Global L2-solutions of stochastic Navier-Stokes equations

被引:160
作者
Mikulevicius, R [1 ]
Rozovskii, BL
机构
[1] Univ So Calif, Dept Math, Los Angeles, CA 90089 USA
[2] Univ So Calif, Ctr Appl Math Sci, Los Angeles, CA 90089 USA
关键词
stochastic; Navier-Stokes; Leray solution; Kraichnan's turbulence; Wiener chaos; strong solutions; pathwise uniqueness;
D O I
10.1214/009117904000000630
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper concerns the Cauchy problem in R-d for the stochastic Navier-Stokes equation partial derivativetu = Deltau - (u, del)u - delp + f(u) + [(sigma, del)u - delp + g(u)] o W, u(0) = u(0), div u = 0, driven by white noise W. Under minimal assumptions on regularity of the coefficients and random forces, the existence of a global weak (martingale) solution of the stochastic Navier-Stokes equation is proved. In the two-dimensional case, the existence and pathwise uniqueness of a global strong solution is shown. A Wiener chaos-based criterion for the existence and uniqueness of a strong global solution of the Navier-Stokes equations is established.
引用
收藏
页码:137 / 176
页数:40
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