On the long-time behavior of compressible fluid flows excited by random forcing

Asymptotic behavior of solutions to PDEs (35B40) Navier-Stokes equations (35Q30) PDEs with randomness, stochastic partial differential equations (35R60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis applied to problems in fluid mechanics (76M35) Existence, uniqueness, and regularity theory for compressible fluids and gas dynamics (76N10)

Review text

A compressible and viscous fluid occupies a bounded domain \(Q\subset \mathbb{ R}^{d}\), \(d=2,3\), with Lipschitz continuous boundary \(\partial Q\). The authors consider the compressible Navier-Stokes system driven by a stochastic forcing term: \(d\varrho +\operatorname{div}_{x}(\varrho u)dt=0\), \( d(\varrho u)+\operatorname{div}_{x}(\varrho u\otimes u)dt+\nabla _{x}p(\varrho )dt=\operatorname{div}_{x} \mathbb{S}(\nabla _{x}u)dt+\varrho g(\varrho ,u)dt+\varrho F(\varrho ,u)dW\), \(\mathbb{S}(\nabla _{x}u)=\mu (\nabla _{x}u+\nabla _{x}^{t}u-\frac{2}{d} \operatorname{div}_{x}u\mathbb{I})+\lambda \operatorname{div}_{x}u\mathbb{I}\), where \(\varrho \) denotes the mass density, \(u\) the bulk velocity, \(g\) a deterministic force, and \(W\) a stochastic force driven by a Wiener process. The no-slip boundary condition \(u\mid _{\partial Q}=0\) is imposed. The authors consider the physically relevant hard sphere pressure-density equation of state: there is a limit density \(\overline{\varrho }>0\) such that \(p\in C^{1}[0,\overline{ \varrho })\), \(p(0)=0\), \(p^{\prime }(\varrho )>0\) for any \(0<\varrho < \overline{\varrho }\), \(p^{\prime }(\varrho )\geq a\varrho ^{\gamma -1}\), \(a>0 \), \(\lim_{\varrho \rightarrow \overline{\varrho }-}(\overline{\varrho } -\varrho )^{\beta }p(\varrho )=\overline{p}>0\), for some exponents \(\gamma >1 \), \(\beta >3\). They define the notions of dissipative martingale solution, of entire solution, and of stationary (entire) solution \(((\Omega ,\mathfrak{ F},(\mathfrak{F}_{t})_{t\geq -T},\mathbb{P}),\varrho ,u,W)\) to the above problem on the time interval \([-T,\infty )\). The main result proves that, under appropriate hypotheses on the pressure \(p\), the deterministic driving force \(g\), and the noise diffusion coefficients \(\mathbb{F}\), if \(((\Omega , \mathfrak{F},(\mathfrak{F}_{t})_{t\geq -T},\mathbb{P}),\varrho ,u,W)\) is a dissipative martingale solution to the above problem, such that \(\mathbb{E}[ \mathcal{E}(0)^{4}]<\infty \), \(\mathbb{P}[\overline{\varrho }-\frac{1}{ \left\vert Q\right\vert }\int_{Q}\varrho (0,\cdot )dx>\delta ]=1\), \(\mathbb{P }[\frac{\varrho u(0)}{\varrho (0)}\in W_{0}^{1,2}(Q;\mathbb{R}^{d})]=1\), for some deterministic constant \(\delta >0\), there is a sequence \( T_{n}\rightarrow \infty \) and a stationary solution \(((\widetilde{\Omega }, \widetilde{\mathfrak{F}},(\widetilde{\mathfrak{F}}_{t})_{t\geq -T}, \widetilde{\mathbb{P}}),\widetilde{\varrho },\widetilde{u},\widetilde{W})\) such that \(\frac{1}{T_{n}}\int_{0}^{T_{n}}\mathcal{L}_{\mathcal{T}}[\mathcal{ S}_{t}[\varrho ,u,W]]dt\rightarrow \mathcal{L}_{\mathcal{T}}[\mathcal{S}_{t}[ \widetilde{\varrho },\widetilde{u},\widetilde{W}]\) narrowly as \(n\rightarrow \infty \), where \(\mathcal{L}_{\mathcal{T}}\) is the law of the solution, \( \mathcal{E}\) is càdlàg in \([0,\infty )\), thus progressively measurable, and \(\mathcal{E}(t)=\int_{Q}E(\varrho ,\varrho u)(t,\cdot )dx\), a.a. in \((-T,\infty )\) \(\mathbb{P}\)-a.s, \(E\) being the total energy defined as: \(E(\varrho ,m)=\frac{1}{2}\frac{\left\vert m\right\vert ^{2}}{\varrho } +P(\varrho )\), for \(\varrho >0\), \(E(\varrho ,m)=0\), if \(\varrho =0\), \(m=0\), \( E(\varrho ,m)=\infty \), otherwise, the pressure potential \(P\) being defined through \(P^{\prime }(\varrho )\varrho -P(\varrho )=p(\varrho )\), \(P(0)=0\). For the proof, the authors prove an exponential bound for \(\mathbb{E}[ \mathcal{E}(t)^{m}]\), assuming appropriate hypotheses on the initial data. They also prove an asymptotic compactness result for a sequence of dissipative martingale solutions. The paper ends with a study concerning the ergodic structure of the system under consideration. In an appendix, the authors prove the existence of a dissipative martingale solution to the initial value problem.

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