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We study the inviscid limit for the two dimensional Navier-Stokes equations with non-homogeneous Navier slip boundary condition. We show that the vanishing viscosity limit of Navier-Stokes's solutions verifies the Euler equations with the corresponding Navier slip boundary condition just on the inflow boundary. The convergence result is established with respect to the strong topology of the Sobolev spaces W-p(1), p > 2.

{A stochastic variational principle for the classical Burgers equation is established. A solution of this equation can be considered as the velocity field of a stochastic process which is a minimum of an energy functional. A family of stochastic constants of the motion, determined in terms of the probability distribution of that process, yields the complete list of symmetries of the Burgers equation.}

{We prove the existence of weak solutions for the forward and backward statistical transport equations associated with the 2D Euler equations. Such solutions can be interpreted, respectively, as a statistical Lagrangian and a statistical Eulerian description of the motion of the fluid.}

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{This work is concerned with the boundary layer turbulence, which is an outstanding problem in fluid mechanics. We consider an incompressible viscous fluid in 2D domains with permeable walls. The permeability is described by the Yudovich condition. The goal of the article is to study the fluid behavior at vanishing viscosity (large Reynold's numbers). We show that the vanishing viscous limit is a solution of the Euler equations with the Yudovich condition on the inflow region of the boundary. (C) 2013 Elsevier Ltd. All rights reserved.}

{We prove, under certain regularity assumptions on the coefficients, that tangent processes (namely semimartingales d xi(tau) = a dx(tau) + b d tau where a is an antisymmetric matrix) generate flows on the classical Wiener space. Main applications of the result can be found in the study of the geometry of path spaces. (C) 1999 Academic Press.}

{This work consists on the study of flows associated with non-smooth R-d-vector fields, namely concerning existence and uniqueness for almost-every initial condition. It is also proved that the flows avoid some special compact sets. (c) 2005 Elsevier Inc. All rights reserved.}

{We consider a velocity tracking problem for the Navier-Stokes equations in a 2D bounded domain. The control acts on the boundary through an injection-suction device, and the flow is allowed to slip against the surface wall. We study the well-posedness of the state equations, linearized state equations, and adjoint equations. In addition, we show the existence of an optimal solution and establish the first order optimality condition.}

{We consider stochastic Navier-Stokes equations in a 2D-bounded domain with the Navier with friction boundary condition. We establish the existence and the uniqueness of the solutions and study the vanishing viscosity limit. More precisely, we prove that solutions of stochastic Navier Stokes equations converge, as the viscosity goes to zero, to solutions of the corresponding stochastic Euler equations. (C) 2015 Elsevier B.V. All rights reserved.}

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{We consider the Navier-Stokes equations in a 2D-bounded domain with general non-homogeneous Navier slip boundary conditions prescribed on permeable boundaries, and study the vanishing viscosity limit. We prove that solutions of the Navier-Stokes equations converge to solutions of the Euler equations satisfying the same Navier slip boundary condition on the inflow region of the boundary. The convergence is strong in Sobolev's spaces , which correspond to the spaces of the data.}

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{We study the well-posedness of a stochastic differential equation on the two dimensional torus T-2, driven by an infinite dimensional Wiener process with drift in the Sobolev space L-2 (0, T; H-1 (T-2)). The solution corresponds to a stochastic Lagrangian flow in the sense of DiPerna Lions. By taking into account that the motion of a viscous incompressible fluid on the torus can be described through a suitable stochastic differential equation of the previous type, we study the inviscid limit. By establishing a large deviations principle, we show that, as the viscosity goes to zero, the Lagrangian stochastic Navier-Stokesflow approaches the Euler deterministic Lagrangian flow with an exponential rate function. (c) 2018 Elsevier Inc. All rights reserved.}

{A stochastic variational principle for the (two dimensional) Navier-Stokes equation is established. The velocity field can be considered as a generalized velocity of a diffusion process with values on the volume preserving diffeomorphism group of the underlying manifold. Navier-Stokes equation is reinterpreted as a perturbed equation of geodesics for the L (2) norm. The method described here should hold as well in higher dimensions.}

ABSTRACTIn this article, we study stability properties for two-dimensional non-Newtonian fluids. More precisely, we consider stochastic perturbations of the second grade fluid equations, with Navier slip boundary condition, and analyse the asymptotic behaviour of the solutions as t→+∞. We prove that the strong solutions (in the probability sense) of the stochastic evolutionary equation converge exponentially to the stationary solution in the mean square and almost surely. In addition, we study the stabilization of the deterministic model by introducing a suitable stochastic noise.

This article deals with a feedback optimal control problem for the stochastic second grade fluids. More precisely, we establish the existence of an optimal feedback control for the two-dimensional stochastic second grade fluids, with Navier-slip boundary conditions. In addition, using the Galerkin approximations, we show that the optimal cost can be approximated by a sequence of finite dimensional optimal costs, showing the existence of the so-called ϵ−optimal feedback control.

{This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The control acts through an external stochastic force and we search for a control that minimizes a cost functional. We show that the Gateaux derivative of the control to state map is a stochastic process being the unique solution of the stochastic linearized state equation. The well-posedness of the corresponding stochastic backward adjoint equation is also established, allowing to derive the first order optimality condition. (C) 2017 Elsevier B.V. All rights reserved.}

{We consider a positive distribution Phi such that Phi defines a probability measure mu = mu Phi on the dual of some real nuclear Frechet space. A large deviation principle is proved for the family \{mu(n), n >= 1\} where mu(n) denotes the image measure of the product measure mu(n)(Phi) under the empirical distribution function L(n). Here the rate function I is defined on the space F(theta)'(N')(+) and agrees with the relative entropy function (H) over tilde (Psi/Phi). As an application, we cite the Gibbs conditioning principle which describes the limiting behaviour as n tends to infinity of the law of k tagged particles Y(1),...,Y(k) under the constraint that L(n)(Y) belongs to some subset A(0).}

{We deduce a shallow water model, describing the motion of the fluid in a lake, assuming inflow-outflow effects across the bottom. This model arises from the asymptotic analysis of the 3D dimensional Navier-Stokes equations. We prove the global in time existence result for this model in a bounded domain taking the nonlinear slip/friction boundary conditions to describe the inflows and outflows of the porous coast and the rivers. The solvability is shown in the class of solutions with L(p)-bounded vorticity for any given p is an element of (1, infinity). Copyright (C) 2009 John Wiley & Sons, Ltd.}

{A stochastic representation for the solutions of the Poisson-Vlasov equation is obtained. The representation involves both an exponential and a branching process. The stochastic representation, besides providing an alternative existence proof and an intuitive characterization of the solutions, may also be used to obtain an intrinsic definition of the fluctuations. (c) 2007 Elsevier B.V. All rights reserved.}

Mathematics Subject Classification: 26A33, 76M35, 82B31A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which are spectral integrals of Levy processes.