This book investigates fundamental models in fluid mechanics, including the Navier–Stokes equations and magnetohydrodynamics system, and develops analytical tools drawn from both harmonic analysis and stochastic analysis. It begins with a review of measure theory and functional analysis, followed by key techniques such as Littlewood–Paley theory from harmonic analysis and Itô calculus from stochastic analysis. Building on this foundation, the book presents recent developments on global regularity, non-uniqueness, and singular stochastic partial differential equations. It also highlights a number of challenging open problems in the field.