Nonuniqueness in law of stochastic 3d navierstokes equations with general multiplicative noise
Huaxiang Lv, Yichun Zhu

TL;DR
This paper demonstrates the non-uniqueness in law for stochastic 3D Navier-Stokes equations with general multiplicative noise by constructing infinitely many solutions using stochastic convex integration and Ito calculus.
Contribution
It introduces a stochastic convex integration method to establish non-uniqueness and existence of multiple ergodic stationary solutions for these equations.
Findings
Existence of infinitely many global-in-time solutions
Non-uniqueness in law for the stochastic equations
Presence of infinitely many ergodic stationary solutions
Abstract
We are concerned with the three dimensional navier-stokes equations driven by a general multiplicative noise. For every divergence free and mean free initial condition in L2, we establish existence of infinitely many global-in-time probabilistically strong and analytically weak solutions, which implies non-uniqueness in law. Moreover, we prove the existence of infinitely many ergodic stationary solutions. Our results are based on a stochastic version of the convex integration and the Ito calculus.
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Taxonomy
TopicsStochastic processes and financial applications · Economic theories and models · Stochastic processes and statistical mechanics
