Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations (Q6571445)

The paper deals with the existence and uniqueness of a maximal strong solution for a general class of stochastic partial differential equations, satisfying an abstract framework, built to cope with a general transport type noise. The SDE is of the form \N\[\N\boldsymbol{\Psi}_t = \boldsymbol{\Psi}_0 + \int_0^t {\mathcal A}(s,\boldsymbol{\Psi}_s)ds + \int_0^t {\mathcal G}(s,\boldsymbol{\Psi}_s))d{\mathcal W}_s.\N\]\NHere, \(d{\mathcal W}\) is a Cylindrical Brownian Motion and operators \({\mathcal A}\) and \({\mathcal G}\) are, respectively, a second order and a first order differential operator with specified properties of weak monotonicity and coercivity.\N\NTwo different sets of assumptions are considered here, based on which two criteria for the existence and uniqueness of a maximal strong solution are derived. The solutions are considered to be strong in both the probabilistic and the PDE sense. These criteria can be applied to viscous fluid equations with additive, multiplicative or a general transport type noise.\N\NFirst, by considering a Galerkin approximation, the authors prove the existence, the uniqueness and the maximality of a so called \(H\)-valued local strong solution, where \(H\) is the space in which solutions are continuous in time, and in which the initial condition takes value. These properties are shown for any measurable \(H\)-valued initial condition \(\boldsymbol{\Psi}_0\), either bounded or unbounded. The uniqueness of the \(H\)-valued local strong solution is proved by showing that the expectation of the norm of the difference of two solutions is null. The maximality of the solution relies on Zorn's Lemma.\N\NThis framework is then extended to a new set of assumptions and a new solution to this equation, called the \(U-\)solution, where the approximating solutions correspond to solutions for \(H\)-valued initial conditions convergent to the \(U-\)valued one.\N\NAs applications, the two criteria where used to demonstrate well-posedness results for the 3D SALT ([Stochastic Advectionby Lie Transport) Navier-Stokes equation in velocity and vorticity form, on the torus and, respectively, on the bounded domain.