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arXiv · 2008.09517

Dissipative solutions to the stochastic Euler equations

Dominic Breit·Thamsanqa Castern Moyo
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Abstract

We study the three-dimensional incompressible Euler equations subject to stochastic forcing. We develop a concept of dissipative martingale solutions, where the nonlinear terms are described by generalised Young measures. We construct these solutions as the vanishing viscosity limit of solutions to the corresponding stochastic Navier-Stokes equations. This requires a refined stochastic compactness method incorporating the generalised Young measures. Our solutions satisfy a form of the energy inequality which gives rise to a weak-strong uniqueness result (pathwise and in law). A dissipative martingale solution coincides (pathwise or in law) with the strong solution as soon as the latter exists.

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Dominic Breit, Thamsanqa Castern Moyo. 2020-08-21. Dissipative solutions to the stochastic Euler equations. https://doi.org/10.1007/s00021-021-00606-x

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