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

DOI10.1007/S00028-006-0254-YMaRDI QIDQ2507514zbMATH OpenOpenAlexFDO

Authors A. Debussche, Cyril Odasso

Publication date 11 October 2006

Published in Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0512361

zbMATH Keywords

a priori estimatesergodicityinvariant measuremartingale solutionsstochastic Navier-Stokes equationstransition semigroup

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) PDEs with randomness, stochastic partial differential equations (35R60) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We construct a Markov family of solutions for the 3D Navier-Stokes equation perturbed by a non degenerate noise. We improve the result of [DPD-NS3D] in two directions. We see that in fact not only a transition semigroup but a Markov family of solutions can be constructed. Moreover, we consider a state dependant noise. Another feature of this work is that we greatly simplify the proofs of [DPD-NS3D].

Review text

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.

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