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Global L2-solutions of stochastic Navier-Stokes equations

R. Mikulevicius, B. L. Rozovskii

math.PRarXiv:math/0503597

Abstract

This paper concerns the Cauchy problem in Rd for the stochastic Navier-Stokes equation ∂tu=Δu-(u,∇)u-∇ p+f(u)+ [(σ,∇)u-∇ p+g(u)] W, u(0)=u0, divu=0, driven by white noise W. Under minimal assumptions on regularity of the coefficients and random forces, the existence of a global weak (martingale) solution of the stochastic Navier-Stokes equation is proved. In the two-dimensional case, the existence and pathwise uniqueness of a global strong solution is shown. A Wiener chaos-based criterion for the existence and uniqueness of a strong global solution of the Navier-Stokes equations is established.

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