Uniqueness of the invariant measure and asymptotic stability for the 2D Navier Stokes equations with multiplicative noise
Benedetta Ferrario, Margherita Zanella

TL;DR
This paper proves the uniqueness and stability of invariant measures for 2D Navier-Stokes equations with multiplicative noise, extending coupling techniques to handle different noise growth conditions.
Contribution
It adapts generalized asymptotic coupling methods to establish invariant measure properties under multiplicative noise with various growth behaviors.
Findings
Invariant measure uniqueness and stability established
Methods extend to bounded, sublinear, and linear noise growth
Foias Prodi estimate crucial for decay analysis
Abstract
We establish the uniqueness and the asymptotic stability of the invariant measure for the two dimensional Navier Stokes equations driven by a multiplicative noise which is either bounded or with a sublinear or a linear growth. We work on an effectively elliptic setting, that is we require that the range of the covariance operator contains the unstable directions. We exploit the generalized asymptotic coupling techniques of Glatt Holtz,Mattingly,Richards(2017) and Kulik,Scheutzow(2018), used by these authors for the stochastic Navier Stokes equations with additive noise. Here we show how these methods are flexible enough to deal with multiplicative noise as well. A crucial role in our argument is played by the Foias Prodi estimate in expected valued, which has a different form (exponential or polynomial decay) according to the growth condition of the multiplicative noise.
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Taxonomy
TopicsStochastic processes and financial applications · Navier-Stokes equation solutions · Advanced Mathematical Modeling in Engineering
