Malliavin calculus and ergodic properties of highly degenerate 2D stochastic Navier--Stokes equation
Martin Hairer, Jonathan C. Mattingly, Etienne Pardoux

TL;DR
This paper investigates the ergodic behavior and smoothness of the law of solutions to a 2D stochastic Navier--Stokes equation driven by finite-dimensional Gaussian noise, establishing conditions for ergodicity and density positivity.
Contribution
It provides new conditions ensuring the solution's law has a smooth density and is ergodic, specifically for certain finite-dimensional noise configurations.
Findings
Law of the solution has a smooth density under specified conditions.
Solutions are ergodic with respect to the invariant measure.
Density is strictly positive under additional assumptions.
Abstract
The objective of this note is to present the results from the two recent papers. We study the Navier--Stokes equation on the two--dimensional torus when forced by a finite dimensional white Gaussian noise. We give conditions under which both the law of the solution at any time t>0, projected on a finite dimensional subspace, has a smooth density with respect to Lebesgue measure and the solution itself is ergodic. In particular, our results hold for specific choices of four dimensional white Gaussian noise. Under additional assumptions, we show that the preceding density is everywhere strictly positive.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Navier-Stokes equation solutions
