On recent progress for the stochastic Navier Stokes equations
Journées équations aux dérivées partielles (2003), article no. 11, 52 p.

We give an overview of the ideas central to some recent developments in the ergodic theory of the stochastically forced Navier Stokes equations and other dissipative stochastic partial differential equations. Since our desire is to make the core ideas clear, we will mostly work with a specific example : the stochastically forced Navier Stokes equations. To further clarify ideas, we will also examine in detail a toy problem. A few general theorems are given. Spatial regularity, ergodicity, exponential mixing, coupling for a SPDE, and hypoellipticity are all discussed.

@incollection{JEDP_2003____A11_0,
     author = {Mattingly, Jonathan},
     title = {On recent progress for the stochastic {Navier} {Stokes} equations},
     booktitle = {},
     series = {Journ\'ees \'equations aux d\'eriv\'ees partielles},
     eid = {11},
     pages = {1--52},
     publisher = {Universit\'e de Nantes},
     year = {2003},
     doi = {10.5802/jedp.625},
     mrnumber = {2050597},
     zbl = {02079446},
     language = {en},
     url = {http://archive.numdam.org/articles/10.5802/jedp.625/}
}
TY  - JOUR
AU  - Mattingly, Jonathan
TI  - On recent progress for the stochastic Navier Stokes equations
JO  - Journées équations aux dérivées partielles
PY  - 2003
SP  - 1
EP  - 52
PB  - Université de Nantes
UR  - http://archive.numdam.org/articles/10.5802/jedp.625/
DO  - 10.5802/jedp.625
LA  - en
ID  - JEDP_2003____A11_0
ER  - 
%0 Journal Article
%A Mattingly, Jonathan
%T On recent progress for the stochastic Navier Stokes equations
%J Journées équations aux dérivées partielles
%D 2003
%P 1-52
%I Université de Nantes
%U http://archive.numdam.org/articles/10.5802/jedp.625/
%R 10.5802/jedp.625
%G en
%F JEDP_2003____A11_0
Mattingly, Jonathan. On recent progress for the stochastic Navier Stokes equations. Journées équations aux dérivées partielles (2003), article  no. 11, 52 p. doi : 10.5802/jedp.625. http://archive.numdam.org/articles/10.5802/jedp.625/

[Arn98] Arnold. Random dynamical systems. Springer-Verlag, Berlin,1998 | MR | Zbl

[AS03] Andrei Acrachev And Andrey Sarychev. Navier-stokes equation controlled by degenerate forcing: Controllabillity in finite-dimentional projections. Preprint, 2003. | MR

[Bak02] Yu. Yu. Bakhtin. Existence and uniqueness of stationary solution of %nonlinear stochastic differential equation with memory. Theory Probab. Appl, 47(4):764-769, 2002. | MR | Zbl

[Bax91] Peter H. Baxendale. Statistical equilibrium and two-point motion for a stochastic flow of diffeomorphisms. In Spatial stochastic processes, volume 19 of Progress in Probability, pages 189-218. Birkhäuser Boston, Boston, MA, 1991. | MR | Zbl

[Bel95] Denis R. Bell. Degenerate stochastic differential equations and hypoellipticity. Longman, Harlow, 1995. | MR | Zbl

[BKL00] J. Bricmont, A. Kupiainen, And R. Lefevere. Probabilistic estimates for the two-dimensional stochastic Navier-Stokes equations.J. Statist. Phys., 100(3-4):743-756, 2000. | MR | Zbl

[BKL01] J. Bricmont, A. Kupiainen, And R. Lefevere. Ergodicity of the 2D Navier-Stokes equations with random forcing. Comm. Math. Phys., 224(1):65-81, 2001. Dedicated to Joel L. Lebowitz. | MR | Zbl

[BKL02] J. Bricmont, A. Kupiainen, And R. Lefevere. Exponential mixing of the 2D stochastic Navier-Stokes dynamics. Comm. Math. Phys., 230(1):87-132, 2002. | MR | Zbl

[BM03] Yuri Bakhtin And Jonathan C. Mattingly. Stationary solutions of stochastic differential equation with memory and stochastic partial differential equations. Preprint, 2003. | Zbl

[CDF97] Hans Crauel, Arnaud Debussche, And Franco Flandoli. Random attractors. J. Dynam. Differential Equations, 9(2):307-341, 1997. | MR | Zbl

[Cer99] Sandra Cerrai. Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients. Stochastics Stochastics Rep., 67(1-2):17-51, 1999. | MR | Zbl

[CF88] Peter Constantin And Ciprian Foiaș. Navier-Stokes Equations. University of Chicago Press, Chicago, 1988. | MR | Zbl

[CFNT89] P. Constantin, C. Foiaș, B. Nicolaenko, And R. Temam. Integral manifolds and inertial manifolds for dissipative partial differential equations, volume 70 of Applied Mathematical Sciences. Springer-Verlag, New York-Berlin, 1989. | MR | Zbl

[CFS82] I. P. Cornfeld, S. V. Fomin, And Ya. G. Sinaĭ. Ergodic theory, volume 245 of Grundlehren der Mathematischen Wissenschaften. Springer-Verlag, New York-Berlins, 1982. | MR | Zbl

[CK97] Pao-Liu Chow And Rafail Z. Khasminskii. Stationary solutions of nonlinear stochastic evolution equations. Stochastic Anal. Appl., 15(5):671-699, 1997. | MR | Zbl

[DG95] Charles R. Doering And J. D. Gibbon. Applied analysis of the Navier-Stokes equations}. Cambridge Texts in Applied Mathematics. Cambridge University Press, Cambridge, 1995. | MR | Zbl

[DLJ88] R. W. R. Darling And Yves Le Jan. The statistical equilibrium of an isotropic stochastic flow with negative Lyapounov exponents is trivial. In Séminaire de Probabilités, XXII, volume 1321 of Lecture Notes in Math., pages 175-185. Springer, Berlins, 1988. | Numdam | MR | Zbl

[DPZ92] Giuseppe Da Prato And Jerzy Zabczyk. Stochastic Equations in Infinite Dimensions. Cambridge, 1992. | MR | Zbl

[DPZ96] Giuseppe Da Prato And Jerzy Zabczyk. Ergodicity for Infinite Dimensional Systems. Cambridge, 1996.

[DPZ02] Giuseppe Da Prato And Jerzy Zabczyk. Second order partial differential equations in Hilbert spaces, volume 293 of London Mathematical Society Lecture Note Series. Cambridge University Press, Cambridge, 2002. | MR | Zbl

[DT95] Charles R. Doering And Edriss S. Titi. Exponential decay rate of the power spectrum for solutions of the Navier-Stokes equations. Phys. Fluids, 7(6):1384-1390, 1995. | MR | Zbl

[Dud76] R. M. Dudley. Probabilities and metrics. Matematisk Institut, Aarhus Universitet, Aarhus, 1976. Convergence of laws on metric spaces, with a view to statistical testing, Lecture Notes Series, No. 45. | MR | Zbl

[EFNT94] A. Eden, C. Foias, B Nicolaenko, And R. Temam. Exponential Attractors for dissipative Evolution equations. Research in Applied Mathematics. John Wiley and Sons and Masson, 1994. | MR | Zbl

[EH01] J.-P. Eckmann And M. Hairer. Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise. Comm. Math. Phys., 219(3):523-565, 2001. | MR | Zbl

[EKMS00] Weinan E, K. Khanin, A. Mazel, And Ya. Sinai. Invariant measures for Burgers equation with stochastic forcing. Ann. of Math. (2), 151(3):877-960, 2000. | MR | Zbl

[EL02] Weinan E And Di Liu. Gibbsian dynamics and invariant measures for stochastic dissipative PDEs. J. Statist. Phys., 108(5/6):1125-1156, 2002. | MR | Zbl

[EM01] Weinan E And Jonathan C. Mattingly. Ergodicity for the Navier-Stokes equation with degenerate random forcing: finite-dimensional approximation. Comm. Pure Appl. Math., 54(11):1386-1402, 2001. | MR | Zbl

[EMS01] Weinan E, J. C. Mattingly, And Ya G. Sinai. Gibbsian dynamics and ergodicity for the stochastic forced navier-stokes equation. Comm. Math. Phys., 224(1), 2001. | MR | Zbl

[EVE00] Weinan E And Eric Vanden Eijnden. Generalized flows, intrinsic stochasticity, and turbulent transport. Proc. Natl. Acad. Sci. USA, 97(15):8200-8205 (electronic), 2000. | MR | Zbl

[Fer97] Benedetta Ferrario. Ergodic results for stochastic Navier-Stokes equation. Stochastics and Stochastics Reports, 60(3-4):271-288, 1997. | MR | Zbl

[FG98] F. Flandoli And F. Gozzi. Kolmogorov equation associated to a stochastic Navier-Stokes equation. J. Funct. Anal., 160(1):312-336, 1998. | MR | Zbl

[Fla94] Franco Flandoli. Dissipativity and invariant measures for stochastic Navier-Stokes equations. NoDEA, 1:403-426, 1994. | MR | Zbl

[FM95] Franco Flandoli And B. Maslowski. Ergodicity of the 2-D Navier-Stokes equation under random perturbations. Comm. in Math. Phys., 171:119-141, 1995. | MR | Zbl

[FP67] C. Foiaș And G. Prodi. Sur le comportement global des solutions non-stationnaires des équations de Navier-Stokes en dimension 2. Rend. Sem. Mat. Univ. Padova, 39:1-34, 1967. | Numdam | MR | Zbl

[FST88] Ciprian Foias, George R. Sell, And Roger Temam. Inertial manifolds for nonlinear evolutionary equations. J. Differential Equations, 73(2):309-353s, 1988. | MR | Zbl

[FT89] C. Foiaș And R. Temam. Gevrey class regularity for the solutions of the Navier-Stokes equations. J. Funct. Anal., 87(2):359-369, 1989. | MR | Zbl

[Hai02] M. Hairer. Exponential mixing properties of stochastic PDEs through asymptotic coupling. Probab. Theory Related Fields, 124(3):345-380, 2002. | MR | Zbl

[Jur97] Velimir Jurdjevic. Geometric control theory, volume 52 of Cambridge Studies in Advanced Mathematics. Cambridge University Press, Cambridge, 1997. | MR | Zbl

[Kif86] Yuri Kifer. Ergodic theory of random transformations. Birkhäuser Boston Inc., Boston, MAs, 1986. | MR | Zbl

[KPS02] Sergei Kuksin, Andrey Piatnitski, And Armen Shirikyan. A coupling approach to randomly forced nonlinear PDEs. II. Comm. Math. Phys., 230(1):81-85, 2002. | MR | Zbl

[KS00] Sergei Kuksin And Armen Shirikyan. Stochastic dissipative PDEs and Gibbs measures. Comm. Math. Phys., 213(2):291-330, 2000. | MR | Zbl

[KS02] Sergei Kuksin And Armen Shirikyan. Coupling approach to white-forced nonlinear PDEs. J. Math. Pures Appl. (9), 81(6):567-602, 2002. | MR | Zbl

[Kuk03] Sergei Kuksin. Eulerian limit for 2d statistical hydrodynamics. Preprint, 2003. | MR

[KS84] Shigeo Kusuoka And Daniel Stroock. Applications of the Malliavin calculus. I. In Stochastic analysis (Katata/Kyoto, 1982), spages 271-306. North-Holland, Amsterdam, 1984. | MR | Zbl

[LJ87] Y. Le Jan. Équilibre statistique pour les produits de difféomorphismes aléatoires indépendants. Ann. Inst. H. Poincaré Probab. Statist., 23(1):111-120, 1987. | Numdam | MR | Zbl

[LO97] C. David Levermore And Marcel Oliver. Analyticity of solutions for a generalized Euler equation. J. Differential Equations, 133(2):321-339, 1997. | MR | Zbl

[Mat98] Jonathan C. Mattingly. The Stochastically forced Navier-Stokes equations: energy estimates and phase space contraction}. PhD thesis, Princeton University, 1998.

[Mat99] Jonathan C. Mattingly. Ergodicity of 2D Navier-Stokes equations with random forcing and large viscosity. Comm. Math. Phys., 206(2):273-288, 1999. | MR | Zbl

[Mat02a] Jonathan C. Mattingly. Contractivity and ergodicity of the random map x|x-θ|. Theory of Probability and its Applications, 47(2):388-397, 2002. | MR | Zbl

[Mat02b] Jonathan C. Mattingly. The dissipative scale of the stochastics Navier-Stokes equation: regularization and analyticity. J. Statist. Phys., 108(5-6):1157-1179, 2002. | MR | Zbl

[Mat02c] Jonathan C. Mattingly. Exponential convergence for the stochastically forced Navier-Stokes equations and other partially dissipative dynamics. Comm. Math. Phys., 230(3):421-462, 2002. | MR | Zbl

[MP03] Jonathan C. Mattingly And Étienne Pardoux. Malliavin calculus and the randomly forced Navier Stokes equation. Preprint, 2003.

[MR] R. Mikulevicius And B. L. Rozovskii. Stochastic navier-stokes equations for turbulent flows. Preprint. | MR

[MS99] J. C. Mattingly And Ya. G. Sinai. An elementary proof of the existence and uniqueness theorem for the Navier-Stokes equations. Commun. Contemp. Math., 1(4):497-516, 1999. | MR | Zbl

[MS03] Jonathan C. Mattingly And Toufic M. Suidan. The small scales of the stochastic navier stokes equations under rough forcing. Preprint, 2003.

[MSH02] J. C. Mattingly, A.M. Stuart, And D. J. Higham. Ergodicity for SDEs and approximations: Locally lipschitz vector fields and degenerate noise. Stochastic Process. Appl. 101, no. 2, 185-232, 2002. | MR | Zbl

[MT93] S. P. Meyn And R. L. Tweedie. Markov Chains and Stochastic Stability. Springer-Verlag, 1993. | MR | Zbl

[MY02] Nader Masmoudi And Lai-Sang Young. Ergodic theory of infinite dimensional systems with applications to dissipative parabolic PDEs. Comm. Math. Phys., 227(3):461-481, 2002. | MR | Zbl

[Nor86] James Norris. Simplified Malliavin calculus. In Séminaire de Probabilités, XX, 1984/85, pages 101-130. Springer, Berlin,s 1986. | Numdam | MR | Zbl

[Oks92] Bernt Oksendal. Stochastic Differential Equations. Springer-Verlag, 3nd edition, 1992. | MR | Zbl

[OT00] Marcel Oliver And Edriss S. Titi. Remark on the rate of decay of higher order derivatives for solutions to the Navier-Stokes equations in 𝐫 n . J. Funct. Anal., 172(1):1-18, 2000. | MR | Zbl

[Rom02] Marco Romito. Ergodicity of the finite dimensional approximation of the 3d navier-stokes equations forced by a degenerate. Peprint, 2002.

[RY94] Daniel Revuz And Marc Yor. Continuous martingales and Brownian motion, volume 293 of Grundlehren der Mathematischen Wissenschaften. Springer-Verlag, Berlin, second edition, 1994. | MR | Zbl

[Sch97] Björn Schmalfuss. Qualitative properties for the stochastic Navier-Stokes equation. Nonlinear Anal., 28(9):1545-1563, 1997. | MR | Zbl

[Shi02] Armin Shirikyan. A version of the law of large number and applications. In Probabilistic Methods in Fluids. World Scientific, 2002. | MR | Zbl

[Sin94] Ya. G. Sinaĭ. Topics in ergodic theory, volume 44 of Princeton Mathematical Series. Princeton University Press, Princeton, NJ, 1994. | MR | Zbl

[Tem95] Roger Temam. Navier-Stokes equations and nonlinear functional analysis, volume 66 of CBMS-NSF Regional Conference Series in Applied Mathematics. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, second edition, 1995. | MR | Zbl

[VF88] M.J. Vishik And A.V. Fursikov. Mathematical Problems of Statistical Hydrodynamics. Kluwer Academic Publishers, 1988. Updated version of Russian original of same name. | Zbl

Cité par Sources :