Local martingale and pathwise solutions for an abstract fluids model (Q2276156)

The authors develop a local existence theory for a class of abstract stochastic evolution systems of the form \(dU+(AU+B(U,U)+F(U))dt=\sigma(U)dW,\;U(0)=U_0\), where \(A:\;D(A)\subset H\to H\) is an unbounded densely-defined bijective operator such that \((AU,U^{\sharp})=((U,U^{\sharp}))\) for all \(U,U^{\sharp}\in D(A)\). Here, \(V\subset H\) is a pair of separable Hilbert spaces such that the embedding is dense and compact; \(B\) is assumed to be a bilinear form mapping \(V\times D(A)\) continuously to \(V'\) and \(D(A)\times D(A)\) continuously to \(H\); \(F:\;[0,\infty)\times V\to H\), \(\sigma:\;[0,\infty)\times H\to L_2({\mathcal U},H)\) -- here, \({\mathcal U}\) is an auxiliary Hilbert space and \(L_2({\mathcal U},H)\) is the collection of Hilbert-Schmidt operators between \({\mathcal U}\) and \(H\); \(W\) is a cylindrical Brownian motion evolving over \({\mathcal U}\). A Galerkin scheme for the considered equation is studied. Using an appropriate cut-off function in the formulation of the equation, uniform a priori estimates for the corresponding sequence of approximate solutions are established. An outline of the compactness arguments that lead to the local existence of martingale solutions is presented. Conditions for pathwise uniqueness are established. Additional criteria for convergence in probability are presented. As application, all details are given for the \(\beta\)-plane approximation of the equations of the ocean.