Markov solutions for the 3D stochastic Navier-Stokes equations with state dependent noise (Q2507514)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 5062487
Language Label Description Also known as
default for all languages
No label defined
    English
    Markov solutions for the 3D stochastic Navier-Stokes equations with state dependent noise
    scientific article; zbMATH DE number 5062487

      Statements

      Markov solutions for the 3D stochastic Navier-Stokes equations with state dependent noise (English)
      0 references
      0 references
      0 references
      11 October 2006
      0 references
      The paper deals with the stochastic Navier-Stokes equations on an open bounded 3D domain with smooth boundary. The aim of the article is to improve the result of [J. Math. Pures Appl. (9) 82, No. 8, 877--947 (2003)], by \textit{G. Da Prato} and \textit{A. Debussche}, and extend it to the case of a state dependent noise. The paper starts with some preliminaries and a priori estimates necessary for a suitable approximation of the Kolmogorov equation, after which the main theorems are proven. The main result is that a Markov family of martingale solutions can be constructed for the stochastic Navier-Stokes equations. Furthermore, the transition semigroup is stochastically continuous. Some other ergodic properties are studied here, such as the strongly mixing property of the transition semigroup.
      0 references
      invariant measure
      0 references
      ergodicity
      0 references
      stochastic Navier-Stokes equations
      0 references
      a priori estimates
      0 references
      martingale solutions
      0 references
      transition semigroup
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references