Skip to main content
Log in

Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations

  • Published:
Applied Mathematics and Optimization Submit manuscript

Abstract

We deal with a class of abstract nonlinear stochastic models, which covers many 2D hydrodynamical models including 2D Navier-Stokes equations, 2D MHD models and the 2D magnetic Bénard problem and also some shell models of turbulence. We state the existence and uniqueness theorem for the class considered. Our main result is a Wentzell-Freidlin type large deviation principle for small multiplicative noise which we prove by a weak convergence method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Barbato, D., Barsanti, M., Bessaih, H., Flandoli, F.: Some rigorous results on a stochastic Goy model. J. Stat. Phys. 125, 677–716 (2006)

    Article  MathSciNet  Google Scholar 

  2. Barbu, V., Da Prato, G.: Existence and ergodicity for the two-dimensional stochastic magneto-hydrodynamics equations. Appl. Math. Optim. 56(2), 145–168 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  3. Budhiraja, A., Dupuis, P.: A variational representation for positive functionals of infinite dimensional Brownian motion. Probab. Math. Stat. 20, 39–61 (2000)

    MATH  MathSciNet  Google Scholar 

  4. Budhiraja, A., Dupuis, P., Maroulas, V.: Large deviations for infinite dimensional stochastic dynamical systems. Ann. Probab. 36, 1390–1420 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  5. Capinsky, M., Gatarek, D.: Stochastic equations in Hilbert space with application to Navier-Stokes equations in any dimension. J. Funct. Anal. 126, 26–35 (1994)

    Article  MathSciNet  Google Scholar 

  6. Cerrai, S., Röckner, M.: Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction terms. Ann. Probab. 32, 1100–1139 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  7. Chepyzhov, V., Titi, E., Vishik, M.: On the convergence of solutions of the Leray-α model to the trajectory attractor of the 3D Navier-Stokes system. Discrete Contin. Dyn. Syst. 17, 481–500 (2007)

    MATH  MathSciNet  Google Scholar 

  8. Cheskidov, A., Holm, D., Olson, E., Titi, E.: On a Leray-α model of turbulence. Proc. R. Soc. Lond. Ser. A 461, 629–649 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  9. Chueshov, I., Millet, A.: Stochastic 2D hydrodynamical systems: support theorem. arXiv:0907.2100v1

  10. Constantin, P., Foias, C.: Navier-Stokes Equations. University of Chicago Press, Chicago (1988)

    MATH  Google Scholar 

  11. Constantin, P., Levant, B., Titi, E.S.: Analytic study of the shell model of turbulence. Physica D 219, 120–141 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  12. Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions. Cambridge University Press, Cambridge (1992)

    MATH  Google Scholar 

  13. Dembo, A., Zeitouni, O.: Large Deviations Techniques and Applications. Springer, New York (2000)

    Google Scholar 

  14. Duan, J., Millet, A.: Large deviations for the Boussinesq equations under random influences. Stoch. Process. Appl. 119(6), 2052–2081 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  15. Dupuis, P., Ellis, R.S.: A Weak Convergence Approach to the Theory of Large Deviations. Wiley-Interscience, New York (1997)

    MATH  Google Scholar 

  16. Duvaut, G., Lions, J.L.: Inéquations en thermoélasticité et magnéto hydrodynamique. Arch. Ration. Mech. Anal. 46, 241–279 (1972)

    Article  MATH  MathSciNet  Google Scholar 

  17. Ferrario, B.: The Bénard Problem with random perturbations: Dissipativity and invariant measures. Nonlinear Differ. Equ. Appl. 4, 101–121 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  18. Flandoli, F., Gatarek, D.: Martingale and stationary solutions for stochastic Navier-Stokes equations. Probab. Theory Relat. Fields 102, 367–391 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  19. Foias, C., Manley, O., Temam, R.: Attractors for the Bénard problem: existence and physical bounds on their fractal dimension. Nonlinear Anal. 11, 939–967 (1987)

    Article  MATH  MathSciNet  Google Scholar 

  20. Galdi, G.P., Padula, M.: A new approach to energy theory in the stability of fluid motion. Arch. Ration. Mech. Anal. 110, 187–286 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  21. Katz, N.H., Pavlović, N.: Finite time blow-up for a dyadic model of the Euler equations. Trans. Am. Math. Soc. 357, 695–708 (2005)

    Article  MATH  Google Scholar 

  22. Kunita, H.: Stochastic Flows and Stochastic Differential Equations. Cambridge University Press, Cambridge (1990)

    MATH  Google Scholar 

  23. Ladyzhenskaya, O., Solonnikov, V.: Solution of some nonstationary magnetohydrodynamical problems for incompressible fluid. Trudy Steklov Math. Inst. 59, 115–173 (1960) (in Russian)

    Google Scholar 

  24. Leray, J.: Essai sur le mouvement d’un fluide visqueux emplissant l’espace. Acta Math. 63, 193–248 (1934)

    Article  MATH  MathSciNet  Google Scholar 

  25. Liu, W.: Large deviations for stochastic evolution equations with small multiplicative noise. Appl. Math. Optim. (2009). doi:10.1007/s00245-009-9072-2. arXiv:0801.1443v4

  26. Lvov, V.S., Podivilov, E., Pomyalov, A., Procaccia, I., Vandembroucq, D.: Improved shell model of turbulence. Phys. Rev. E 58, 1811–1822 (1998)

    Article  MathSciNet  Google Scholar 

  27. Manna, U., Sritharan, S.S., Sundar, P.: Large deviations for the stochastic shell model of turbulence. arXiv:0802.0585v1

  28. Menaldi, J.L., Sritharan, S.S.: Stochastic 2-D Navier-Stokes equation. Appl. Math. Optim. 46, 31–53 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  29. Moreau, R.: Magnetohydrodynamics. Kluwer, Dordrecht (1990)

    MATH  Google Scholar 

  30. Ohkitani, K., Yamada, M.: Temporal intermittency in the energy cascade process and local Lyapunov analysis in fully developed model of turbulence. Prog. Theor. Phys. 89, 329–341 (1989)

    Article  MathSciNet  Google Scholar 

  31. Ren, J., Zhang, X.: Freidlin-Wentzell large deviations for stochastic evolution equations. J. Funct. Anal. 254, 3148–3172 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  32. Röckner, M., Schmuland, B., Zhang, X.: Yamada-Watanabe theorem for stochastic evolution equations in infinite dimension. Condens. Matter Phys. 11(2), 247–259 (2008)

    Google Scholar 

  33. Sermange, M., Temam, R.: Some mathematical questions related to MHD equations. Commun. Pure Appl. Math. 36, 635–664 (1983)

    Article  MATH  MathSciNet  Google Scholar 

  34. Sritharan, S.S., Sundar, P.: Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Stoch. Process. Appl. 116, 1636–1659 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  35. Temam, R.: Navier-Stokes Equations and Nonlinear Functional Analysis, 2nd edn. SIAM, Philadelphia (1995)

    MATH  Google Scholar 

  36. Vishik, M.I., Komech, A.I., Fursikov, A.V.: Some mathematical problems of statistical hydromechanics. Russ. Math. Surv. 34(5), 149–234 (1979)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Annie Millet.

Additional information

The research of the second named author is partially supported by the research project BMF2003-01345.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chueshov, I., Millet, A. Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations. Appl Math Optim 61, 379–420 (2010). https://doi.org/10.1007/s00245-009-9091-z

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00245-009-9091-z

Navigation