Ergodic and mixing properties of the 2D Navier-Stokes equations with a degenerate multiplicative Gaussian noise
Zhao Dong, Xuhui Peng

TL;DR
This paper proves that the 2D Navier-Stokes equations with highly degenerate multiplicative Gaussian noise exhibit ergodic and mixing behavior, using Malliavin calculus to handle the complex invertibility of the Malliavin matrix.
Contribution
It extends ergodic and mixing results to the case of degenerate multiplicative noise, which was not previously addressed.
Findings
Established ergodicity of 2D Navier-Stokes with degenerate noise
Proved mixing properties under multiplicative noise
Developed new techniques for Malliavin matrix invertibility
Abstract
In this paper, we establish ergodic and mixing properties of stochastic 2D Navier-Stokes equations driven by a highly degenerate multiplicative Gaussian noise. The noise could appear in as few as four directions and the intensity of the noise depends on the solution. The case of additive Gaussian noise was treated in Hairer and Mattingly [\emph{Ann. of Math.}, 164(3):993--1032, 2006]. To obtain ergodic and mixing properties, we use Malliavin calculus to establish the asymptotically strong Feller property. The main difficulty lies in the proof of the "invertibility" of Malliavin matrix which is totally different from the additive case.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStability and Controllability of Differential Equations · Stochastic processes and financial applications · Navier-Stokes equation solutions
