LOCAL AND GLOBAL EXISTENCE OF SMOOTH SOLUTIONS FOR THE STOCHASTIC EULER EQUATIONS WITH MULTIPLICATIVE NOISE

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a suitable nonlinear multiplicative noise. In the two-dimensional case we obtain the global existence of these solutions with additive or...

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Veröffentlicht in:The Annals of probability 2014-01, Vol.42 (1), p.80-145
Hauptverfasser: Glatt-Holtz, Nathan E., Vicol, Vlad C.
Format: Artikel
Sprache:eng
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Zusammenfassung:We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a suitable nonlinear multiplicative noise. In the two-dimensional case we obtain the global existence of these solutions with additive or linear-multiplicative noise. Finally, we show that, in the three-dimensional case, the addition of linear multiplicative noise provides a regularizing effect; the global existence of solutions occurs with high probability if the initial data is sufficiently small, or if the noise coefficient is sufficiently large.
ISSN:0091-1798
2168-894X
DOI:10.1214/12-AOP773