Theory of Weak Asymptotic Autonomy of Pullback Stochastic Weak Attractors and Its Applications to 2D Stochastic Euler Equations Driven by Multiplicative Noise

Abstract

SIAM Journal on Mathematical Analysis, Volume 56, Issue 5, Page 6268-6301, October 2024.
Abstract. The two-dimensional stochastic Euler equations (EEs) perturbed by a linear multiplicative noise of Itô type on the bounded domain [math] have been considered in this work. Our first aim is to prove the existence of global weak (analytic) solutions for stochastic EEs when the divergence-free initial data [math], and the external forcing [math]. In order to prove the existence of weak solutions, a vanishing viscosity technique has been adopted. In addition, if [math] and [math], we establish that the global weak (analytic) solution is unique. This work appears to be the first one to discuss the existence and uniqueness of global weak (analytic) solutions for stochastic EEs driven by linear multiplicative noise. Second, we prove the existence of a pullback stochastic weak attractor for stochastic nonautonomous EEs using the abstract theory available in the literature. Finally, we propose an abstract theory for weak asymptotic autonomy of pullback stochastic weak attractors. Then we consider the 2D stochastic EEs perturbed by a linear multiplicative noise as an example to discuss how to prove the weak asymptotic autonomy for concrete stochastic partial differential equations. As EEs do not contain any dissipative term, the results on attractors (deterministic and stochastic) are available in the literature for dissipative (or damped) EEs only. Since we are considering stochastic EEs without dissipation, all the results of this work for 2D stochastic EEs perturbed by a linear multiplicative noise are totally new.