On the existence and long time behaviour of H^1-weak solutions for 2, 3d-stochastic 3rd-grade fluids equations

PDEs in connection with fluid mechanics (35Q35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Non-Newtonian fluids (76A05) Stochastic analysis applied to problems in fluid mechanics (76M35)

Review text

The authors consider the stochastic third grade fluid system on the \(d\) -dimensional torus \(\mathbb{T}^{d}=\mathbb{R}^{d}/(L\mathbb{Z}^{d})\), \(d=2,3\) , written as: \(d(U-\alpha _{1}\Delta U)=(-\nabla p+\mu \Delta U-(U\cdot \nabla )U+\alpha _{1}\operatorname{div}((U\cdot \nabla )A+(\nabla U)^{T}A+A(\nabla U))+\alpha _{2}\operatorname{div}(A^{2})+\beta \operatorname{div}(\left\vert A\right\vert ^{2}A)+\Phi (\cdot ,U))dt+\sigma (\cdot ,U)d\mathcal{B}(t)\), \(\operatorname{div}U=0\), in \(\mathbb{T} ^{d}\times \Omega \times (0,T)\). Here \(U\) is the velocity vector field such that for any arbitrary \(t\in \lbrack 0,T]\), \(T>0\), the random variable \(U(t)\) is \(\mathcal{F}_{t}\)-measurable, \((\Omega ,\mathcal{F},\{\mathcal{F} _{t}\}_{t\in \lbrack 0,T]},\mathbb{P})\) being a stochastic basis, with \(\{ \mathcal{F}_{t}\}_{t\in \lbrack 0,T]}\) a filtration satisfying the usual conditions, \(A=A(U)=\nabla U+(\nabla U)^{T}\), \(\Phi :[0,T]\times V\rightarrow L^{2}(\mathbb{T}^{d})\) is some force, \(V\) being the closure of \( \mathcal{V}=\{u:u\in C_{\sigma }^{\infty }(\mathbb{T}^{d})\), \(\int_{\mathbb{T }^{d}}u(x)dx=0\}\) in \(H^{1}(\mathbb{T}^{d})\), \(\sigma (\cdot ,U)\) denotes the diffusion coefficient, and \((\mathcal{B}(t))\) is a cylindrical Wiener process with respect to the filtration \(\{\mathcal{F}_{t}\}_{t\in \lbrack 0,T]}\). The initial condition \(U(x,\cdot ,0)=U_{0}(x,\cdot )\) is imposed in \( \mathbb{T}^{d}\times \Omega \), where \(U_{0}\) is the initial data. Periodic boundary conditions are imposed on \(U\) and \(p\) in all spatial directions: \( U(x,\cdot ,\cdot )=U(x+Le_{k},\cdot ,\cdot )\), \(p(x,\cdot ,\cdot )=p(x+Le_{k},\cdot ,\cdot )\), \(\forall x\in \mathbb{R}^{d}\), \(k\in \{1,\ldots ,d\}\), where \((e_{k})_{k=1}^{d}\) is the canonical basis of \( \mathbb{R}^{d}\). The authors define the notion of stochastic weak (or martingale) solution to the above system as a 6-tuple \((\widetilde{\Omega }, \widetilde{\mathcal{F}},\widetilde{\mathbb{P}},\{\widetilde{\mathcal{F}} _{t}\}_{t\in \lbrack 0,T]},\widetilde{\mathcal{B}},\widetilde{U})\) such that: \(\mathcal{L}(\widetilde{U}(0))=\mathcal{L}(U_{0})\), where \(\mathcal{L} (\cdot )\) stands for the law of a random variable; \((\widetilde{\Omega }, \widetilde{\mathcal{F}},\widetilde{\mathbb{P}})\) is a complete probability space; \(\widetilde{\mathcal{B}}\) is a Wiener process defined on the probability space \((\widetilde{\Omega },\widetilde{\mathcal{F}},\widetilde{ \mathbb{P}})\) for the filtration \(\{\widetilde{\mathcal{F}}_{t}\}_{t\in \lbrack 0,T]}\); \(\widetilde{U}\) is \(V\)-predictable and belongs to the space \( L^{p}(\widetilde{\Omega },C([0,T],H))\cap L^{p}(\widetilde{\Omega } ,L_{w}^{\infty }(0,T;V))\cap L^{4}(\widetilde{\Omega },L^{4}(0,T;W^{1,4}( \mathbb{T}^{d})))\); and the equations of the system hold in a weak sense \( \widetilde{\mathbb{P}}\)-a.s. and for all \(t\in \lbrack 0,T]\). The first main result of the paper proves the existence of a martingale solution to the system, under appropriate hypotheses on the data. For the proof, the authors use the Galerkin approximation method and they prove uniform estimates, which leads to some compactness property and they derive a convergence result for these Galerkin approximations. In the last part of their paper, the authors describe the long time behavior of martingale solutions, further assuming exponential decays of the functions \(\Phi \) and \(\sigma \) with respect to time and some lower bound for \(\mu \). They prove that the process \(U(t)\) converges to the stationary trivial solution \(u^{\infty }\equiv 0\) exponentially in the mean square.

Cites work

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