. N. Kolmogoroff, Wienersche Spiralen und einige andere interessante Kurven im Hilbertschen Raum, C. R. (Doklady) Acad. Sci. URSS (N.S.), 26 (1940), 115-118.  Google Scholar

[24]

O. A. Ladyžhenskaya, "The Mathematical Theory of Viscous Incompressible Flow," Revised English edition, Gordon and Breach Science Publishers, New York-London, 1963.  Google Scholar

[25]

W. E. Leland, M. S. Taqqu, W. Willinger and D. V. Wilson, On the self-similar nature of ethernet traffic, in "Conference Proceedings on Communications Architectures, Protocols and Applications,'' ACM, (1993), 183-193. Google Scholar

[26]

J. Li and J. Huang, Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$,, preprint, ().   Google Scholar

[27]

J.-L. Lions and E. Magenes, "Non-Homogeneous Boundary Value Problems and Applications. Vol. I," Die Grundlehren der mathematischen Wissenschaften, Band 181, Springer-Verlag, New York-Heidelberg, 1972.  Google Scholar

[28]

B. B. Mandelbrot, The variation of certain speculative prices, The Journal of Business, 36 (1963), 394-419. doi: 10.1086/294632.  Google Scholar

[29]

B. B. Mandelbrot and J. W. Van Ness, Fractional Brownian motions, fractional noises and applications, SIAM Rev., 10 (1968), 422-437. doi: 10.1137/1010093.  Google Scholar

[30]

B. Maslowski and B. Schmalfuss, Random dynamical systems and stationary solutions of differential equations driven by the fractional Brownian motion, Stochastic Anal. Appl., 22 (2004), 1577-1607. doi: 10.1081/SAP-200029498.  Google Scholar

[31]

J. Mémin, Y. Mishura and E. Valkeila, Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion, Statist. Probab. Lett., 51 (2001), 197-206. doi: 10.1016/S0167-7152(00)00157-7.  Google Scholar

[32]

V. Pipiras and M. S. Taqqu, Are classes of deterministic integrands for fractional Brownian motion on an interval complete?, Bernoulli, 7 (2001), 873-897.  Google Scholar

[33]

R. Temam, "Infinite-Dimensional Dynamical Systems in Mechanics and Physics," 2nd edition, Applied Mathematical Sciences, 68, Springer-Verlag, New York, 1997.  Google Scholar

[34]

S. Tindel, C. A. Tudor and F. Viens, Stochastic evolution equations with fractional Brownian motion, Probab. Theory Related Fields, 127 (2003), 186-204. doi: 10.1007/s00440-003-0282-2.  Google Scholar

[35]

C. Zhao and J. Duan, Random attractor for the Ladyzhenskaya model with additive noise, J. Math. Anal. Appl., 362 (2010), 241-251. doi: 10.1016/j.jmaa.2009.08.050.  Google Scholar

[36]

C. Zhao and S. Zhou, Pullback attractors for a non-autonomous incompressible non-Newtonian fluid, J. Differential Equations, 238 (2007), 394-425. doi: 10.1016/j.jde.2007.04.001.  Google Scholar

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