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High Order Smoothness for Stochastic Navier-Stokes Equations with Transport and Stretching Noise on Bounded Domains

Daniel Goodair111EPFL, daniel.goodair@epfl.ch. Supported by the EPSRC Project 2478902.
Abstract

We obtain energy estimates for a transport and stretching noise under Leray Projection on a 2D bounded convex domain, in Sobolev Spaces of arbitrarily high order. The estimates are taken in equivalent inner products, defined through powers of the Stokes Operator with a specific choice of Navier boundary conditions. We exploit fine properties of the noise in relation to the Stokes Operator to achieve cancellation of derivatives in the presence of the Leray Projector. As a result, we achieve an additional degree of regularity in the corresponding Stochastic Navier-Stokes Equation to attain a true strong solution of the original Stratonovich equation. Furthermore for any order of smoothness, we can construct a strong solution of a hyperdissipative version of the Stochastic Navier-Stokes Equation with the given regularity; hyperdissipation is only required to control the nonlinear term in the presence of a boundary. We supplement the result by obtaining smoothness without hyperdissipation on the torus, in 2D and 3D on the lifetime of solutions.

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Introduction

We are concerned with the high order smoothness of solutions to the 2D incompressible Navier-Stokes equation under Stochastic Advection by Lie Transport (SALT) introduced in [41], given by

utu0+0tusus𝑑sν0tΔus𝑑s+0tB(us)𝑑𝒲s+ρt=0u_{t}-u_{0}+\int_{0}^{t}\mathcal{L}_{u_{s}}u_{s}\,ds-\nu\int_{0}^{t}\Delta u_{s}\,ds+\int_{0}^{t}B(u_{s})\circ d\mathcal{W}_{s}+\nabla\rho_{t}=0 (1)

where uu represents the fluid velocity, ρ\rho the pressure222The pressure term is a semimartingale, and an explicit form for the SALT Euler Equation is given in [61] Subsection 3.3, 𝒲\mathcal{W} is a Cylindrical Brownian Motion, \mathcal{L} represents the nonlinear term and BB is a first order differential operator (the SALT Operator) properly introduced in Subsection 1.3. This injection of noise into the system follows a variational principle as presented in [41], adding uncertainty in the transport of fluid parcels to reflect the unresolved scales. Indeed, the physical significance of such transport and advection noise in modelling, numerical analysis and data assimilation continues to be well documented, see [5, 10, 12, 11, 14, 20, 24, 25, 43, 42, 47, 48, 61] as well as the recent book [23]. Intrinsic to this stochastic methodology is that BB is defined relative to a collection of functions (ξi)(\xi_{i}) which physically represent spatial correlations. These (ξi)(\xi_{i}) can be determined at coarse-grain resolutions from finely resolved numerical simulations, and mathematically are derived as eigenvectors of a velocity-velocity correlation matrix (see [10, 12, 11]).

The existence of strong solutions to (1) on the torus is well understood, see [3, 4, 13, 14, 15, 16, 45, 46, 22, 62] for the stochastic Navier-Stokes equation and related models with transport and advection noise. On a bounded domain, the situation is drastically different. Prior to the author’s work [30, 34], we are only aware of one existence result for analytically strong solutions to a fluid equation perturbed by a transport type noise. This was given in [7] where the authors assume that the gradient dependency is small relative to the viscosity, which is necessary in the Itô case but avoids the technical complications of demanding a cancellation of derivatives in the presence of the boundary. For a Stratonovich transport noise such an assumption may not be necessary, as conversion to Itô form yields a corrector term which may provide this cancellation of the top order derivative arising from the noise in energy estimates. This type of estimate has been well understood since the works [37, 38, 39] and was demonstrated for SALT noise in the presence of a boundary in [34]. The issue on a bounded domain is that such a control does not practically transfer to energy estimates of the stochastic fluid equation. As is classical, we work with a projected form of the equation

ut=u00t𝒫usus𝑑sν0tAus𝑑s0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}Au_{s}\,ds-\int_{0}^{t}\mathcal{P}Bu_{s}\circ d\mathcal{W}_{s} (2)

to relieve ourselves of the pressure, where 𝒫\mathcal{P} is the Leray Projector onto the space of divergence-free functions with zero normal boundary component, and A=𝒫ΔA=-\mathcal{P}\Delta. These operators and their properties are more thoroughly introduced in Subsection 1.2. Therefore one must obtain sufficient estimates on the noise under Leray Projection, inconsequential in L2L^{2} however significant in higher order spaces as the Leray Projector is no longer self-adjoint. This elucidates the difficulty in recovering analytically strong solutions as opposed to weak solutions, as the energy norm of weak solutions arises from L2L^{2} estimates. For existence and uniqueness results of weak solutions in two and three dimensions on a bounded domain, we refer the reader to [30, 35, 54]. Moreover the contrast between torus and bounded domain is indicated, as on the torus the Leray Projector commutes with derivatives so is in fact self-adjoint in high order Sobolev Spaces. Its presence, therefore, does not affect the traditional estimates and cancellation for transport noise in such spaces.

In fact, the problem is deeper for the Navier-Stokes equation and viscous models more generally. Precision is required to extract the gain in regularity from the viscous term, restricting our energy estimates to be taken in inner products of powers of the Stokes Operator arising from its spectral theory. In many cases there is a subtlety to this. The equivalent W1,2W^{1,2} inner product, begetting strong solutions, is simply the homogeneous counterpart both on the torus and for the classical no-slip boundary condition (where u=0u=0 on the boundary 𝒪\partial\mathscr{O}). On the torus, the equivalence is true even for higher order Sobolev Spaces: one can see [59] Section 2.3 for these facts. The equivalence however, and more so our ability to use these inner products at all, is only valid in the right domain. For the torus this is always the divergence-free and zero-mean subspace, which is mapped to in Leray Projection so is automatically valid. On a bounded domain we require the divergence-free subspace with some boundary condition, one that must often be significantly more restrictive than the actual boundary condition required of the solution. For example with the no-slip boundary, the best sufficient condition that we have for the corresponding Wm,2W^{m,2} subspace is for the function to belong to W0m1,2W^{m-1,2}_{0}: far stronger than the W01,2W^{1,2}_{0} requirement of the solution.

Even in the base regularity of strong solutions in W1,2W^{1,2}, this is a significant and presently insurmountable problem for the no-slip boundary condition. Transport noise aside, simply for a general Lipschitz multiplicative noise the existence of analytically strong solutions is unknown. This case is often considered resolved due to the work of Glatt-Holtz and Ziane in [28], where indeed the existence of analytically strong solutions for a Lipschitz multiplicative noise is shown, however this noise is taken as a mapping from Wσ1,2W^{1,2}_{\sigma} (the subspace of divergence-free, zero-trace functions) into itself. If we were to take BB in (1) as mapping W1,2W^{1,2} into even compactly supported functions, we would still not expect 𝒫B\mathcal{P}B to map from Wσ1,2W^{1,2}_{\sigma} into itself: this is due to the fact that the Leray Projector destroys the zero-trace property in general. Thus, this assumption of Glatt-Holtz and Ziane is far more restrictive than a bounded noise at the level of the true equation (1). Moreover we could remove the transport term in our SALT noise, leaving only a bounded stretching term, and this would not satisfy the assumptions in [28]. The issue of noise not retaining the central Wσ1,2W^{1,2}_{\sigma} space has also been recognised in [2] Remark 5.6, preventing strong solutions from being obtained in the variational framework.

Fortunately, a change to Navier boundary conditions facilitated the existence of analytically strong solutions in the author’s paper [30]; these are

u𝐧=0,2(Du)𝐧ι+αuι=0u\cdot\mathbf{n}=0,\qquad 2(Du)\mathbf{n}\cdot\mathbf{\iota}+\alpha u\cdot\mathbf{\iota}=0 (3)

where 𝐧\mathbf{n} is the unit outwards normal vector, ι\mathbf{\iota} the unit tangent vector, DuDu is the rate of strain tensor (Du)k,l:=12(kul+luk)(Du)^{k,l}:=\frac{1}{2}\left(\partial_{k}u^{l}+\partial_{l}u^{k}\right) and αC2(𝒪;)\alpha\in C^{2}(\partial\mathscr{O};\mathbb{R}) represents a friction coefficient which determines the extent to which the fluid slips on the boundary relative to the tangential stress. These conditions were first proposed by Navier in [55, 56], and have been derived in [53] from the kinetic theory of gases and in [52] as a hydrodynamic limit. Furthermore they have proven viable for modelling rough boundaries as seen in [6, 27, 57]. The derivatives appearing in (3) mean that the space of functions satisfying Navier boundary conditions is not closed in W1,2W^{1,2}, such that the W1,2W^{1,2} space induced from the spectral theory of the Stokes Operator does not necessitate the full Navier boundary conditions. This space, which we call W¯σ1,2\bar{W}^{1,2}_{\sigma}, is simply the subspace of divergence-free functions with zero normal boundary component. Furthermore the Leray Projector maps into this space, overcoming the issues imposed by the no-slip condition.

From the described picture, one can see the difficulty of contemplating higher order smoothness. As soon as we pass up to W2,2W^{2,2}, the full condition (3) would be necessary. As described in the no-slip setting, higher regularity enforces even more stringent boundary requirements. To solve this, we take a specific choice of the Navier boundary conditions owing to their relation with vorticity. Indeed if ww is the vorticity of the fluid and κC2(𝒪;)\kappa\in C^{2}(\partial\mathscr{O};\mathbb{R}) denotes the curvature of the boundary then the conditions (3) are equivalent to

u𝐧=0,w=(2κα)uι.u\cdot\mathbf{n}=0,\qquad w=(2\kappa-\alpha)u\cdot\iota. (4)

The choice α=2κ\alpha=2\kappa, known as the ‘free boundary’, is particularly appealing. The condition has been central to inviscid limit theory, stemming from [49] in the deterministic setting and shown by the author in [30] for this stochastic system. In the present work we exploit this characterisation of the boundary condition in terms of the curl, coupled with the property that the curl passes through the Leray Projector to make the boundary value of projected functions truly tractable. In particular, whilst choice of the driving spatial correlation ξi\xi_{i} to approach zero quickly at the boundary does not ensure that the corresponding noise 𝒫Biu\mathcal{P}B_{i}u is zero at the boundary, it does ensure that curl(𝒫Biu)\textnormal{curl}\left(\mathcal{P}B_{i}u\right) is zero at the boundary hence satisfying Navier boundary conditions for α=2κ\alpha=2\kappa. For higher orders it becomes sufficient to prove that curl(Ak𝒫Biu)\textnormal{curl}\left(A^{k}\mathcal{P}B_{i}u\right) is zero on the boundary, which follows similarly.

Of course we have only provided the idea as to why the noise is simply valued in the right space; obtaining the necessary cancellation of derivatives in energy estimates remains an obstacle. In essence we are tasked to control a term of the form

Ak𝒫Bi2u,Aku+Ak𝒫Biu2.\left\langle A^{k}\mathcal{P}B_{i}^{2}u,A^{k}u\right\rangle+\left\|A^{k}\mathcal{P}B_{i}u\right\|^{2}.

These terms arise in energy estimates from the Itô-Stratonovich corrector and quadratic variation of the stochastic integral respectively. Even for the torus, we believe that such an estimate is new. We are only aware of high order estimates for transport type noise in specific cases; firstly for the vorticity form, for example in [45], where the Leray Projector is not present and hence the usual Wk,2W^{k,2} inner product can be used, and secondly where very strong and unexpected conditions for the full commutativity between AA and BiB_{i} are assumed, for example in [16] (3.6). The evident concern is that presence of the Leray Projector blocks our ability to cancel derivatives with the densely defined adjoint BiB_{i}^{*}, containing a negative of the transport term. Our approach relies strongly on the structure of the transport and advection term BiB_{i} as preserving gradients, facilitating the property that 𝒫Bi=𝒫Bi𝒫\mathcal{P}B_{i}=\mathcal{P}B_{i}\mathcal{P}, and iterating commutator estimates of BiB_{i} and Δ\Delta. Use of the commutator estimates does not provide complete cancellation of the derivative, only ‘half’ of it, though the remaining derivative dependency can be isolated to be with an arbitrarily small constant. In particular, one can use the viscous term to control it and close the estimates.

As a result of these estimates we obtain, for the first time with a boundary, the existence of a strong solution to the true Stratonovich equation (2). Despite the profusion of recent works around Stratonovich transport type noise, results have been almost exclusively for a corresponding Itô form of the equation with only a conceptual understanding of their equivalence. Due to the unbounded nature of the noise, making this equivalence rigorous comes at the cost of an additional derivative; therefore to actually obtain a solution of the Stratonovich form, the form which is physically motivated, one must show an extra degree of regularity in the Itô form. The rigorous conversion was demonstrated in [29], see Theorem 6.3 in the appendix. Therefore, pathwise regularity in C([0,T];W2,2)L2([0,T];W3,2)C\left([0,T];W^{2,2}\right)\cap L^{2}\left([0,T];W^{3,2}\right) is required to solve the Stratonovich form in L2L^{2}, which is the content of Theorem 3.5. For this and our other results, the technical restriction that the domain must be convex (that is, the curvature κ\kappa is non-negative at all points of the boundary) is required. This owes to the fact for jj odd, the inner product Aj2,Aj2\left\langle A^{\frac{j}{2}}\cdot,A^{\frac{j}{2}}\cdot\right\rangle is only shown to be equivalent to usual Wj,2W^{j,2} inner product for ακ\alpha\geq\kappa, but as we choose α=2κ\alpha=2\kappa then we need κ0\kappa\geq 0.

Our higher order noise estimates may suggest that we can construct solutions of (2) in any Wk,2W^{k,2} space provided the initial condition is equally regular. We have not quite achieved this, suffering from an insufficient control on the Galerkin Projection of the nonlinear term. Indeed if the Galerkin Projections were uniformly bounded in Wk,2W^{k,2} on the range of the nonlinear term then we would have success, though we draw attention to the fact that these projections are not uniformly bounded in general; this has certainly been missed in some texts. A counterexample is given in the appendix, Lemma 7.1. Furthermore, it seems to the author that the expected high order energy estimates for the deterministic system are actually not known on a bounded domain. We appreciate that interior regularity estimates are classical, see for example [26, 40]. As an application of the high order noise estimates we instead construct regular solutions of a hyperdissipative equation,

utu0+0tusus𝑑s+ν0t(Δ)βus𝑑s+0tB(us)𝑑𝒲s+ρt=0u_{t}-u_{0}+\int_{0}^{t}\mathcal{L}_{u_{s}}u_{s}\,ds+\nu\int_{0}^{t}(-\Delta)^{\beta}u_{s}\,ds+\int_{0}^{t}B(u_{s})\circ d\mathcal{W}_{s}+\nabla\rho_{t}=0 (5)

where β>1\beta>1, β\beta\in\mathbb{N}, or more precisely its projected version

ut=u00t𝒫usus𝑑sν0tAβus𝑑s0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}A^{\beta}u_{s}\,ds-\int_{0}^{t}\mathcal{P}Bu_{s}\circ d\mathcal{W}_{s} (6)

where the property that 𝒫(Δ)β=Aβ\mathcal{P}(-\Delta)^{\beta}=A^{\beta} is discussed in Subsection 1.2. It is stressed once more that hyperdissipation is only required to control the nonlinear term under Galerkin Projection, and not to control the noise. We illustrate this by showing that solutions of (2) on the 2D or 3D torus retain the smoothness of the initial condition, which still appears relevant as the the estimates on the noise are new even on the torus. For the bounded domain the size of β\beta will be dependent on the desired regularity. In summary, our main results are:

  1. 1.

    Let 𝒪\mathscr{O} be a 2D smooth bounded convex domain, with given u0u_{0} in W2,2W^{2,2} satisfying Navier boundary conditions (3) for α=2κ\alpha=2\kappa. Then there exists a process uu which belongs pathwise to C([0,T];W2,2)L2([0,T];W3,2)C\left([0,T];W^{2,2}\right)\cap L^{2}\left([0,T];W^{3,2}\right) and satisfies (2) in L2L^{2}; see Theorem 3.5 for the complete statement.

  2. 2.

    Let 𝒪\mathscr{O} be a 2D smooth bounded convex domain, with given u0u_{0} in Wm,2W^{m,2} for mm\in\mathbb{N}, m2m\geq 2, satisfying Navier boundary conditions (3) for α=2κ\alpha=2\kappa and further belonging to the domain of Am2A^{\frac{m}{2}}. Then there exists a process uu which belongs pathwise to C([0,T];Wm,2)L2([0,T];W2m1,2)C\left([0,T];W^{m,2}\right)\cap L^{2}\left([0,T];W^{2m-1,2}\right) and satisfies (6) for β=m1\beta=m-1 in L2L^{2}; see Theorem 3.4 for the complete statement.

Of course the first result is a special case of the second. We detail the plan of the paper now.

  • Section 1 introduces some elementary notation as well as classical results in the study of Navier-Stokes equations with Navier boundary conditions. The diffusion operator BB is properly introduced with its essential properties presented.

  • Section 2 proves the high order noise estimates in spaces defined through the spectrum of the Stokes Operator. Characteristics of these spaces are thoroughly examined. We then prove the existence of solutions to the ‘fully hyperdissipative’ case of (6), where β=m\beta=m instead of m1m-1 in the previous item 2. Solutions are obtained through a variational framework developed in [32].

  • Section 3 contains the statements and proofs of the main results. The key step is in demonstrating improved estimates to reduce the required hyperdissipation from the existence result of Section 2. The Itô-Stratonovich conversion is efficiently demonstrated due to the abstract result of [29].

  • Several appendices conclude this paper: Section 4 presents the variational framework used to obtain solutions of the fully hyperdissipative equation, Section 5 states a second framework used to deduce higher order smoothness of solutions, Section 6 gives the rigorous Itô-Stratonovich conversion for an unbounded noise in infinite dimensions, and Section 7 contains the short proof that the Galerkin Projections explode unless restricted to a domain satisfying the boundary condition.

1 Preliminaries

1.1 Elementary Notation

In the following 𝒪2\mathscr{O}\subset\mathbb{R}^{2} will be a smooth bounded domain endowed with Euclidean norm and Lebesgue measure λ\lambda. We consider Banach Spaces as measure spaces equipped with their corresponding Borel σ\sigma-algebra. Let (𝒳,μ)(\mathcal{X},\mu) denote a general topological measure space, (𝒴,𝒴)(\mathcal{Y},\left\|\cdot\right\|_{\mathcal{Y}}) and (𝒵,𝒵)(\mathcal{Z},\left\|\cdot\right\|_{\mathcal{Z}}) be separable Banach Spaces, and (𝒰,,𝒰)(\mathcal{U},\left\langle\cdot,\cdot\right\rangle_{\mathcal{U}}), (,,)(\mathcal{H},\left\langle\cdot,\cdot\right\rangle_{\mathcal{H}}) be general separable Hilbert spaces. We introduce the following spaces of functions.

  • Lp(𝒳;𝒴)L^{p}(\mathcal{X};\mathcal{Y}) is the class of measurable pp-integrable functions from 𝒳\mathcal{X} into 𝒴\mathcal{Y}, 1p<1\leq p<\infty, which is a Banach space with norm

    ϕLp(𝒳;𝒴)p:=𝒳ϕ(x)𝒴pμ(dx).\left\|\phi\right\|_{L^{p}(\mathcal{X};\mathcal{Y})}^{p}:=\int_{\mathcal{X}}\left\|\phi(x)\right\|^{p}_{\mathcal{Y}}\mu(dx).

    In particular L2(𝒳;𝒴)L^{2}(\mathcal{X};\mathcal{Y}) is a Hilbert Space when 𝒴\mathcal{Y} itself is Hilbert, with the standard inner product

    ϕ,ψL2(𝒳;𝒴)=𝒳ϕ(x),ψ(x)𝒴μ(dx).\left\langle\phi,\psi\right\rangle_{L^{2}(\mathcal{X};\mathcal{Y})}=\int_{\mathcal{X}}\left\langle\phi(x),\psi(x)\right\rangle_{\mathcal{Y}}\mu(dx).

    In the case 𝒳=𝒪\mathcal{X}=\mathscr{O} and 𝒴=2\mathcal{Y}=\mathbb{R}^{2} note that

    ϕL2(𝒪;2)2=l=12ϕlL2(𝒪;)2,ϕ=(ϕ1,,ϕ2),ϕl:𝒪.\left\|\phi\right\|_{L^{2}(\mathscr{O};\mathbb{R}^{2})}^{2}=\sum_{l=1}^{2}\left\|\phi^{l}\right\|^{2}_{L^{2}(\mathscr{O};\mathbb{R})},\qquad\phi=\left(\phi^{1},\dots,\phi^{2}\right),\quad\phi^{l}:\mathscr{O}\rightarrow\mathbb{R}.

    We denote Lp(𝒪;2)L^{p}(\mathscr{O};\mathbb{R}^{2}) by simply LpL^{p}.

  • L(𝒳;𝒴)L^{\infty}(\mathcal{X};\mathcal{Y}) is the class of measurable functions from 𝒳\mathcal{X} into 𝒴\mathcal{Y} which are essentially bounded. L(𝒳;𝒴)L^{\infty}(\mathcal{X};\mathcal{Y}) is a Banach Space when equipped with the norm

    ϕL(𝒳;𝒴):=inf{C0:ϕ(x)YC for μ-a.e. x𝒳}.\left\|\phi\right\|_{L^{\infty}(\mathcal{X};\mathcal{Y})}:=\inf\{C\geq 0:\left\|\phi(x)\right\|_{Y}\leq C\textnormal{ for $\mu$-$a.e.$ }x\in\mathcal{X}\}.

    We denote L(𝒪;2)L^{\infty}(\mathscr{O};\mathbb{R}^{2}) by simply LL^{\infty}.

  • C(𝒳;𝒴)C(\mathcal{X};\mathcal{Y}) is the space of continuous functions from 𝒳\mathcal{X} into 𝒴\mathcal{Y}.

  • Cm(𝒪;)C^{m}(\mathscr{O};\mathbb{R}) is the space of mm\in\mathbb{N} times continuously differentiable functions from 𝒪\mathscr{O} to \mathbb{R}, that is ϕCm(𝒪;)\phi\in C^{m}(\mathscr{O};\mathbb{R}) if and only if for every 22 dimensional multi index α=α1,α2\alpha=\alpha_{1},\alpha_{2} with |α|m\lvert\alpha\rvert\leq m, DαϕC(𝒪;)D^{\alpha}\phi\in C(\mathscr{O};\mathbb{R}) where DαD^{\alpha} is the corresponding classical derivative operator x1α1x2α2\partial_{x_{1}}^{\alpha_{1}}\partial_{x_{2}}^{\alpha_{2}}.

  • C(𝒪;)C^{\infty}(\mathscr{O};\mathbb{R}) is the intersection over all mm\in\mathbb{N} of the spaces Cm(𝒪;)C^{m}(\mathscr{O};\mathbb{R}).

  • C0m(𝒪;)C^{m}_{0}(\mathscr{O};\mathbb{R}) for mm\in\mathbb{N} or m=m=\infty is the subspace of Cm(𝒪;)C^{m}(\mathscr{O};\mathbb{R}) of functions which have compact support.

  • Cm(𝒪;2),C0m(𝒪;2)C^{m}(\mathscr{O};\mathbb{R}^{2}),C^{m}_{0}(\mathscr{O};\mathbb{R}^{2}) for mm\in\mathbb{N} or m=m=\infty is the space of functions from 𝒪\mathscr{O} to 2\mathbb{R}^{2} whose component mappings each belong to Cm(𝒪;),C0m(𝒪;)C^{m}(\mathscr{O};\mathbb{R}),C^{m}_{0}(\mathscr{O};\mathbb{R}). These spaces are simply denoted by Cm,C0mC^{m},C^{m}_{0} respectively.

  • Wm,p(𝒪;)W^{m,p}(\mathscr{O};\mathbb{R}) for 1p<1\leq p<\infty is the sub-class of Lp(𝒪,)L^{p}(\mathscr{O},\mathbb{R}) which has all weak derivatives up to order mm\in\mathbb{N} also of class Lp(𝒪,)L^{p}(\mathscr{O},\mathbb{R}). This is a Banach space with norm

    ϕWm,p(𝒪,)p:=|α|mDαϕLp(𝒪;)p,\left\|\phi\right\|^{p}_{W^{m,p}(\mathscr{O},\mathbb{R})}:=\sum_{\lvert\alpha\rvert\leq m}\left\|D^{\alpha}\phi\right\|_{L^{p}(\mathscr{O};\mathbb{R})}^{p},

    where DαD^{\alpha} is the corresponding weak derivative operator. In the case p=2p=2 the space Wm,2(𝒪,)W^{m,2}(\mathscr{O},\mathbb{R}) is Hilbert with inner product

    ϕ,ψWm,2(𝒪;):=|α|mDαϕ,DαψL2(𝒪;).\left\langle\phi,\psi\right\rangle_{W^{m,2}(\mathscr{O};\mathbb{R})}:=\sum_{\lvert\alpha\rvert\leq m}\left\langle D^{\alpha}\phi,D^{\alpha}\psi\right\rangle_{L^{2}(\mathscr{O};\mathbb{R})}.
  • Wm,(𝒪;)W^{m,\infty}(\mathscr{O};\mathbb{R}) for mm\in\mathbb{N} is the sub-class of L(𝒪,)L^{\infty}(\mathscr{O},\mathbb{R}) which has all weak derivatives up to order mm\in\mathbb{N} also of class L(𝒪,)L^{\infty}(\mathscr{O},\mathbb{R}). This is a Banach space with norm

    ϕWm,(𝒪,):=sup|α|mDαϕL(𝒪;2).\left\|\phi\right\|_{W^{m,\infty}(\mathscr{O},\mathbb{R})}:=\sup_{\lvert\alpha\rvert\leq m}\left\|D^{\alpha}\phi\right\|_{L^{\infty}(\mathscr{O};\mathbb{R}^{2})}.
  • Ws,p(𝒪;)W^{s,p}(\mathscr{O};\mathbb{R}) for 0<s<10<s<1 and 1p<1\leq p<\infty is the sub-class of functions ϕLp(𝒪,)\phi\in L^{p}(\mathscr{O},\mathbb{R}) such that

    𝒪×𝒪|ϕ(x)ϕ(y)|p|xy|sp+2𝑑λ(x,y)<.\int_{\mathscr{O}\times\mathscr{O}}\frac{\lvert\phi(x)-\phi(y)\rvert^{p}}{\lvert x-y\rvert^{sp+2}}d\lambda(x,y)<\infty.

    This is a Banach space with respect to the norm

    ϕWs,p(𝒪;)p=ϕLp(U;)p+𝒪×𝒪|ϕ(x)ϕ(y)|p|xy|sp+2𝑑λ(x,y).\left\|\phi\right\|_{W^{s,p}(\mathscr{O};\mathbb{R})}^{p}=\left\|\phi\right\|_{L^{p}(U;\mathbb{R})}^{p}+\int_{\mathscr{O}\times\mathscr{O}}\frac{\lvert\phi(x)-\phi(y)\rvert^{p}}{\lvert x-y\rvert^{sp+2}}d\lambda(x,y).

    For p=2p=2 this is a Hilbert space with inner product

    ϕ,ψWs,2(𝒪;)=ϕ,ψL2(𝒪;)+𝒪×𝒪(ϕ(x)ϕ(y))(ψ(x)ψ(y))|xy|2s+2𝑑λ(x,y).\left\langle\phi,\psi\right\rangle_{W^{s,2}(\mathscr{O};\mathbb{R})}=\left\langle\phi,\psi\right\rangle_{L^{2}(\mathscr{O};\mathbb{R})}+\int_{\mathscr{O}\times\mathscr{O}}\frac{\big{(}\phi(x)-\phi(y)\big{)}\big{(}\psi(x)-\psi(y)\big{)}}{\lvert x-y\rvert^{2s+2}}d\lambda(x,y).
  • Ws,p(𝒪;)W^{s,p}(\mathscr{O};\mathbb{R}) for 1s<,1\leq s<\infty, ss\not\in\mathbb{N} and 1p<1\leq p<\infty is, using the notation s\left\lfloor{s}\right\rfloor to mean the integer part of ss, the sub-class of Ws,p(𝒪;)W^{\left\lfloor{s}\right\rfloor,p}(\mathscr{O};\mathbb{R}) such that the distributional derivatives DαϕD^{\alpha}\phi belong to Wss,p(𝒪;)W^{s-\left\lfloor{s}\right\rfloor,p}(\mathscr{O};\mathbb{R}) for every multi-index α\alpha such that |α|=s.\lvert\alpha\rvert=\left\lfloor{s}\right\rfloor. This is a Banach space with norm

    ϕWs,p(𝒪;)p=ϕWs,p(𝒪;)p+|α|=s𝒪×𝒪|Dαϕ(x)Dαϕ(y)|p|xy|(ss)p+2𝑑x𝑑y\left\|\phi\right\|_{W^{s,p}(\mathscr{O};\mathbb{R})}^{p}=\left\|\phi\right\|_{W^{\left\lfloor{s}\right\rfloor,p}(\mathscr{O};\mathbb{R})}^{p}+\sum_{\lvert\alpha\rvert=\left\lfloor{s}\right\rfloor}\int_{\mathscr{O}\times\mathscr{O}}\frac{\lvert D^{\alpha}\phi(x)-D^{\alpha}\phi(y)\rvert^{p}}{\lvert x-y\rvert^{(s-\left\lfloor{s}\right\rfloor)p+2}}dxdy

    and a Hilbert space in the case p=2p=2, with inner product

    ϕ,ψWs,2(𝒪;)=ϕ,ψWs,2(𝒪;)+𝒪×𝒪(Dαϕ(x)Dαϕ(y))(Dαψ(x)Dαψ(y))|xy|2(ss)+2𝑑λ(x,y).\left\langle\phi,\psi\right\rangle_{W^{s,2}(\mathscr{O};\mathbb{R})}=\left\langle\phi,\psi\right\rangle_{W^{\left\lfloor{s}\right\rfloor,2}(\mathscr{O};\mathbb{R})}+\int_{\mathscr{O}\times\mathscr{O}}\frac{\big{(}D^{\alpha}\phi(x)-D^{\alpha}\phi(y)\big{)}\big{(}D^{\alpha}\psi(x)-D^{\alpha}\psi(y)\big{)}}{\lvert x-y\rvert^{2(s-\left\lfloor{s}\right\rfloor)+2}}d\lambda(x,y).
  • Ws,p(𝒪;2)W^{s,p}(\mathscr{O};\mathbb{R}^{2}) for s>0s>0 and 1p<1\leq p<\infty is the Banach space of functions ϕ:𝒪2\phi:\mathscr{O}\rightarrow\mathbb{R}^{2} whose components (ϕl)(\phi^{l}) are each elements of the space Ws,p(𝒪;).W^{s,p}(\mathscr{O};\mathbb{R}). We denote this space by simply Ws,pW^{s,p}. The associated norm is

    ϕWs,pp=l=12ϕlWs,p(𝒪;)p\left\|\phi\right\|_{W^{s,p}}^{p}=\sum_{l=1}^{2}\left\|\phi^{l}\right\|^{p}_{W^{s,p}(\mathscr{O};\mathbb{R})}

    and similarly when p=2p=2 this space is Hilbert with inner product

    ϕ,ψWs,2=l=12ϕl,ψlWs,2(𝒪,).\left\langle\phi,\psi\right\rangle_{W^{s,2}}=\sum_{l=1}^{2}\left\langle\phi^{l},\psi^{l}\right\rangle_{W^{s,2}(\mathscr{O},\mathbb{R})}.
  • Wm,(𝒪;2)W^{m,\infty}(\mathscr{O};\mathbb{R}^{2}) is the sub-class of L(𝒪,2)L^{\infty}(\mathscr{O},\mathbb{R}^{2}) which has all weak derivatives up to order mm\in\mathbb{N} also of class L(𝒪,2)L^{\infty}(\mathscr{O},\mathbb{R}^{2}). This is a Banach space with norm

    ϕWm,:=suplNϕlWm,(𝒪;).\left\|\phi\right\|_{W^{m,\infty}}:=\sup_{l\leq N}\left\|\phi^{l}\right\|_{W^{m,\infty}(\mathscr{O};\mathbb{R})}.
  • W0m,p(𝒪;),W0m,p(𝒪;2)W^{m,p}_{0}(\mathscr{O};\mathbb{R}),W^{m,p}_{0}(\mathscr{O};\mathbb{R}^{2}) for mm\in\mathbb{N} and 1p1\leq p\leq\infty is the closure of C0(𝒪;),C0(𝒪;2)C^{\infty}_{0}(\mathscr{O};\mathbb{R}),C^{\infty}_{0}(\mathscr{O};\mathbb{R}^{2}) in Wm,p(𝒪;),Wm,p(𝒪;2)W^{m,p}(\mathscr{O};\mathbb{R}),W^{m,p}(\mathscr{O};\mathbb{R}^{2}).

  • (𝒴;𝒵)\mathscr{L}(\mathcal{Y};\mathcal{Z}) is the space of bounded linear operators from 𝒴\mathcal{Y} to 𝒵\mathcal{Z}. This is a Banach Space when equipped with the norm

    F(𝒴;𝒵)=supy𝒴=1Fy𝒵\left\|F\right\|_{\mathscr{L}(\mathcal{Y};\mathcal{Z})}=\sup_{\left\|y\right\|_{\mathcal{Y}}=1}\left\|Fy\right\|_{\mathcal{Z}}

    and is simply the dual space 𝒴\mathcal{Y}^{*} when 𝒵=\mathcal{Z}=\mathbb{R}, with operator norm 𝒴.\left\|\cdot\right\|_{\mathcal{Y}^{*}}.

  • 2(𝒰;)\mathscr{L}^{2}(\mathcal{U};\mathcal{H}) is the space of Hilbert-Schmidt operators from 𝒰\mathcal{U} to \mathcal{H}, defined as the elements F(𝒰;)F\in\mathscr{L}(\mathcal{U};\mathcal{H}) such that for some basis (ei)(e_{i}) of 𝒰\mathcal{U},

    i=1Fei2<.\sum_{i=1}^{\infty}\left\|Fe_{i}\right\|_{\mathcal{H}}^{2}<\infty.

    This is a Hilbert space with inner product

    F,G2(𝒰;)=i=1Fei,Gei\left\langle F,G\right\rangle_{\mathscr{L}^{2}(\mathcal{U};\mathcal{H})}=\sum_{i=1}^{\infty}\left\langle Fe_{i},Ge_{i}\right\rangle_{\mathcal{H}}

    which is independent of the choice of basis.

We next give the probabilistic set up. Let (Ω,,(t),)(\Omega,\mathcal{F},(\mathcal{F}_{t}),\mathbbm{P}) be a fixed filtered probability space satisfying the usual conditions of completeness and right continuity. We take 𝒲\mathcal{W} to be a cylindrical Brownian motion over some Hilbert Space 𝔘\mathfrak{U} with orthonormal basis (ei)(e_{i}). Recall (e.g. [51], Definition 3.2.36) that 𝒲\mathcal{W} admits the representation 𝒲t=i=1eiWti\mathcal{W}_{t}=\sum_{i=1}^{\infty}e_{i}W^{i}_{t} as a limit in L2(Ω;𝔘)L^{2}(\Omega;\mathfrak{U}^{\prime}) whereby the (Wi)(W^{i}) are a collection of i.i.d. standard real valued Brownian Motions and 𝔘\mathfrak{U}^{\prime} is an enlargement of the Hilbert Space 𝔘\mathfrak{U} such that the embedding J:𝔘𝔘J:\mathfrak{U}\rightarrow\mathfrak{U}^{\prime} is Hilbert-Schmidt and 𝒲\mathcal{W} is a JJJJ^{*}-cylindrical Brownian Motion over 𝔘\mathfrak{U}^{\prime}. Given a process F:[0,T]×Ω2(𝔘;)F:[0,T]\times\Omega\rightarrow\mathscr{L}^{2}(\mathfrak{U};\mathscr{H}) progressively measurable and such that FL2(Ω×[0,T];2(𝔘;))F\in L^{2}\left(\Omega\times[0,T];\mathscr{L}^{2}(\mathfrak{U};\mathscr{H})\right), for any 0tT0\leq t\leq T we define the stochastic integral

0tFs𝑑𝒲s:=i=10tFs(ei)𝑑Wsi,\int_{0}^{t}F_{s}d\mathcal{W}_{s}:=\sum_{i=1}^{\infty}\int_{0}^{t}F_{s}(e_{i})dW^{i}_{s},

where the infinite sum is taken in L2(Ω;)L^{2}(\Omega;\mathscr{H}). We can extend this notion to processes FF which are such that F(ω)L2([0,T];2(𝔘;))F(\omega)\in L^{2}\left([0,T];\mathscr{L}^{2}(\mathfrak{U};\mathscr{H})\right) for a.e.\mathbbm{P}-a.e. ω\omega via the traditional localisation procedure. In this case the stochastic integral is a local martingale in \mathscr{H}. 333A complete, direct construction of this integral, a treatment of its properties and the fundamentals of stochastic calculus in infinite dimensions can be found in [58] Section 2.

1.2 Functional Framework

We now recap the classical functional framework for the study of the deterministic Navier-Stokes Equation. We formally define the operator \mathcal{L} as well as the divergence-free and Navier boundary conditions. The nonlinear operator \mathcal{L} is defined for sufficiently regular functions f,g:𝒪2f,g:\mathscr{O}\rightarrow\mathbb{R}^{2} by fg:=j=12fjjg.\mathcal{L}_{f}g:=\sum_{j=1}^{2}f^{j}\partial_{j}g. Here and throughout the text we make no notational distinction between differential operators acting on a vector valued function or a scalar valued one; that is, we understand jg\partial_{j}g by its component mappings (lg)l:=jgl(\partial_{l}g)^{l}:=\partial_{j}g^{l}. For any m1m\geq 1, the mapping :Wm+1,2Wm,2\mathcal{L}:W^{m+1,2}\rightarrow W^{m,2} defined by ffff\mapsto\mathcal{L}_{f}f is continuous (see [33] Lemma 1.2). Some more technical properties of the operator are given at the end of this subsection. For the divergence-free condition we mean a function ff such that the property

divf:=j=12jfj=0\textnormal{div}f:=\sum_{j=1}^{2}\partial_{j}f^{j}=0

holds. We require this property and the boundary condition to hold for our solution uu at all times, understood in their traditional weak senses: that is for weak derivatives j\partial_{j} so j=12jfj=0\sum_{j=1}^{2}\partial_{j}f^{j}=0 holds as an identity in L2(𝒪;)L^{2}(\mathscr{O};\mathbb{R}) whilst the boundary condition is understood in terms of trace. To be precise we first define the restriction mapping on functions fW1,2(𝒪;)C(𝒪¯;)f\in W^{1,2}(\mathscr{O};\mathbb{R})\cap C(\bar{\mathscr{O}};\mathbb{R}) by the restriction of ff to the boundary 𝒪\partial\mathscr{O}, which is then shown to be a bounded operator into W12,2(𝒪;)W^{\frac{1}{2},2}(\partial\mathscr{O};\mathbb{R}) (see Lemma 1.6 and more classical sources of e.g. [21]). By the density of C(𝒪¯;)C(\bar{\mathscr{O}};\mathbb{R}) then the trace operator is well defined on the whole of W1,2(𝒪;)W^{1,2}(\mathscr{O};\mathbb{R}) as a continuous linear extension of the restriction mapping, and furthermore on W1,2(𝒪;2)W^{1,2}(\mathscr{O};\mathbb{R}^{2}) by the trace of the components. The rate of strain tensor DD appearing in (3) is a mapping D:W1,2L2(𝒪;2×2)D:W^{1,2}\rightarrow L^{2}(\mathscr{O};\mathbb{R}^{2\times 2}) defined by

f[1f112(1f2+2f1)12(2f1+1f2)2f2]f\mapsto\begin{bmatrix}\partial_{1}f^{1}&\frac{1}{2}\left(\partial_{1}f^{2}+\partial_{2}f^{1}\right)\\ \frac{1}{2}\left(\partial_{2}f^{1}+\partial_{1}f^{2}\right)&\partial_{2}f^{2}\end{bmatrix}

or in component form, (Df)k,l:=12(kfl+lfk)(Df)^{k,l}:=\frac{1}{2}\left(\partial_{k}f^{l}+\partial_{l}f^{k}\right). Note that if fW2,2f\in W^{2,2} then DfW1,2(𝒪;2×2)Df\in W^{1,2}(\mathscr{O};\mathbb{R}^{2\times 2}) so the trace of its components is well defined and henceforth we understand the boundary condition

2(Df)𝐧ι+αfι=02(Df)\mathbf{n}\cdot\iota+\alpha f\cdot\iota=0

on 𝒪\partial\mathscr{O} to be in this trace sense. The same is true for f𝐧=0f\cdot\mathbf{n}=0. We look to impose these conditions by incorporating them into the function spaces where our solution takes value, and will always assume that αC2(𝒪;)\alpha\in C^{2}(\partial\mathscr{O};\mathbb{R}) so as to match the regularity required in [8].

Definition 1.1.

We define C0,σC^{\infty}_{0,\sigma} as the subset of C0C^{\infty}_{0} of functions which are divergence-free. Lσ2L^{2}_{\sigma} is defined as the completion of C0,σC^{\infty}_{0,\sigma} in L2L^{2}, whilst we introduce W¯σ1,2\bar{W}^{1,2}_{\sigma} as the intersection of W1,2W^{1,2} with Lσ2L^{2}_{\sigma} and W¯α2,2\bar{W}^{2,2}_{\alpha} by

W¯α2,2:={fW2,2W¯σ1,2:2(Df)𝐧ι+αfι=0 on 𝒪}.\bar{W}^{2,2}_{\alpha}:=\left\{f\in W^{2,2}\cap\bar{W}^{1,2}_{\sigma}:2(Df)\mathbf{n}\cdot\iota+\alpha f\cdot\iota=0\textnormal{ on }\partial\mathscr{O}\right\}.
Remark 1.2.

Lσ2L^{2}_{\sigma} can be characterised as the subspace of L2L^{2} of weakly divergence-free functions with normal component weakly zero at the boundary (see [59] Lemma 2.14). Moreover the complement space of Lσ2L^{2}_{\sigma} in L2L^{2} is characterised as the subspace of L2L^{2} of functions ff such that there exists a gW1,2(𝒪;)g\in W^{1,2}(\mathscr{O};\mathbb{R}) with the property that f=gf=\nabla g (see [59] Theorem 2.16).

Remark 1.3.

W¯σ1,2\bar{W}^{1,2}_{\sigma} is precisely the subspace of W1,2W^{1,2} consisting of divergence-free functions ff such that f𝐧=0f\cdot\mathbf{n}=0 on 𝒪\partial\mathscr{O}. Moreover as both D:W2,2W1,2(𝒪;2×2)D:W^{2,2}\rightarrow W^{1,2}(\mathscr{O};\mathbb{R}^{2\times 2}) and the trace mapping W1,2(𝒪;)L2(𝒪;)W^{1,2}(\mathscr{O};\mathbb{R})\rightarrow L^{2}(\partial\mathscr{O};\mathbb{R}) are continuous, then W¯σ1,2\bar{W}^{1,2}_{\sigma}, W¯α2,2\bar{W}^{2,2}_{\alpha} are closed in the W1,2W^{1,2}, W2,2W^{2,2} norms respectively.

We note that the Poincaré Inequality holds for the component mappings of functions in W¯σ1,2\bar{W}^{1,2}_{\sigma}. The inequality (see e.g. [59] Theorem 1.9) holds for the component mapping fjf^{j} of fW¯σ1,2f\in\bar{W}^{1,2}_{\sigma} if

𝒪fj𝑑λ=0,\int_{\mathscr{O}}f^{j}d\lambda=0,

and observe that via an approximation with the set C0,σC^{\infty}_{0,\sigma} which is dense in Lσ2L^{2}_{\sigma}, one can conclude that for all gLσ2g\in L^{2}_{\sigma} and ψW1,2(𝒪;)\psi\in W^{1,2}(\mathscr{O};\mathbb{R}),

g,ψ=0\left\langle g,\nabla\psi\right\rangle=0

(this is the statement of [59] Lemma 2.11). Moreover by choosing ϕ\phi as the function ϕ(x1,x2):=xj\phi(x^{1},x^{2}):=x^{j}, then

𝒪fj𝑑λ=f,ϕ=0\int_{\mathscr{O}}f^{j}d\lambda=\left\langle f,\nabla\phi\right\rangle=0

so the Poincaré Inequality holds, and as such we equip W¯σ1,2\bar{W}^{1,2}_{\sigma} with the inner product

f,g1:=j=12jf,jg\left\langle f,g\right\rangle_{1}:=\sum_{j=1}^{2}\left\langle\partial_{j}f,\partial_{j}g\right\rangle

which is equivalent to the full W1,2W^{1,2} one. We introduce the Leray Projector 𝒫\mathcal{P} as the orthogonal projection in L2L^{2} onto Lσ2L^{2}_{\sigma}. It is well known (see e.g. [65] Remark 1.6.) that for any mm\in\mathbb{N}, 𝒫\mathcal{P} is continuous as a mapping 𝒫:Wm,2Wm,2\mathcal{P}:W^{m,2}\rightarrow W^{m,2}. Through 𝒫\mathcal{P} we define the Stokes Operator A:W2,2Lσ2A:W^{2,2}\rightarrow L^{2}_{\sigma} by A:=𝒫ΔA:=-\mathcal{P}\Delta. We understand the Laplacian as an operator on vector valued functions through the component mappings, (Δf)l:=Δfl(\Delta f)^{l}:=\Delta f^{l}. From the continuity of 𝒫\mathcal{P} we have immediately that for m{0}m\in\{0\}\cup\mathbb{N}, A:Wm+2,2Wm,2A:W^{m+2,2}\rightarrow W^{m,2} is continuous. We also note that A=A𝒫A=A\mathcal{P} as the Laplacian leaves the complement space of Lσ2L^{2}_{\sigma} invariant, see e.g. [34] Subsection 2.2 and Lemma 2.7, and by iterating this property then for β\beta\in\mathbb{N} we have that 𝒫(Δ)β=Aβ\mathcal{P}(-\Delta)^{\beta}=A^{\beta}.

Lemma 1.4.

There exists a collection of functions (a¯k)(\bar{a}_{k}), a¯kC(𝒪¯;2)W¯α2,2\bar{a}_{k}\in C^{\infty}(\bar{\mathscr{O}};\mathbb{R}^{2})\cap\bar{W}^{2,2}_{\alpha}, such that the (a¯k)(\bar{a}_{k}) are eigenfunctions of AA, are an orthonormal basis in Lσ2L^{2}_{\sigma} and a basis in W¯σ1,2\bar{W}^{1,2}_{\sigma}. Moreover the eigenvalues (λ¯k)(\bar{\lambda}_{k}) are strictly positive and approach infinity as kk\rightarrow\infty.

Proof.

This is the content of [8] Lemma 2.2, where (a¯k)(\bar{a}_{k}) is (vk)(v_{k}) in their notation. The fact that this system consists of eigenfunctions of AA follows from (2.10) by taking 𝒫\mathcal{P} of the top line: that is,

λ¯ka¯k=𝒫(λ¯ka¯k)=𝒫(Δa¯k+πk)=Aa¯k\bar{\lambda}_{k}\bar{a}_{k}=\mathcal{P}\left(\bar{\lambda}_{k}\bar{a}_{k}\right)=\mathcal{P}\left(-\Delta\bar{a}_{k}+\nabla\pi_{k}\right)=A\bar{a}_{k}

using that 𝒫πk=0\mathcal{P}\nabla\pi_{k}=0 from Remark 1.2. Note that their result is stated for only W3,2W^{3,2} regularity due to just a C2C^{2} boundary, which is lifted to smooth eigenfunctions when the boundary is smooth (see for example, [65] Chapter 1 Section 2.6). ∎

One can see that we are building a framework to parallel that of the classic no-slip case, though a significant difference comes in the presence of a boundary integral for Green’s type identities. What we achieve now is the following, recalling κC2(𝒪;)\kappa\in C^{2}(\partial\mathscr{O};\mathbb{R}) to be the curvature of 𝒪\partial\mathscr{O}.

Lemma 1.5.

For fW¯α2,2f\in\bar{W}^{2,2}_{\alpha}, ϕW¯σ1,2\phi\in\bar{W}^{1,2}_{\sigma}, we have that

Δf,ϕ=f,ϕ1+(κα)f,ϕL2(𝒪;2).\left\langle\Delta f,\phi\right\rangle=-\left\langle f,\phi\right\rangle_{1}+\left\langle(\kappa-\alpha)f,\phi\right\rangle_{L^{2}(\partial\mathscr{O};\mathbb{R}^{2})}.
Proof.

This is demonstrated in [44] equation (5.1). ∎

Due to this boundary integral we will make great use of Lebesgue spaces and fractional Sobolev spaces defined on the boundary 𝒪\partial\mathscr{O}. The spaces Lp(𝒪;2)L^{p}(\partial\mathscr{O};\mathbb{R}^{2}) can be defined precisely as in Subsection 1.1 for 𝒪\partial\mathscr{O} equipped with its surface measure, and in fact the same is true for Ws,2(𝒪;)W^{s,2}(\partial\mathscr{O};\mathbb{R}) with 0<s<10<s<1 and hence Ws,2(𝒪;2)W^{s,2}(\partial\mathscr{O};\mathbb{R}^{2}) in the same manner. Indeed this definition is given in [36] pp.20, where it is shown to be equivalent to the often used definition locally as the space Ws,2(;)W^{s,2}(\mathbb{R};\mathbb{R}) via a coordinate transformation and partition of unity. The stability under a change of variables ensures results of Hölder’s Inequality and (one dimensional) Sobolev Embeddings hold on the boundary for these spaces. The relation to the trace of functions in 𝒪\mathscr{O} is stated now.

Lemma 1.6.

For 12<s<32\frac{1}{2}<s<\frac{3}{2} the trace operator is bounded and linear from Ws,2(𝒪;)W^{s,2}(\mathscr{O};\mathbb{R}) into Ws12,2(𝒪;)W^{s-\frac{1}{2},2}(\partial\mathscr{O};\mathbb{R}).

Proof.

See [19] Theorem 1. ∎

We shall make use of this result for the characterisation of the fractional Sobolev spaces as interpolation spaces. In fact the renowned book of Adams [1] defines these spaces in this way (7.57, pp.250), and their equivalence is well understood (see for example [64] pp.83). A proof of this equivalence relies on a norm preserving extension operator for the space as defined by interpolation (which follows from the classical integer valued case, see [1] Theorem 5.24 and [60] chapter 6), the equivalence of the interpolation space on 2\mathbb{R}^{2} with that defined by Fourier transformations (see [1] 7.63 pp.252), the further equivalence of this space with our definition on 2\mathbb{R}^{2} ([17] Proposition 4.17), and finally a norm preserving extension for this fractional Sobolev space ([18] Theorem 5.4). Therefore there exists a constant cc such that for fW1,2f\in W^{1,2} and 0<s<10<s<1, we have that

fWs,2cf1sfW1,2s.\left\|f\right\|_{W^{s,2}}\leq c\left\|f\right\|^{1-s}\left\|f\right\|_{W^{1,2}}^{s}. (7)

In particular for s=12s=\frac{1}{2}, if the result of Lemma 1.6 were true in this limiting case (that is, an embedding of W12,2(𝒪;2)W^{\frac{1}{2},2}(\mathscr{O};\mathbb{R}^{2}) into L2(𝒪;2)L^{2}(\partial\mathscr{O};\mathbb{R}^{2})) then combined with (7) we would obtain

fL2(𝒪;2)2cffW1,2.\left\|f\right\|_{L^{2}(\partial\mathscr{O};\mathbb{R}^{2})}^{2}\leq c\left\|f\right\|\left\|f\right\|_{W^{1,2}}. (8)

This inequality is in fact true and is classical in the study of our problem (see for example [50] pp.130, [44] equation (2.5)) though some additional machinery is required to prove it. In short the result can be achieved by showing that the trace operator is a continuous linear operator from an appropriate Besov space which similarly interpolates between L2L^{2} and W1,2W^{1,2} (see [1] Theorem 7.43 and Remark 7.45 for the trace embedding, and the Besov Spaces subchapter for the interpolation). Moving on we introduce the finite dimensional projections (𝒫¯n)(\bar{\mathcal{P}}_{n}), where 𝒫¯n\bar{\mathcal{P}}_{n} is the orthogonal projection onto V¯n:=span{a¯1,,a¯n}\bar{V}_{n}:=\textnormal{span}\{\bar{a}_{1},\dots,\bar{a}_{n}\} in L2L^{2} (note that V¯n\bar{V}_{n} is a Hilbert Space equipped with any Wk,2W^{k,2}). That is, 𝒫¯n\bar{\mathcal{P}}_{n} is given by

𝒫¯n:fk=1nf,a¯ka¯k.\bar{\mathcal{P}}_{n}:f\mapsto\sum_{k=1}^{n}\left\langle f,\bar{a}_{k}\right\rangle\bar{a}_{k}.

It will also be of use to us to consider the vorticity in this context, which we do by introducing the operator curl:W1,2L2(𝒪;)\textnormal{curl}:W^{1,2}\rightarrow L^{2}(\mathscr{O};\mathbb{R}) by

curl:f1f22f1.\textnormal{curl}:f\rightarrow\partial_{1}f^{2}-\partial_{2}f^{1}.

A significant property in the study of vorticity is the following.

Lemma 1.7.

For all fW1,2f\in W^{1,2}, curl(𝒫f)=curlf\textnormal{curl}(\mathcal{P}f)=\textnormal{curl}f.

Proof.

If ϕ=gW1,2\phi=\nabla g\in W^{1,2} then curlϕ=12g21g=0\textnormal{curl}\phi=\partial_{1}\partial_{2}g-\partial_{2}\partial_{1}g=0, which from Remark 1.2 establishes that curl(𝒫f)=curl([𝒫+𝒫]f)=curlf\textnormal{curl}\left(\mathcal{P}f\right)=\textnormal{curl}\left([\mathcal{P}+\mathcal{P}^{\perp}]f\right)=\textnormal{curl}f where 𝒫\mathcal{P}^{\perp} is the complement projection I𝒫I-\mathcal{P} on L2L^{2}. ∎

The curl is intrinsically related to the Navier boundary conditions through κ\kappa, by the relation proven as Lemma 2.1 in [8] which we state here.

Lemma 1.8.

For all fW2,2f\in W^{2,2} with f𝐧=0f\cdot\mathbf{n}=0 on 𝒪\partial\mathscr{O}, we have that

2(Df)𝐧ι+2κfιcurlf=02(Df)\mathbf{n}\cdot\iota+2\kappa f\cdot\iota-\textnormal{curl}f=0

on 𝒪\partial\mathscr{O}.

Moreover we can make the condition (4) discussed in the introduction precise.

Corollary 1.8.1.

Suppose that fW2,2f\in W^{2,2} with f𝐧=0f\cdot\mathbf{n}=0 on 𝒪\partial\mathscr{O}. Then ff satisfies

2(Df)𝐧ι+αfι=02(Df)\mathbf{n}\cdot\mathbf{\iota}+\alpha f\cdot\mathbf{\iota}=0

on 𝒪\partial\mathscr{O} if and only if it satisfies

curlf=(2κα)fι\textnormal{curl}f=(2\kappa-\alpha)f\cdot\iota

on 𝒪\partial\mathscr{O}.

Returning to the nonlinear term, we shall frequently understand the L2L^{2} inner product as a duality pairing between L43L^{\frac{4}{3}} and L4L^{4} as justified in the following.

Lemma 1.9.

There exists a constant CC such that for every ϕ,f,gW1,2\phi,f,g\in W^{1,2}, we have that

|ϕf,g|Cϕ12ϕ112f1g12g112.\left|\left\langle\mathcal{L}_{\phi}f,g\right\rangle\right|\leq C\left\|\phi\right\|^{\frac{1}{2}}\left\|\phi\right\|_{1}^{\frac{1}{2}}\left\|f\right\|_{1}\left\|g\right\|^{\frac{1}{2}}\left\|g\right\|_{1}^{\frac{1}{2}}.
Proof.

From two instances of Hölder’s Inequality as well as the Gagliardo-Nirenberg Inequality with p=4,q=2,α=1/2p=4,q=2,\alpha=1/2 and m=1m=1,

|ϕf,g|ϕfL4/3gL4\displaystyle\left|\left\langle\mathcal{L}_{\phi}f,g\right\rangle\right|\leq\left\|\mathcal{L}_{\phi}f\right\|_{L^{4/3}}\left\|g\right\|_{L^{4}} ck=12ϕL4kfgL4cϕ12ϕ112f1g12g112\displaystyle\leq c\sum_{k=1}^{2}\left\|\phi\right\|_{L^{4}}\left\|\partial_{k}f\right\|\left\|g\right\|_{L^{4}}\leq c\left\|\phi\right\|^{\frac{1}{2}}\left\|\phi\right\|_{1}^{\frac{1}{2}}\left\|f\right\|_{1}\left\|g\right\|^{\frac{1}{2}}\left\|g\right\|_{1}^{\frac{1}{2}}

Remark 1.10.

This inequality is critical in the study of 2D Navier-Stokes, its failure in 3D responsible for the lack of global strong solutions.

This subsection concludes with a symmetry result for the trilinear form defined by the nonlinear term which is classical when zero trace is assumed, but perhaps not in lieu of this assumption.

Lemma 1.11.

For every ϕW¯σ1,2\phi\in\bar{W}^{1,2}_{\sigma}, f,gW1,2f,g\in W^{1,2} we have that

ϕf,g=f,ϕg.\left\langle\mathcal{L}_{\phi}f,g\right\rangle=-\left\langle f,\mathcal{L}_{\phi}g\right\rangle. (9)

Moreover,

ϕf,f=0.\left\langle\mathcal{L}_{\phi}f,f\right\rangle=0. (10)
Proof.

Of course (10) follows from (9) with the choice g:=fg:=f and symmetry of the inner product, so we just show (9). As stated it is classical that the result holds in the case that ϕ\phi has zero trace (see e.g. [59] Lemma 3.2) by an approximation in W1,2W^{1,2} of compactly supported functions, though without that we have to do the integration by parts directly:

ϕf,g\displaystyle\left\langle\mathcal{L}_{\phi}f,g\right\rangle =j=12l=12ϕjjfl,glL2(𝒪;)\displaystyle=\sum_{j=1}^{2}\sum_{l=1}^{2}\left\langle\phi^{j}\partial_{j}f^{l},g^{l}\right\rangle_{L^{2}(\mathscr{O};\mathbb{R})}
=j=12l=12(ϕjjfl,glL2(𝒪;)+jϕjfl,glL2(𝒪;))\displaystyle=\sum_{j=1}^{2}\sum_{l=1}^{2}\left(\left\langle\phi^{j}\partial_{j}f^{l},g^{l}\right\rangle_{L^{2}(\mathscr{O};\mathbb{R})}+\left\langle\partial_{j}\phi^{j}f^{l},g^{l}\right\rangle_{L^{2}(\mathscr{O};\mathbb{R})}\right)
=j=12l=12j(ϕjfl),glL2(𝒪;)\displaystyle=\sum_{j=1}^{2}\sum_{l=1}^{2}\left\langle\partial_{j}(\phi^{j}f^{l}),g^{l}\right\rangle_{L^{2}(\mathscr{O};\mathbb{R})}
=j=12l=12ϕjfl,jglL2(𝒪;)+j=12l=12ϕjfl,gl𝐧jL2(𝒪;)\displaystyle=-\sum_{j=1}^{2}\sum_{l=1}^{2}\left\langle\phi^{j}f^{l},\partial_{j}g^{l}\right\rangle_{L^{2}(\mathscr{O};\mathbb{R})}+\sum_{j=1}^{2}\sum_{l=1}^{2}\left\langle\phi^{j}f^{l},g^{l}\mathbf{n}^{j}\right\rangle_{L^{2}(\partial\mathscr{O};\mathbb{R})}
=f,ϕg\displaystyle=-\left\langle f,\mathcal{L}_{\phi}g\right\rangle

where we have used that j=12jϕj=0\sum_{j=1}^{2}\partial_{j}\phi^{j}=0 (divergence-free) in 𝒪\mathscr{O} and j=12ϕj𝐧j=0\sum_{j=1}^{2}\phi^{j}\mathbf{n}^{j}=0 (ϕ𝐧=0\phi\cdot\mathbf{n}=0) on 𝒪\partial\mathscr{O}.

1.3 Stochastic Navier-Stokes Equations

We first introduce the diffusion operator BB from the equations (1), (2), (5) and (6) by its action on the basis vectors (ei)(e_{i}) of 𝔘\mathfrak{U}. This is sufficient to define BB on the entirety of 𝔘\mathfrak{U} as shown in [29] Subsection 2.2. Denoting B(ei)=BiB(e_{i})=B_{i}, define

Bi:fξif+𝒯ξif,𝒯gf:=j=12fjgjB_{i}:f\mapsto\mathcal{L}_{\xi_{i}}f+\mathcal{T}_{\xi_{i}}f,\qquad\mathcal{T}_{g}f:=\sum_{j=1}^{2}f^{j}\nabla g^{j}

where we shall always impose that ξiLσ2\xi_{i}\in L^{2}_{\sigma}, along with some smoothness and decay stated in the relevant results hereafter. Whilst we do prove existence results for the genuine Stratonovich forms, it is much preferred to work with the corresponding Itô forms

ut=u00t𝒫usus𝑑sν0tAus𝑑s+120ti=1𝒫Bi2usds0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}Au_{s}\,ds+\frac{1}{2}\int_{0}^{t}\sum_{i=1}^{\infty}\mathcal{P}B_{i}^{2}u_{s}ds-\int_{0}^{t}\mathcal{P}Bu_{s}d\mathcal{W}_{s} (11)

and

ut=u00t𝒫usus𝑑sν0tAβus𝑑s+120ti=1𝒫Bi2usds0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}A^{\beta}u_{s}\,ds+\frac{1}{2}\int_{0}^{t}\sum_{i=1}^{\infty}\mathcal{P}B_{i}^{2}u_{s}ds-\int_{0}^{t}\mathcal{P}Bu_{s}d\mathcal{W}_{s} (12)

for a conversion motivated by Theorem 6.3 in the appendix. Fundamental properties of the operator BiB_{i} are proven in [34] Subsection 2.3, some of which we list now, though a complete description is deferred to [34]. Firstly for k=0,1,2,k=0,1,2,\dots, there exists a constant cc such that

𝒯ξifWk,22\displaystyle\left\|\mathcal{T}_{\xi_{i}}f\right\|_{W^{k,2}}^{2} cξiWk+1,2fWk,22\displaystyle\leq c\left\|\xi_{i}\right\|^{2}_{W^{k+1,\infty}}\left\|f\right\|^{2}_{W^{k,2}} (13)
ξifWk,22\displaystyle\left\|\mathcal{L}_{\xi_{i}}f\right\|_{W^{k,2}}^{2} cξiWk,2fWk+1,22\displaystyle\leq c\left\|\xi_{i}\right\|^{2}_{W^{k,\infty}}\left\|f\right\|^{2}_{W^{k+1,2}} (14)
BifWk,22\displaystyle\left\|B_{i}f\right\|_{W^{k,2}}^{2} cξiWk+1,2fWk+1,22\displaystyle\leq c\left\|\xi_{i}\right\|^{2}_{W^{k+1,\infty}}\left\|f\right\|^{2}_{W^{k+1,2}} (15)

for f,ξf,\xi as required by the right hand side. Moreover for ξiW1,\xi_{i}\in W^{1,\infty}, 𝒯ξi\mathcal{T}_{\xi_{i}} is a bounded linear operator on L2L^{2} so has adjoint 𝒯ξi\mathcal{T}_{\xi_{i}}^{*} satisfying the same boundedness. In conjunction with property (9), ξi\mathcal{L}_{\xi_{i}} is a densely defined operator in L2L^{2} with domain of definition W1,2W^{1,2}, and has adjoint ξi\mathcal{L}_{\xi_{i}}^{*} in this space given by ξi-\mathcal{L}_{\xi_{i}} with same dense domain of definition. Likewise then BiB_{i}^{*} is the densely defined adjoint ξi+𝒯ξi-\mathcal{L}_{\xi_{i}}+\mathcal{T}_{\xi_{i}}^{*}. We also note from [34] Lemma 2.7 that 𝒫Bi=𝒫Bi𝒫\mathcal{P}B_{i}=\mathcal{P}B_{i}\mathcal{P} hence 𝒫Bi2=(𝒫Bi)2\mathcal{P}B_{i}^{2}=(\mathcal{P}B_{i})^{2}, which is critical in the equivalence of the forms (11), (1) as well as the high order estimates of Subsection 2.2. We also recall [34] Proposition 5.2, where the commutator

[Δ,Bi]:=ΔBiBiΔ[\Delta,B_{i}]:=\Delta B_{i}-B_{i}\Delta

was explicitly shown to be of second order, bounded by a constant cc such that for every fW3,2f\in W^{3,2},

[Δ,Bi]f2cξiW3,2fW2,22.\left\|[\Delta,B_{i}]f\right\|^{2}\leq c\left\|\xi_{i}\right\|_{W^{3,\infty}}^{2}\left\|f\right\|_{W^{2,2}}^{2}. (16)

One can extend this result to higher orders, such that for fWk+3,2f\in W^{k+3,2},

[Δ,Bi]fWk,22cξiWk+3,2fWk+2,22.\left\|[\Delta,B_{i}]f\right\|_{W^{k,2}}^{2}\leq c\left\|\xi_{i}\right\|_{W^{k+3,\infty}}^{2}\left\|f\right\|_{W^{k+2,2}}^{2}. (17)

It is also shown in [30] Subsection 2.3 that for ξiW2,\xi_{i}\in W^{2,\infty} and fW2,2f\in W^{2,2},

curl(Bif)=ξi(curlf).\textnormal{curl}(B_{i}f)=\mathcal{L}_{\xi_{i}}(\textnormal{curl}f). (18)

Moreover in [34] Proposition 2.6 the following conservation inequalities are proven:

Bi2f,fWk,2+BifWk,22\displaystyle\left\langle B_{i}^{2}f,f\right\rangle_{W^{k,2}}+\left\|B_{i}f\right\|_{W^{k,2}}^{2} cξiWk+2,2fWk,22,\displaystyle\leq c\left\|\xi_{i}\right\|_{W^{k+2,\infty}}^{2}\left\|f\right\|_{W^{k,2}}^{2}, (19)
Bif,fWk,22\displaystyle\left\langle B_{i}f,f\right\rangle_{W^{k,2}}^{2} cξiWk+1,2fWk,24.\displaystyle\leq c\left\|\xi_{i}\right\|^{2}_{W^{k+1,\infty}}\left\|f\right\|^{4}_{W^{k,2}}. (20)

2 High Order Estimates and a Variational Framework

In Subsection 2.1 we introduce Hilbert Spaces defined through the spectrum of the Stokes Operator. The fact that the noise belongs to these spaces and satisfies sufficient estimates in them is demonstrated in Subsection 2.2. An application of the variational framework from [32] for the fully hyperdissipative equation in these spaces is presented in Subsection 2.3, obtaining strong solutions.

2.1 Fractional Powers of the Stokes Operator

We now introduce powers of the Stokes Operator AA, alongside associated spaces on which inner products relative to AA can be defined. These will prove necessary to handle the Stokes Operator in energy estimates.

Definition 2.1.

For every s0s\geq 0, we define D(As)D(A^{s}) as the subspace of functions fLσ2f\in L^{2}_{\sigma} such that

k=1λ¯k2sf,a¯k2<.\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{2s}\left\langle f,\bar{a}_{k}\right\rangle^{2}<\infty.

We define the mapping As:D(As)Lσ2A^{s}:D(A^{s})\rightarrow L^{2}_{\sigma} by

As:fk=1λ¯ksf,a¯ka¯kA^{s}:f\mapsto\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{s}\left\langle f,\bar{a}_{k}\right\rangle\bar{a}_{k}

and associated inner product and norm on D(As)D(A^{s}) by

f,gAs=Asf,Asg,fAs2=f,fAs.\left\langle f,g\right\rangle_{A^{s}}=\left\langle A^{s}f,A^{s}g\right\rangle,\qquad\left\|f\right\|_{A^{s}}^{2}=\left\langle f,f\right\rangle_{A^{s}}.
Remark 2.2.

There is an implicit dependency on α\alpha in AsA^{s} through (a¯k)(\bar{a}_{k}), (λ¯k)(\bar{\lambda}_{k}).

Some trivial but important results are collected in Lemma 2.3.

Lemma 2.3.

We have the following:

  1. 1.

    If fD(As)f\in D(A^{s}) then fD(Ar)f\in D(A^{r}) for every 0r<s0\leq r<s;

  2. 2.

    Let f,gD(A2s)f,g\in D(A^{2s}). Then for any p,q0p,q\geq 0 such that p+q=2sp+q=2s, we have that

    f,gAs=Apf,Aqg;\left\langle f,g\right\rangle_{A^{s}}=\left\langle A^{p}f,A^{q}g\right\rangle;
  3. 3.

    For 0r<s0\leq r<s and fD(Ar)f\in D(A^{r}), we have that fD(As)f\in D(A^{s}) if and only if ArfD(Asr)A^{r}f\in D(A^{s-r});

  4. 4.

    For 0r<s0\leq r<s and fD(As)f\in D(A^{s}), we have that Asf=AsrArf=ArAsrfA^{s}f=A^{s-r}A^{r}f=A^{r}A^{s-r}f.

Proof.

We prove the statements in turn:

  1. 1.

    As (λ¯k)(\bar{\lambda}_{k})\rightarrow\infty then eventually the sequence is greater than 11, so the tail end of the sum increases with ss.

  2. 2.

    We have that

    f,gAs\displaystyle\left\langle f,g\right\rangle_{A^{s}} =k=1λ¯ksf,a¯ka¯k,j=1λ¯jsg,a¯jaj¯=k=1λ¯k2sf,a¯kg,a¯k\displaystyle=\left\langle\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{s}\left\langle f,\bar{a}_{k}\right\rangle\bar{a}_{k},\sum_{j=1}^{\infty}\bar{\lambda}_{j}^{s}\left\langle g,\bar{a}_{j}\right\rangle\bar{a_{j}}\right\rangle=\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{2s}\left\langle f,\bar{a}_{k}\right\rangle\left\langle g,\bar{a}_{k}\right\rangle
    =k=1λ¯kpf,a¯ka¯k,j=1λ¯jqg,a¯jaj¯=Apf,Aqg.\displaystyle=\left\langle\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{p}\left\langle f,\bar{a}_{k}\right\rangle\bar{a}_{k},\sum_{j=1}^{\infty}\bar{\lambda}_{j}^{q}\left\langle g,\bar{a}_{j}\right\rangle\bar{a_{j}}\right\rangle=\left\langle A^{p}f,A^{q}g\right\rangle.
  3. 3.

    Observe that

    k=1λ¯k2sf,a¯k2=k=1λ¯k2(sr)λ¯k2rf,a¯k2=k=1λ¯k2(sr)f,Ara¯k2=k=1λ¯k2(sr)Arf,a¯k2\displaystyle\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{2s}\left\langle f,\bar{a}_{k}\right\rangle^{2}=\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{2(s-r)}\bar{\lambda}_{k}^{2r}\left\langle f,\bar{a}_{k}\right\rangle^{2}=\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{2(s-r)}\left\langle f,A^{r}\bar{a}_{k}\right\rangle^{2}=\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{2(s-r)}\left\langle A^{r}f,\bar{a}_{k}\right\rangle^{2}

    employing item 2.

  4. 4.

    Using that both ArfD(Asr)A^{r}f\in D(A^{s-r}) and AsrfD(Ar)A^{s-r}f\in D(A^{r}) from item 1, the result holds as in the proof of 3.

We shall frequently use these properties without explicit reference to the lemma. For further analysis in these spaces, we establish some base cases.

Lemma 2.4.

The bilinear form f,g2:=Af,Ag\left\langle f,g\right\rangle_{2}:=\left\langle Af,Ag\right\rangle defines an inner product on W¯α2,2\bar{W}^{2,2}_{\alpha} equivalent to the standard W2,2W^{2,2} inner product.

Remark 2.5.

It is tempting to immediately say that ,2=,A1\left\langle\cdot,\cdot\right\rangle_{2}=\left\langle\cdot,\cdot\right\rangle_{A^{1}}, but we want to rigorously build the equivalence of A1A^{1} and AA.

Proof.

We must show the existence of constants c1c_{1}, c2c_{2} such that for all fW¯α2,2f\in\bar{W}^{2,2}_{\alpha},

c1fW2,22f22c2fW2,22.c_{1}\left\|f\right\|_{W^{2,2}}^{2}\leq\left\|f\right\|_{2}^{2}\leq c_{2}\left\|f\right\|_{W^{2,2}}^{2}.

The constant c2c_{2} can in fact be taken as 22, as

f22Δf22fW2,22.\left\|f\right\|_{2}^{2}\leq\left\|\Delta f\right\|^{2}\leq 2\left\|f\right\|_{W^{2,2}}^{2}.

The existence of such a c1c_{1} is much more challenging and relies on estimates of the Stokes equation with the Navier boundary conditions, which has been proven in [63] Theorem 5.10. We use, in their notation, that 𝐟=A𝐮\mathbf{f}=A\mathbf{u} is a solution of the Stokes problem with π=0\pi=0, which gives the result. ∎

Following the remark, we connect this space with D(A1)D(A^{1}).

Proposition 2.6.

We have that D(A1)=W¯α2,2D(A^{1})=\bar{W}^{2,2}_{\alpha}, that A1=AA^{1}=A on this space, and that ,A1\left\langle\cdot,\cdot\right\rangle_{A^{1}} is equivalent to the standard W2,2W^{2,2} inner product.

Proof.

We begin by showing the inclusion both ways:

  • \subseteq:

    Take fD(A1)f\in D(A^{1}). To show that fW¯α2,2f\in\bar{W}^{2,2}_{\alpha}, it is sufficient to show that the sequence (𝒫¯nf)(\bar{\mathcal{P}}_{n}f) is convergent in W¯α2,2\bar{W}^{2,2}_{\alpha}, as the limit must agree with the limit in Lσ2L^{2}_{\sigma} which is ff. In particular, it is sufficient to show that the sequence (𝒫¯nf)(\bar{\mathcal{P}}_{n}f) is Cauchy in W¯α2,2\bar{W}^{2,2}_{\alpha}, and from Lemma 2.4 it is sufficient to show the Cauchy property in the 2\left\|\cdot\right\|_{2} norm. For any m<nm<n,

    𝒫¯nf𝒫¯mf22=k=m+1nλ¯k2f,a¯k2k=m+1λ¯k2f,a¯k2\left\|\bar{\mathcal{P}}_{n}f-\bar{\mathcal{P}}_{m}f\right\|_{2}^{2}=\sum_{k=m+1}^{n}\bar{\lambda}_{k}^{2}\left\langle f,\bar{a}_{k}\right\rangle^{2}\leq\sum_{k=m+1}^{\infty}\bar{\lambda}_{k}^{2}\left\langle f,\bar{a}_{k}\right\rangle^{2}

    which approaches zero as mm\rightarrow\infty given that fD(A1)f\in D(A^{1}), justifying the Cauchy property.

  • \supseteq:

    Take fW¯α2,2f\in\bar{W}^{2,2}_{\alpha}. Then

    λ¯k2f,a¯k2=f,Aa¯k2.\bar{\lambda}_{k}^{2}\left\langle f,\bar{a}_{k}\right\rangle^{2}=\left\langle f,A\bar{a}_{k}\right\rangle^{2}.

    From Lemma 1.5, we have both that

    f,Aa¯k=f,Δa¯k=f,a¯k1+f,(ακ)a¯kL2(𝒪;2)\left\langle f,A\bar{a}_{k}\right\rangle=-\left\langle f,\Delta\bar{a}_{k}\right\rangle=\left\langle f,\bar{a}_{k}\right\rangle_{1}+\left\langle f,(\alpha-\kappa)\bar{a}_{k}\right\rangle_{L^{2}(\partial\mathscr{O};\mathbb{R}^{2})}

    and

    Af,a¯k=Δf,a¯k=f,a¯k1+(ακ)f,a¯kL2(𝒪;2)\left\langle Af,\bar{a}_{k}\right\rangle=-\left\langle\Delta f,\bar{a}_{k}\right\rangle=\left\langle f,\bar{a}_{k}\right\rangle_{1}+\left\langle(\alpha-\kappa)f,\bar{a}_{k}\right\rangle_{L^{2}(\partial\mathscr{O};\mathbb{R}^{2})}

    so in particular

    f,Aa¯k=Af,a¯k.\left\langle f,A\bar{a}_{k}\right\rangle=\left\langle Af,\bar{a}_{k}\right\rangle.

    In total then,

    k=1λ¯k2f,a¯k2=k=1f,Aa¯k2=k=1Af,a¯k2.\sum_{k=1}^{\infty}\bar{\lambda}_{k}^{2}\left\langle f,\bar{a}_{k}\right\rangle^{2}=\sum_{k=1}^{\infty}\left\langle f,A\bar{a}_{k}\right\rangle^{2}=\sum_{k=1}^{\infty}\left\langle Af,\bar{a}_{k}\right\rangle^{2}.

    As fW¯α2,2f\in\bar{W}^{2,2}_{\alpha} then AfLσ2Af\in L^{2}_{\sigma}, so the above sum is finite and the inclusion is proven.

We have shown that D(A1)=W¯α2,2D(A^{1})=\bar{W}^{2,2}_{\alpha}. The fact that A1=AA^{1}=A on this space follows from the argument in the first inclusion which shows that (𝒫¯nf)(\bar{\mathcal{P}}_{n}f) is convergent to ff in W¯α2,2\bar{W}^{2,2}_{\alpha}, so in particular ff has the representation

f=k=1f,a¯ka¯kf=\sum_{k=1}^{\infty}\left\langle f,\bar{a}_{k}\right\rangle\bar{a}_{k}

as a limit in W¯α2,2\bar{W}^{2,2}_{\alpha}. Thus

Af=k=1λ¯kf,a¯ka¯kAf=\sum_{k=1}^{\infty}\bar{\lambda}_{k}\left\langle f,\bar{a}_{k}\right\rangle\bar{a}_{k}

as a limit in Lσ2L^{2}_{\sigma}, which is equal to A1fA^{1}f. The inner product equivalence now follows from Lemma 2.4. ∎

Accordingly, we shall denote A1A^{1} by simply AA.

Proposition 2.7.

Let ακ\alpha\geq\kappa everywhere on 𝒪\partial\mathscr{O}. Then D(A12)=W¯σ1,2D(A^{\frac{1}{2}})=\bar{W}^{1,2}_{\sigma} and ,A12\left\langle\cdot,\cdot\right\rangle_{A^{\frac{1}{2}}} is equivalent to ,1\left\langle\cdot,\cdot\right\rangle_{1}.

Proof.

We again show the inclusion both ways:

  • \subseteq:

    Through the same arguments as Proposition 2.6, the result would hold if we show the equivalence of ,A12\left\langle\cdot,\cdot\right\rangle_{A^{\frac{1}{2}}} and ,1\left\langle\cdot,\cdot\right\rangle_{1} on V¯:=nV¯n\bar{V}:=\bigcup_{n}\bar{V}_{n}. To this end we take fV¯f\in\bar{V}. Then by Lemma 2.3 followed by Lemma 1.5,

    fA122=f,Af=f,Δf=f12+(ακ)f,fL2(𝒪;2).\left\|f\right\|_{A^{\frac{1}{2}}}^{2}=\left\langle f,Af\right\rangle=-\left\langle f,\Delta f\right\rangle=\left\|f\right\|^{2}_{1}+\left\langle(\alpha-\kappa)f,f\right\rangle_{L^{2}(\partial\mathscr{O};\mathbb{R}^{2})}.

    As ακ\alpha\geq\kappa then certainly fA122f12\left\|f\right\|_{A^{\frac{1}{2}}}^{2}\geq\left\|f\right\|_{1}^{2}. For the reverse,

    f12(κα)f,fL2(𝒪;2)f12+cκαL(𝒪;)ff1cf12\left\|f\right\|_{1}^{2}-\left\langle(\kappa-\alpha)f,f\right\rangle_{L^{2}(\partial\mathscr{O};\mathbb{R}^{2})}\leq\left\|f\right\|_{1}^{2}+c\left\|\kappa-\alpha\right\|_{L^{\infty}(\partial\mathscr{O};\mathbb{R})}\left\|f\right\|\left\|f\right\|_{1}\leq c\left\|f\right\|_{1}^{2}

    having used (8), where our final constant depends on κ\kappa and α\alpha. This justifies the norm equivalence and hence the inclusion.

  • \supseteq:

    Take fW¯σ1,2f\in\bar{W}^{1,2}_{\sigma}. Then there exists a sequence (ϕn)(\phi^{n}) in V¯\bar{V} convergent to ff in W¯σ1,2\bar{W}^{1,2}_{\sigma}, hence this sequence is Cauchy in W¯σ1,2\bar{W}^{1,2}_{\sigma} and established in the previous inclusion, is Cauchy in D(A12).D(A^{\frac{1}{2}}). In particular, there exists some mm\in\mathbb{N} such that for all nmn\geq m,

    k=1λ¯kϕnϕm,a¯k21.\sum_{k=1}^{\infty}\bar{\lambda}_{k}\left\langle\phi^{n}-\phi^{m},\bar{a}_{k}\right\rangle^{2}\leq 1.

    We use the fact that (ϕn)(\phi^{n}) is convergent to ff in Lσ2L^{2}_{\sigma} to deduce that

    limnϕn,a¯k2=f,a¯k2.\lim_{n\rightarrow\infty}\left\langle\phi^{n},\bar{a}_{k}\right\rangle^{2}=\left\langle f,\bar{a}_{k}\right\rangle^{2}.

    So for every ll\in\mathbb{N},

    k=1lλ¯kf,a¯k2=limnk=1lλ¯kϕn,a¯k2\displaystyle\sum_{k=1}^{l}\bar{\lambda}_{k}\left\langle f,\bar{a}_{k}\right\rangle^{2}=\lim_{n\rightarrow\infty}\sum_{k=1}^{l}\bar{\lambda}_{k}\left\langle\phi^{n},\bar{a}_{k}\right\rangle^{2} limn2k=1lλ¯k(ϕnϕm,a¯k2+ϕm,a¯k2)\displaystyle\leq\lim_{n\rightarrow\infty}2\sum_{k=1}^{l}\bar{\lambda}_{k}\left(\left\langle\phi^{n}-\phi^{m},\bar{a}_{k}\right\rangle^{2}+\left\langle\phi^{m},\bar{a}_{k}\right\rangle^{2}\right)
    2+2ϕmA122.\displaystyle\leq 2+2\left\|\phi^{m}\right\|_{A^{\frac{1}{2}}}^{2}.

    Taking the limit in ll now gives the result.

The equivalence of the norms on D(A12)=W¯σ1,2D(A^{\frac{1}{2}})=\bar{W}^{1,2}_{\sigma} now follows from their equivalence on V¯\bar{V} which is dense in the Banach space. ∎

In the remaining results of this subsection, we assume that ακ\alpha\geq\kappa so that Proposition 2.7 holds.

Proposition 2.8.

For every s0s\geq 0, D(As)D(A^{s}) is a Hilbert Space equipped with the ,As\left\langle\cdot,\cdot\right\rangle_{A^{s}} inner product. For every mm\in\mathbb{N}, ,Am2\left\langle\cdot,\cdot\right\rangle_{A^{\frac{m}{2}}} is equivalent to the standard Wm,2W^{m,2} inner product on D(Am2)D(A^{\frac{m}{2}}).

Proof.

The fact that D(As)D(A^{s}) is complete for the As\left\|\cdot\right\|_{A^{s}} norm is exactly as was demonstrated in the second part of Proposition 2.7, using that any Cauchy sequence in D(As)D(A^{s}) is Cauchy hence convergent in Lσ2L^{2}_{\sigma}. For the equivalence of norms, we have already demonstrated the base cases of D(A12)D(A^{\frac{1}{2}}) and D(A)D(A). We will build on this inductively, and first show that for every mm\in\mathbb{N} there exists a constant cc such that for every fD(Am2)f\in D(A^{\frac{m}{2}}),

fAm2cWm,2.\left\|f\right\|_{A^{\frac{m}{2}}}\leq c\left\|\cdot\right\|_{W^{m,2}}.

Let us first consider the case where m=2km=2k for kk\in\mathbb{N}. We make precise that AkA^{k} is truly (𝒫Δ)k(-\mathcal{P}\Delta)^{k} on D(Ak)D(A^{k}), having established that A1=AA^{1}=A on D(A1)D(A^{1}) in Proposition 2.6, and inductively if Ak1=(𝒫Δ)k1A^{k-1}=(-\mathcal{P}\Delta)^{k-1} on D(Ak1)D(A^{k-1}), then for fD(Ak)f\in D(A^{k}) from Lemma 2.3, Akf=Ak1Af=(𝒫Δ)kf.A^{k}f=A^{k-1}Af=(-\mathcal{P}\Delta)^{k}f. Using that the Leray Projector is bounded on all Wl,2(𝒪;2)W^{l,2}(\mathscr{O};\mathbb{R}^{2}), and that Δ\Delta is bounded from Wl+2,2(𝒪;2)W^{l+2,2}(\mathscr{O};\mathbb{R}^{2}) into Wl,2(𝒪;2)W^{l,2}(\mathscr{O};\mathbb{R}^{2}), then the result is clear. In the case m=2k1m=2k-1 the argument is similar, with a brief additional step:

fA2k12=A12Ak1fcAk1f1cfW2k1,2.\left\|f\right\|_{A^{\frac{2k-1}{2}}}=\left\|A^{\frac{1}{2}}A^{k-1}f\right\|\leq c\left\|A^{k-1}f\right\|_{1}\leq c\left\|f\right\|_{W^{2k-1,2}}.

To demonstrate the reverse inequality we again use estimates for the Stokes Equation from [63] Theorem 5.10, extended to higher orders for a smooth domain (see for example [9] Remark 3.8), which is that for fW¯α2,2f\in\bar{W}^{2,2}_{\alpha},

fWk+2,2cAfWk,2.\left\|f\right\|_{W^{k+2,2}}\leq c\left\|Af\right\|_{W^{k,2}}. (21)

We make the inductive assumption that for all kmk\leq m and gD(Ak2)g\in D(A^{\frac{k}{2}}), gWk,2cgAk2.\left\|g\right\|_{W^{k,2}}\leq c\left\|g\right\|_{A^{\frac{k}{2}}}. Then for fD(Am+12)f\in D(A^{\frac{m+1}{2}}), firstly by (21) and secondly through the inductive hypothesis with g=AfD(Am12)g=Af\in D(A^{\frac{m-1}{2}}),

fWm+1,2cAfWm1,2cAfAm12=cfAm+12.\left\|f\right\|_{W^{m+1,2}}\leq c\left\|Af\right\|_{W^{m-1,2}}\leq c\left\|Af\right\|_{A^{\frac{m-1}{2}}}=c\left\|f\right\|_{A^{\frac{m+1}{2}}}.

Lemma 2.9.

We have that D(A32)=W3,2W¯α2,2D(A^{\frac{3}{2}})=W^{3,2}\cap\bar{W}^{2,2}_{\alpha}, and for mm\in\mathbb{N}, m2m\geq 2, that D(Am2)Wm,2W¯α2,2D(A^{\frac{m}{2}})\subseteq W^{m,2}\cap\bar{W}^{2,2}_{\alpha}.

Proof.

The inclusion D(Am2)Wm,2W¯α2,2D(A^{\frac{m}{2}})\subseteq W^{m,2}\cap\bar{W}^{2,2}_{\alpha} is similar to Propositions 2.6 and 2.7, where (𝒫¯nf)(\bar{\mathcal{P}}_{n}f) is Cauchy in D(Am2)D(A^{\frac{m}{2}}) hence Cauchy in Wm,2W^{m,2} by Proposition 2.8. The limit in Wm,2W^{m,2} agrees with the limit in Lσ2L^{2}_{\sigma} which is ff, and also belongs to W¯α2,2\bar{W}^{2,2}_{\alpha} as required. For the reverse inclusion, we use that fW3,2W¯α2,2f\in W^{3,2}\cap\bar{W}^{2,2}_{\alpha} belongs to D(A)D(A), so by Lemma 2.3 it is sufficient to show that AfD(A12)=W¯σ1,2Af\in D(A^{\frac{1}{2}})=\bar{W}^{1,2}_{\sigma}. This is clear however, as ΔfW1,2\Delta f\in W^{1,2} so 𝒫ΔfW¯σ1,2\mathcal{P}\Delta f\in\bar{W}^{1,2}_{\sigma}. ∎

Remark 2.10.

This result is unavailable in the classical no-slip case, as there D(A12)D(A^{\frac{1}{2}}) is equal to W01,2Lσ2W^{1,2}_{0}\cap L^{2}_{\sigma}, and the Leray Projector destroys the zero trace property.

Proposition 2.11.

𝒫¯n\bar{\mathcal{P}}_{n} is self-adjoint on D(As)D(A^{s}). For large enough nn\in\mathbb{N} such that λ¯n1\bar{\lambda}_{n}\geq 1, fD(As)f\in D(A^{s}) and 0r<s0\leq r<s,

(I𝒫¯n)fAr21λ¯n2(sr)fAs2\left\|(I-\bar{\mathcal{P}}_{n})f\right\|_{A^{r}}^{2}\leq\frac{1}{\bar{\lambda}_{n}^{2(s-r)}}\left\|f\right\|_{A^{s}}^{2}

where II is the identity operator.

Proof.

For the self-adjoint property, simply note that for f,gD(As)f,g\in D(A^{s}),

𝒫¯nf,gAs=k=1nλ¯ksf,a¯ka¯k,j=1λ¯ksg,a¯ka¯k=k=1nλ¯k2sf,a¯kg,a¯k=f,𝒫¯ngAs.\left\langle\bar{\mathcal{P}}_{n}f,g\right\rangle_{A^{s}}=\left\langle\sum_{k=1}^{n}\bar{\lambda}_{k}^{s}\left\langle f,\bar{a}_{k}\right\rangle\bar{a}_{k},\sum_{j=1}^{\infty}\bar{\lambda}_{k}^{s}\left\langle g,\bar{a}_{k}\right\rangle\bar{a}_{k}\right\rangle=\sum_{k=1}^{n}\bar{\lambda}_{k}^{2s}\left\langle f,\bar{a}_{k}\right\rangle\left\langle g,\bar{a}_{k}\right\rangle=\left\langle f,\bar{\mathcal{P}}_{n}g\right\rangle_{A^{s}}.

Onto the approximation by 𝒫¯nf\bar{\mathcal{P}}_{n}f for fD(As)f\in D(A^{s}), we have that

(I𝒫¯n)fAr2\displaystyle\left\|(I-\bar{\mathcal{P}}_{n})f\right\|_{A^{r}}^{2} =k=n+1λ¯k2rf,a¯k2=1λ¯n2(sr)k=n+1λ¯k2rλ¯n2(sr)f,a¯k2\displaystyle=\sum_{k=n+1}^{\infty}\bar{\lambda}_{k}^{2r}\left\langle f,\bar{a}_{k}\right\rangle^{2}=\frac{1}{\bar{\lambda}_{n}^{2(s-r)}}\sum_{k=n+1}^{\infty}\bar{\lambda}_{k}^{2r}\bar{\lambda}_{n}^{2(s-r)}\left\langle f,\bar{a}_{k}\right\rangle^{2}
1λ¯n2(sr)k=n+1λ¯k2sf,a¯k2=1λ¯n2(sr)(I𝒫¯n)fAs21λ¯n2(sr)fAs2\displaystyle\leq\frac{1}{\bar{\lambda}_{n}^{2(s-r)}}\sum_{k=n+1}^{\infty}\bar{\lambda}_{k}^{2s}\left\langle f,\bar{a}_{k}\right\rangle^{2}=\frac{1}{\bar{\lambda}_{n}^{2(s-r)}}\left\|(I-\bar{\mathcal{P}}_{n})f\right\|_{A^{s}}^{2}\leq\frac{1}{\bar{\lambda}_{n}^{2(s-r)}}\left\|f\right\|_{A^{s}}^{2}

having used that 1λ¯nλ¯k1\leq\bar{\lambda}_{n}\leq\bar{\lambda}_{k} for nkn\leq k. ∎

2.2 Noise Estimates

Throughout this subsection we assume that κ0\kappa\geq 0 and α=2κ\alpha=2\kappa as in the main theorems, and so that ακ\alpha\geq\kappa ensuring all results of Subsection 2.1 apply. We shall make frequent use of Corollary 1.8.1, where the second condition under these assumptions is that curlf=0\textnormal{curl}f=0 on 𝒪\partial\mathscr{O}.

Lemma 2.12.

For mm\in\mathbb{N} even, let ξiLσ2W0m,2Wm+2,\xi_{i}\in L^{2}_{\sigma}\cap W^{m,2}_{0}\cap W^{m+2,\infty} and fD(Am+22)f\in D(A^{\frac{m+2}{2}}). Then both 𝒫Bi2f\mathcal{P}B_{i}^{2}f and 𝒫Bif\mathcal{P}B_{i}f belong to D(Am2)D(A^{\frac{m}{2}}).

Proof.

Let m=2km=2k, kk\in\mathbb{N}, and fD(Ak+1)f\in D(A^{k+1}). We initially show that each term belongs to D(A)D(A), and build up to D(Ak)D(A^{k}). Our argument shall be for 𝒫Bi2f\mathcal{P}B_{i}^{2}f, with 𝒫Bif\mathcal{P}B_{i}f following similarly. As D(A)=W¯2κ2,2D(A)=\bar{W}^{2,2}_{2\kappa}, then from Corollary 1.8.1 it is sufficient to show that 𝒫Bi2fW2,2W¯σ1,2\mathcal{P}B_{i}^{2}f\in W^{2,2}\cap\bar{W}^{1,2}_{\sigma} and that curl(𝒫Bi2f)=0\textnormal{curl}\left(\mathcal{P}B_{i}^{2}f\right)=0 on 𝒪\partial\mathscr{O}. We first note that as fD(Ak+1)f\in D(A^{k+1}) then fW2(k+1),2f\in W^{2(k+1),2} from Lemma 2.9, so at least fW4,2f\in W^{4,2}. Thus Bi2fW2,2B_{i}^{2}f\in W^{2,2} and 𝒫Bi2fW2,2W¯σ1,2\mathcal{P}B_{i}^{2}f\in W^{2,2}\cap\bar{W}^{1,2}_{\sigma}. It remains to show that curl(𝒫Bi2f)=0\textnormal{curl}\left(\mathcal{P}B_{i}^{2}f\right)=0 on 𝒪\partial\mathscr{O}, for which we refer to Lemma 1.7 and (18) to see that curl(𝒫Bi2f)=ξi2(curlf)\textnormal{curl}\left(\mathcal{P}B_{i}^{2}f\right)=\mathcal{L}_{\xi_{i}}^{2}(\textnormal{curl}f). As ξiW02,2\xi_{i}\in W^{2,2}_{0} then there exists a sequence of compactly supported functions (ϕn)(\phi^{n}) approximating ξi\xi_{i} in W2,2W^{2,2}, which is sufficient to show that the compactly supported ϕnξi(curlf)\mathcal{L}_{\phi^{n}}\mathcal{L}_{\xi_{i}}(\textnormal{curl}f) approximates ξi2(curlf)\mathcal{L}_{\xi_{i}}^{2}(\textnormal{curl}f) in W1,2(𝒪;)W^{1,2}(\mathscr{O};\mathbb{R}) and hence ξi2(curlf)\mathcal{L}_{\xi_{i}}^{2}(\textnormal{curl}f) is of null trace. Therefore, 𝒫Bi2fD(A)\mathcal{P}B_{i}^{2}f\in D(A).

With the base case established, let us now make the inductive hypothesis that for 1j<k1\geq j<k, 𝒫Bi2fD(Aj)\mathcal{P}B_{i}^{2}f\in D(A^{j}) implies that 𝒫Bi2fD(Aj+1)\mathcal{P}B_{i}^{2}f\in D(A^{j+1}). If the hypothesis is true then the result is proven with j=k1j=k-1. Let us, therefore, assume that 𝒫Bi2fD(Aj)\mathcal{P}B_{i}^{2}f\in D(A^{j}). By Lemma 2.3, we would prove that 𝒫Bi2fD(Aj+1)\mathcal{P}B_{i}^{2}f\in D(A^{j+1}) if we verify that Aj𝒫Bi2fD(A)A^{j}\mathcal{P}B_{i}^{2}f\in D(A). Iterating the property that A=A𝒫A=A\mathcal{P} from the right side inwards, then Aj𝒫=(1)j𝒫ΔjA^{j}\mathcal{P}=(-1)^{j}\mathcal{P}\Delta^{j} so Aj𝒫Bi2f=(1)j𝒫ΔjBi2fA^{j}\mathcal{P}B_{i}^{2}f=(-1)^{j}\mathcal{P}\Delta^{j}B_{i}^{2}f. Showing that this belongs to W¯2κ2,2\bar{W}^{2,2}_{2\kappa} follows similarly to the base case, where we have the assumptions that ξiW02k,2W2k+2,\xi_{i}\in W^{2k,2}_{0}\cap W^{2k+2,\infty}, and noting that the curl passes through the Laplacians. ∎

Remark 2.13.

You may observe that in fact, one only requires fD(Am+12)f\in D(A^{\frac{m+1}{2}}) for 𝒫BifD(Am2)\mathcal{P}B_{i}f\in D(A^{\frac{m}{2}}). In practice ff will have much better regularity anyway, so we choose to maintain the flow of our work by not separating these cases.

Corollary 2.13.1.

For mm\in\mathbb{N} odd, let ξiLσ2W0m+1,2Wm+3,\xi_{i}\in L^{2}_{\sigma}\cap W^{m+1,2}_{0}\cap W^{m+3,\infty} and fD(Am+32)f\in D(A^{\frac{m+3}{2}}). Then both 𝒫Bi2f\mathcal{P}B_{i}^{2}f and 𝒫Bif\mathcal{P}B_{i}f belong to D(Am2)D(A^{\frac{m}{2}}).

Proof.

We apply Lemma 2.12 for the even m+1m+1, and simply use that D(Am+12)D(Am2)D(A^{\frac{m+1}{2}})\subseteq D(A^{\frac{m}{2}}). ∎

Having established that the noise belongs to the suitable spaces, we can prove estimates in them.

Proposition 2.14.

We have the following high order estimates:

  1. 1.

    Let mm\in\mathbb{N} be even. For any ε>0\varepsilon>0, there exists a constant cεc_{\varepsilon} such that for all ξiLσ2W0m,2Wm+2,\xi_{i}\in L^{2}_{\sigma}\cap W^{m,2}_{0}\cap W^{m+2,\infty} and fD(Am+22)f\in D(A^{\frac{m+2}{2}}),

    𝒫Bi2f,fAm2+𝒫BifAm22cεξiWm+1,2fAm22+εξiWm+1,2fAm+122;\left\langle\mathcal{P}B_{i}^{2}f,f\right\rangle_{A^{\frac{m}{2}}}+\left\|\mathcal{P}B_{i}f\right\|_{A^{\frac{m}{2}}}^{2}\leq c_{\varepsilon}\left\|\xi_{i}\right\|_{W^{m+1,\infty}}^{2}\left\|f\right\|_{A^{\frac{m}{2}}}^{2}+\varepsilon\left\|\xi_{i}\right\|_{W^{m+1,\infty}}^{2}\left\|f\right\|_{A^{\frac{m+1}{2}}}^{2};
  2. 2.

    Let mm\in\mathbb{N} be odd. For any ε>0\varepsilon>0, there exists a constant cεc_{\varepsilon} such that for all ξiLσ2W0m+1,2Wm+3,\xi_{i}\in L^{2}_{\sigma}\cap W^{m+1,2}_{0}\cap W^{m+3,\infty} and fD(Am+32)f\in D(A^{\frac{m+3}{2}}),

    𝒫Bi2f,fAm2+𝒫BifAm22cεξiWm+2,2fAm22+εξiWm+2,2fAm+122.\left\langle\mathcal{P}B_{i}^{2}f,f\right\rangle_{A^{\frac{m}{2}}}+\left\|\mathcal{P}B_{i}f\right\|_{A^{\frac{m}{2}}}^{2}\leq c_{\varepsilon}\left\|\xi_{i}\right\|_{W^{m+2,\infty}}^{2}\left\|f\right\|_{A^{\frac{m}{2}}}^{2}+\varepsilon\left\|\xi_{i}\right\|_{W^{m+2,\infty}}^{2}\left\|f\right\|_{A^{\frac{m+1}{2}}}^{2}.
Proof.

Beginning with item 1, let m=2km=2k, kk\in\mathbb{N}, and fD(Ak+1)f\in D(A^{k+1}). We must control

Ak𝒫Bi2f,Akf+Ak𝒫Bif,Ak𝒫Bif.\left\langle A^{k}\mathcal{P}B_{i}^{2}f,A^{k}f\right\rangle+\left\langle A^{k}\mathcal{P}B_{i}f,A^{k}\mathcal{P}B_{i}f\right\rangle. (22)

Our idea is to use the representation Ak𝒫=(1)k𝒫ΔkA^{k}\mathcal{P}=(-1)^{k}\mathcal{P}\Delta^{k} seen in the proof of Lemma 2.12, commute BiB_{i} with Δ\Delta through (17), and then use the cancellation arising from BiB_{i}^{*}. Considering the first term, we write

Ak𝒫Bi2f\displaystyle A^{k}\mathcal{P}B_{i}^{2}f =(1)k𝒫ΔkBi2f\displaystyle=(-1)^{k}\mathcal{P}\Delta^{k}B_{i}^{2}f
=(1)k𝒫Δk1BiΔBif+(1)k𝒫Δk1[Δ,Bi]Bif\displaystyle=(-1)^{k}\mathcal{P}\Delta^{k-1}B_{i}\Delta B_{i}f+(-1)^{k}\mathcal{P}\Delta^{k-1}[\Delta,B_{i}]B_{i}f
=(1)k𝒫Δk2BiΔ2Bif+(1)k𝒫Δk2[Δ,Bi]ΔBif+(1)k𝒫Δk1[Δ,Bi]Bif\displaystyle=(-1)^{k}\mathcal{P}\Delta^{k-2}B_{i}\Delta^{2}B_{i}f+(-1)^{k}\mathcal{P}\Delta^{k-2}[\Delta,B_{i}]\Delta B_{i}f+(-1)^{k}\mathcal{P}\Delta^{k-1}[\Delta,B_{i}]B_{i}f
=(1)k𝒫BiΔkBif+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1Bif\displaystyle=(-1)^{k}\mathcal{P}B_{i}\Delta^{k}B_{i}f+(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f
=𝒫BiAkBif+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1Bif\displaystyle=\mathcal{P}B_{i}A^{k}B_{i}f+(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f

where in the last line we have used that 𝒫Bi=𝒫Bi𝒫\mathcal{P}B_{i}=\mathcal{P}B_{i}\mathcal{P}, linearity of 𝒫\mathcal{P} and BiB_{i}, and that (1)k𝒫Δk=Ak(-1)^{k}\mathcal{P}\Delta^{k}=A^{k}. Identically, pertaining to the second term of (22),

Ak𝒫Bif=𝒫BiAkf+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1f.A^{k}\mathcal{P}B_{i}f=\mathcal{P}B_{i}A^{k}f+(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f. (23)

Therefore, we can rewrite (22) as

(22)\displaystyle(\ref{theonetwo}) =𝒫BiAkBif+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1Bif,Akf\displaystyle=\left\langle\mathcal{P}B_{i}A^{k}B_{i}f+(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f,A^{k}f\right\rangle
+Ak𝒫Bif,𝒫BiAkf+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1f\displaystyle\qquad\qquad\qquad+\left\langle A^{k}\mathcal{P}B_{i}f,\mathcal{P}B_{i}A^{k}f+(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f\right\rangle
=BiAkBif,Akf+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1Bif,Akf\displaystyle=\left\langle B_{i}A^{k}B_{i}f,A^{k}f\right\rangle+\left\langle(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f,A^{k}f\right\rangle
+AkBif,BiAkf+AkBif,(1)k𝒫j=1kΔkj[Δ,Bi]Δj1f\displaystyle\qquad\qquad\qquad+\left\langle A^{k}B_{i}f,B_{i}A^{k}f\right\rangle+\left\langle A^{k}B_{i}f,(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f\right\rangle
=AkBif,(Bi+Bi)Akf+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1Bif,Akf\displaystyle=\left\langle A^{k}B_{i}f,(B_{i}^{*}+B_{i})A^{k}f\right\rangle+\left\langle(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f,A^{k}f\right\rangle
+AkBif,(1)k𝒫j=1kΔkj[Δ,Bi]Δj1f\displaystyle\qquad\qquad\qquad+\left\langle A^{k}B_{i}f,(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f\right\rangle

having used that 𝒫\mathcal{P} is self-adjoint and that 𝒫Ak=Ak=Ak𝒫\mathcal{P}A^{k}=A^{k}=A^{k}\mathcal{P}. The remainder of the proof is simply a combination of Cauchy-Schwarz and Young’s Inequality, having achieved cancellation of a derivative in all terms. We note that the proof of AkgcgW2k,2\left\|A^{k}g\right\|\leq c\left\|g\right\|_{W^{2k,2}} for gD(Ak)g\in D(A^{k}) of Proposition 2.8 is immediate also for general gW2k,2g\in W^{2k,2}. In the first term,

AkBif,(Bi+Bi)Akf\displaystyle\left\langle A^{k}B_{i}f,(B_{i}^{*}+B_{i})A^{k}f\right\rangle =AkBif,(𝒯ξi+𝒯ξi)Akf\displaystyle=\left\langle A^{k}B_{i}f,(\mathcal{T}_{\xi_{i}}^{*}+\mathcal{T}_{\xi_{i}})A^{k}f\right\rangle
AkBif(𝒯ξi+𝒯ξi)Akf\displaystyle\leq\left\|A^{k}B_{i}f\right\|\left\|(\mathcal{T}_{\xi_{i}}^{*}+\mathcal{T}_{\xi_{i}})A^{k}f\right\|
cBifW2k,2ξiW1,Akf\displaystyle\leq c\left\|B_{i}f\right\|_{W^{2k,2}}\left\|\xi_{i}\right\|_{W^{1,\infty}}\left\|A^{k}f\right\|
cξiW2k+1,fW2k+1,2ξiW1,Akf\displaystyle\leq c\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}\left\|f\right\|_{W^{2k+1,2}}\left\|\xi_{i}\right\|_{W^{1,\infty}}\left\|A^{k}f\right\|
cεξiW2k+1,2fAk2+εξiW2k+1,2fA2k+122.\displaystyle\leq c_{\varepsilon}\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}^{2}\left\|f\right\|_{A^{k}}^{2}+\varepsilon\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}^{2}\left\|f\right\|_{A^{\frac{2k+1}{2}}}^{2}. (24)

Approaching the next term, using (17),

(1)k𝒫j=1kΔkj[Δ,Bi]Δj1Bif\displaystyle\left\|(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f\right\| cj=1kΔkj[Δ,Bi]Δj1Bif\displaystyle\leq c\sum_{j=1}^{k}\left\|\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f\right\|
cj=1k[Δ,Bi]Δj1BifW2(kj)\displaystyle\leq c\sum_{j=1}^{k}\left\|[\Delta,B_{i}]\Delta^{j-1}B_{i}f\right\|_{W^{2(k-j)}}
cj=1kξiW2(kj)+3,Δj1BifW2(kj)+2,2\displaystyle\leq c\sum_{j=1}^{k}\left\|\xi_{i}\right\|_{W^{2(k-j)+3,\infty}}\left\|\Delta^{j-1}B_{i}f\right\|_{W^{2(k-j)+2,2}}
cj=1kξiW2(kj)+3,BifW2k,2\displaystyle\leq c\sum_{j=1}^{k}\left\|\xi_{i}\right\|_{W^{2(k-j)+3,\infty}}\left\|B_{i}f\right\|_{W^{2k,2}}
cj=1kξiW2(kj)+3,ξiW2k+1,fW2k+1,2\displaystyle\leq c\sum_{j=1}^{k}\left\|\xi_{i}\right\|_{W^{2(k-j)+3,\infty}}\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}\left\|f\right\|_{W^{2k+1,2}}
cξiW2k+1,2fW2k+1,2.\displaystyle\leq c\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}^{2}\left\|f\right\|_{W^{2k+1,2}}. (25)

Therefore

(1)k𝒫j=1kΔkj[Δ,Bi]Δj1Bif,Akf\displaystyle\left\langle(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f,A^{k}f\right\rangle cξiW2k+1,2fW2k+1,2Akf\displaystyle\leq c\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}^{2}\left\|f\right\|_{W^{2k+1,2}}\left\|A^{k}f\right\|
cεξiW2k+1,2fAk2+εξiW2k+1,2fA2k+122\displaystyle\leq c_{\varepsilon}\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}^{2}\left\|f\right\|_{A^{k}}^{2}+\varepsilon\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}^{2}\left\|f\right\|_{A^{\frac{2k+1}{2}}}^{2}

where the same arguments generate the same control on the final term, concluding the proof of item 1. Item 2 is unsurprisingly alike, so letting m=2k1m=2k-1 and fD(Ak+1)f\in D(A^{k+1}), we make the initial observation with Lemma 2.3 that

A2k12𝒫Bi2f,A2k12f+A2k12𝒫Bif,A2k12𝒫Bif=Ak1𝒫Bi2f,Akf+Ak1𝒫Bif,Ak𝒫Bif.\left\langle A^{\frac{2k-1}{2}}\mathcal{P}B_{i}^{2}f,A^{\frac{2k-1}{2}}f\right\rangle+\left\langle A^{\frac{2k-1}{2}}\mathcal{P}B_{i}f,A^{\frac{2k-1}{2}}\mathcal{P}B_{i}f\right\rangle=\left\langle A^{k-1}\mathcal{P}B_{i}^{2}f,A^{k}f\right\rangle+\left\langle A^{k-1}\mathcal{P}B_{i}f,A^{k}\mathcal{P}B_{i}f\right\rangle.

With the same approach that was used for (22), we represent this as

Ak1𝒫Bi2f,Akf\displaystyle\left\langle A^{k-1}\mathcal{P}B_{i}^{2}f,A^{k}f\right\rangle +Ak1𝒫Bif,Ak𝒫Bif\displaystyle+\left\langle A^{k-1}\mathcal{P}B_{i}f,A^{k}\mathcal{P}B_{i}f\right\rangle
=Ak1Bif,(Bi+Bi)Akf+(1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1Bif,Akf\displaystyle=\left\langle A^{k-1}B_{i}f,(B_{i}^{*}+B_{i})A^{k}f\right\rangle+\left\langle(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f,A^{k}f\right\rangle
+Ak1Bif,(1)k𝒫j=1kΔkj[Δ,Bi]Δj1f.\displaystyle\qquad\qquad\qquad+\left\langle A^{k-1}B_{i}f,(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f\right\rangle. (26)

Similarly to (24),

Ak1Bif,(Bi+Bi)Akf\displaystyle\left\langle A^{k-1}B_{i}f,(B_{i}^{*}+B_{i})A^{k}f\right\rangle cBifW2(k1),2(𝒯ξi+𝒯ξi)Akf\displaystyle\leq c\left\|B_{i}f\right\|_{W^{2(k-1),2}}\left\|(\mathcal{T}_{\xi_{i}}^{*}+\mathcal{T}_{\xi_{i}})A^{k}f\right\|
cξiW2k1,2fW2k1,2fW2k,2\displaystyle\leq c\left\|\xi_{i}\right\|_{W^{2k-1,\infty}}^{2}\left\|f\right\|_{W^{2k-1,2}}\left\|f\right\|_{W^{2k,2}}
cεξiW2k1,2fA2k122+εξiW2k1,2fAk2\displaystyle\leq c_{\varepsilon}\left\|\xi_{i}\right\|_{W^{2k-1,\infty}}^{2}\left\|f\right\|_{A^{\frac{2k-1}{2}}}^{2}+\varepsilon\left\|\xi_{i}\right\|_{W^{2k-1,\infty}}^{2}\left\|f\right\|_{A^{k}}^{2}

and comparing to (25),

(1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1BifcξiW2k1,2fW2k1,2\displaystyle\left\|(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}B_{i}f\right\|\leq c\left\|\xi_{i}\right\|_{W^{2k-1,\infty}}^{2}\left\|f\right\|_{W^{2k-1,2}}

as well as

(1)k𝒫j=1kΔkj[Δ,Bi]Δj1fcj=1kξiW2(kj)+3,fW2k,2cξiW2k+1,fW2k,2.\displaystyle\left\|(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f\right\|\leq c\sum_{j=1}^{k}\left\|\xi_{i}\right\|_{W^{2(k-j)+3,\infty}}\left\|f\right\|_{W^{2k,2}}\leq c\left\|\xi_{i}\right\|_{W^{2k+1,\infty}}\left\|f\right\|_{W^{2k,2}}. (27)

It is now straightforwards to slot these bounds into (26) with Cauchy-Scwharz and Young’s Inequality, concluding the proof in the same manner as item 1.

Practically for energy estimates of (11), Proposition 2.14 is used for the sum between the Itô-Stratonovich corrector and the quadratic variation of the stochastic integral. For the stochastic integral itself, upon applying the Burkholder-Davis-Gundy Inequality, we will use Proposition 2.15.

Proposition 2.15.

We have the following high order estimates:

  1. 1.

    Let mm\in\mathbb{N} be even. There exists a constant cc such that for all ξiLσ2W0m,2Wm+2,\xi_{i}\in L^{2}_{\sigma}\cap W^{m,2}_{0}\cap W^{m+2,\infty} and fD(Am+22)f\in D(A^{\frac{m+2}{2}}),

    𝒫Bif,fAm22cξiWm+1,2fAm24;\left\langle\mathcal{P}B_{i}f,f\right\rangle_{A^{\frac{m}{2}}}^{2}\leq c\left\|\xi_{i}\right\|_{W^{m+1,\infty}}^{2}\left\|f\right\|_{A^{\frac{m}{2}}}^{4};
  2. 2.

    Let mm\in\mathbb{N} be odd. There exists a constant cc such that for all ξiLσ2W0m+1,2Wm+3,\xi_{i}\in L^{2}_{\sigma}\cap W^{m+1,2}_{0}\cap W^{m+3,\infty} and fD(Am+32)f\in D(A^{\frac{m+3}{2}}),

    𝒫Bif,fAm22cξiWm+1,2fAm24.\left\langle\mathcal{P}B_{i}f,f\right\rangle_{A^{\frac{m}{2}}}^{2}\leq c\left\|\xi_{i}\right\|_{W^{m+1,\infty}}^{2}\left\|f\right\|_{A^{\frac{m}{2}}}^{4}.
Proof.

Once more we begin with the even case m=2km=2k. We must control

Ak𝒫Bif,Akf2\left\langle A^{k}\mathcal{P}B_{i}f,A^{k}f\right\rangle^{2}

which we approach similarly to Proposition 2.14 in terms of commutator arguments. Recalling (23), followed by using that 𝒫\mathcal{P} is self-adjoint and the bounds (20), (27), we obtain that

Ak𝒫Bif,Akf2\displaystyle\left\langle A^{k}\mathcal{P}B_{i}f,A^{k}f\right\rangle^{2} =(𝒫BiAkf,Akf+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1f,Akf)2\displaystyle=\left(\left\langle\mathcal{P}B_{i}A^{k}f,A^{k}f\right\rangle+\left\langle(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f,A^{k}f\right\rangle\right)^{2}
=(BiAkf,Akf+(1)k𝒫j=1kΔkj[Δ,Bi]Δj1f,Akf)2\displaystyle=\left(\left\langle B_{i}A^{k}f,A^{k}f\right\rangle+\left\langle(-1)^{k}\mathcal{P}\sum_{j=1}^{k}\Delta^{k-j}[\Delta,B_{i}]\Delta^{j-1}f,A^{k}f\right\rangle\right)^{2}
cξiW2k+1,2fAk4.\displaystyle\leq c\left\|\xi_{i}\right\|^{2}_{W^{2k+1,\infty}}\left\|f\right\|_{A^{k}}^{4}.

Moving on to odd m=2k1m=2k-1, our starting expression is

Am2𝒫Bif,Am2f2=Ak𝒫Bif,Ak1f2.\left\langle A^{\frac{m}{2}}\mathcal{P}B_{i}f,A^{\frac{m}{2}}f\right\rangle^{2}=\left\langle A^{k}\mathcal{P}B_{i}f,A^{k-1}f\right\rangle^{2}.

We now look to commute only the first k1k-1 powers of AA with 𝒫Bi\mathcal{P}B_{i}, leading to

Ak𝒫Bif,Ak1f2\displaystyle\left\langle A^{k}\mathcal{P}B_{i}f,A^{k-1}f\right\rangle^{2} =(A𝒫BiAk1f,Ak1f+A(1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1f,Ak1f)2\displaystyle=\left(\left\langle A\mathcal{P}B_{i}A^{k-1}f,A^{k-1}f\right\rangle+\left\langle A(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}f,A^{k-1}f\right\rangle\right)^{2}
2ΔBiAk1f,Ak1f2+2A(1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1f,Ak1f2.\displaystyle\leq 2\left\langle\Delta B_{i}A^{k-1}f,A^{k-1}f\right\rangle^{2}+2\left\langle A(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}f,A^{k-1}f\right\rangle^{2}.

As the second term appears more familiar we start there, though we must be precise as there are one too many derivatives in the left side of the inner product. We handle this by observing that Ak1𝒫BifD(A)A^{k-1}\mathcal{P}B_{i}f\in D(A) given that 𝒫BifD(Ak)\mathcal{P}B_{i}f\in D(A^{k}), and as 𝒫BiAk1fD(A)\mathcal{P}B_{i}A^{k-1}f\in D(A) then so too is the difference (1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1f(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}f. Therefore,

A(1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1f,Ak1f2=A12(1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1f,Ak12f2.\left\langle A(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}f,A^{k-1}f\right\rangle^{2}=\left\langle A^{\frac{1}{2}}(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}f,A^{k-\frac{1}{2}}f\right\rangle^{2}.

The desired bound now comes out of Cauchy-Schwarz,

A12(1)k1𝒫j=1k1Δk1j[Δ,Bi]Δj1f\displaystyle\left\|A^{\frac{1}{2}}(-1)^{k-1}\mathcal{P}\sum_{j=1}^{k-1}\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}f\right\| cj=1k1Δk1j[Δ,Bi]Δj1f1\displaystyle\leq c\sum_{j=1}^{k-1}\left\|\Delta^{k-1-j}[\Delta,B_{i}]\Delta^{j-1}f\right\|_{1}
cj=1k1[Δ,Bi]Δj1fW2(kj)1,2\displaystyle\leq c\sum_{j=1}^{k-1}\left\|[\Delta,B_{i}]\Delta^{j-1}f\right\|_{W^{2(k-j)-1,2}}
cξiW2k,fW2k1,2\displaystyle\leq c\left\|\xi_{i}\right\|_{W^{2k,\infty}}\left\|f\right\|_{W^{2k-1,2}}

again using (17). To conclude the proof it only remains to control

ΔBiAk1f,Ak1f2.\left\langle\Delta B_{i}A^{k-1}f,A^{k-1}f\right\rangle^{2}. (28)

For this we can use that ξiW0m+1,2\xi_{i}\in W^{m+1,2}_{0} to carry out an integration by parts with null boundary term, reducing (28) to

BiAk1f,Ak1f12.\left\langle B_{i}A^{k-1}f,A^{k-1}f\right\rangle_{1}^{2}.

This is now controlled by (20) as required.

2.3 Strong Solutions of the Fully Hyperdissipative Equation

We now prove a first existence and uniqueness result of this paper, achieved as a swift application of the variational framework developed in [32]. This result will be improved upon in Subsection 3.1 by reducing the required hyperdissipation, though its proof relies upon the solutions given here.

Definition 2.16.

Two processes uu and vv are said to be indistinguishable if

({ωΩ:ut(ω)=vt(ω)t[0,T]})=1.\mathbbm{P}\left(\left\{\omega\in\Omega:u_{t}(\omega)=v_{t}(\omega)\quad\forall t\in[0,T]\right\}\right)=1.
Proposition 2.17.

Let α=2κ\alpha=2\kappa and κ0\kappa\geq 0. For a given mm\in\mathbb{N} let u0:ΩD(Am2)u_{0}:\Omega\rightarrow D(A^{\frac{m}{2}}) be 0\mathcal{F}_{0}-measurable and ξiLσ2W0m+1,2Wm+3,\xi_{i}\in L^{2}_{\sigma}\cap W^{m+1,2}_{0}\cap W^{m+3,\infty} such that i=1ξiWm+2,2<\sum_{i=1}^{\infty}\left\|\xi_{i}\right\|_{W^{m+2,\infty}}^{2}<\infty. Then there exists a progressively measurable process uu in D(Am)D(A^{m}) such that for a.e.\mathbbm{P}-a.e. ω\omega, u(ω)C([0,T];D(Am2))L2([0,T];D(Am))u_{\cdot}(\omega)\in C\left([0,T];D(A^{\frac{m}{2}})\right)\cap L^{2}\left([0,T];D(A^{m})\right) and

ut=u00t𝒫usus𝑑sν0tAmus𝑑s+120ti=1𝒫Bi2usds0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}A^{m}u_{s}\,ds+\frac{1}{2}\int_{0}^{t}\sum_{i=1}^{\infty}\mathcal{P}B_{i}^{2}u_{s}ds-\int_{0}^{t}\mathcal{P}Bu_{s}d\mathcal{W}_{s}

holds a.s.\mathbbm{P}-a.s. in Lσ2L^{2}_{\sigma} for all t[0,T]t\in[0,T]. Moreover if vv is any other such process, then uu and vv are indistinguishable.

This result was proven in [30] for the case m=1m=1, as an application of Theorem 4.16 presented in the appendix. Our proof of Proposition 2.17 again comes as an application of Theorem 4.16, so we present the details of this application here for m2m\geq 2. Our equation verifies the functional framework of Subsection 4.1 for the spaces

V:=D(Am),H:=D(Am2),U:=Lσ2.\displaystyle V:=D(A^{m}),\qquad H:=D(A^{\frac{m}{2}}),\qquad U:=L^{2}_{\sigma}.

We note that D(Am2)W¯σ1,2D(A^{\frac{m}{2}})\hookrightarrow\bar{W}^{1,2}_{\sigma} which is compactly embedded into Lσ2L^{2}_{\sigma}. We use the system of eigenfunctions of the Stokes Operator from Lemma 1.4, whose properties are explored in Subsection 1.2. Note that the nonlinear term maps from D(Am2)D(A^{\frac{m}{2}}) into Lσ2L^{2}_{\sigma} (recall once more that m2m\geq 2), so its representation as an element of (D(Am2))\left(D(A^{\frac{m}{2}})\right)^{*} is clear. For the hyperdissipative term, we have that

Amf,g(D(Am2))×D(Am2)=Am2f,Am2g.\left\langle A^{m}f,g\right\rangle_{\left(D(A^{\frac{m}{2}})\right)^{*}\times D(A^{\frac{m}{2}})}=\left\langle A^{\frac{m}{2}}f,A^{\frac{m}{2}}g\right\rangle.

The verification of Assumption Sets 2 and 3 pose no additional difficulties to the case m=1m=1, as these are Lσ2L^{2}_{\sigma} based estimates. For Assumption Set 3, we may take H¯=H=D(Am2)\bar{H}=H=D(A^{\frac{m}{2}}), recalling that the noise maps into the right space from Lemma 2.12. The approximation (47) was shown in Proposition 2.11. Assumption 4.7 sees little difference to the m=1m=1 case, so we conclude by addressing Assumption 4.8. The necessary noise estimates were the content of Propositions 2.14 and 2.15, using that 𝒫¯n\bar{\mathcal{P}}_{n} is self-adjoint in this space, and taking

ε=ν2i=1ξiWm+2,2\varepsilon=\frac{\nu}{2\sum_{i=1}^{\infty}\left\|\xi_{i}\right\|_{W^{m+2,\infty}}^{2}}

in Proposition 2.14. Of course the hyperdissipative term gives us simply

Amϕn,ϕnAm2=ϕnAm2\left\langle A^{m}\phi^{n},\phi^{n}\right\rangle_{A^{\frac{m}{2}}}=\left\|\phi^{n}\right\|_{A^{m}}^{2}

from Lemma 2.3. In the nonlinear term we do not have that 𝒫ϕnϕnD(Am2)\mathcal{P}\mathcal{L}_{\phi^{n}}\phi^{n}\in D(A^{\frac{m}{2}}) so we cannot simply pass the 𝒫¯n\bar{\mathcal{P}}_{n} to the other side, or use some uniform boundedness property in this space.444This fact is the reason why we require hyperdissipativity at all. To control this term, we instead observe that

𝒫¯n𝒫ϕnϕn,ϕnAm2=A12𝒫¯n𝒫ϕnϕn,A2m12ϕnϕnϕnW1,2A2m12ϕn\left\langle\bar{\mathcal{P}}_{n}\mathcal{P}\mathcal{L}_{\phi^{n}}\phi^{n},\phi^{n}\right\rangle_{A^{\frac{m}{2}}}=\left\langle A^{\frac{1}{2}}\bar{\mathcal{P}}_{n}\mathcal{P}\mathcal{L}_{\phi^{n}}\phi^{n},A^{\frac{2m-1}{2}}\phi^{n}\right\rangle\leq\left\|\mathcal{L}_{\phi^{n}}\phi^{n}\right\|_{W^{1,2}}\left\|A^{\frac{2m-1}{2}}\phi^{n}\right\|

using that 𝒫ϕnϕnD(A12)\mathcal{P}\mathcal{L}_{\phi^{n}}\phi^{n}\in D(A^{\frac{1}{2}}), the equivalence of the norms and the boundedness of the Leray Projector. The control

ϕnϕnW1,2cϕnW2,22\left\|\mathcal{L}_{\phi^{n}}\phi^{n}\right\|_{W^{1,2}}\leq c\left\|\phi^{n}\right\|_{W^{2,2}}^{2}

is classical. Using the possibly coarse bound ϕnW2,2cϕnWm,2\left\|\phi^{n}\right\|_{W^{2,2}}\leq c\left\|\phi^{n}\right\|_{W^{m,2}}, the equivalence of the given norms with their fractional Stokes counterparts as well as Young’s Inequality, we ultimately have that

𝒫¯n𝒫ϕnϕn,ϕnAm2cϕnAm24+ν2ϕnAm2.\displaystyle\left\langle\bar{\mathcal{P}}_{n}\mathcal{P}\mathcal{L}_{\phi^{n}}\phi^{n},\phi^{n}\right\rangle_{A^{\frac{m}{2}}}\leq c\left\|\phi^{n}\right\|_{A^{\frac{m}{2}}}^{4}+\frac{\nu}{2}\left\|\phi^{n}\right\|_{A^{m}}^{2}.

In fact we have a sharper bound,

𝒫¯n𝒫ϕnϕn,ϕnAm2cϕnA2ϕnAm22+ν2ϕnA2m122\displaystyle\left\langle\bar{\mathcal{P}}_{n}\mathcal{P}\mathcal{L}_{\phi^{n}}\phi^{n},\phi^{n}\right\rangle_{A^{\frac{m}{2}}}\leq c\left\|\phi^{n}\right\|_{A}^{2}\left\|\phi^{n}\right\|_{A^{\frac{m}{2}}}^{2}+\frac{\nu}{2}\left\|\phi^{n}\right\|_{A^{\frac{2m-1}{2}}}^{2} (29)

which will prove relevant in Theorem 3.1. This completely verifies an application of Theorem 4.16 which only leaves the pathwise continuity in Proposition 2.17 to be shown, for which we apply Lemma 4.17 with the bilinear form

f,ϕU×V:=f,Amϕ.\left\langle f,\phi\right\rangle_{U\times V}:=\left\langle f,A^{m}\phi\right\rangle.

3 Existence of Strong Solutions

In this section we state and prove the main existence and uniqueness results of this work. Subsection 3.1 is concerned with reducing the dissipation required in Proposition 2.17, leading to our key existence result for the Itô form (12). In Subsection 3.2, the solutions obtained in Subsection 3.1 are shown to be strong solutions of the Stratonovich form (6). We use the abstract Itô-Stratonovich conversion of [29], stated in the appendix, Section 6. Particular attention is drawn to the case of no hyperdissipation, obtaining genuine strong solutions of (2).

3.1 Improved Regularity with Reduced Dissipation

The main result of this subsection is the following.

Theorem 3.1.

Let α=2κ\alpha=2\kappa and κ0\kappa\geq 0. For a given mm\in\mathbb{N}, m2m\geq 2, let u0:ΩD(Am2)u_{0}:\Omega\rightarrow D(A^{\frac{m}{2}}) be 0\mathcal{F}_{0}-measurable, ξiLσ2W0m+1,2Wm+3,\xi_{i}\in L^{2}_{\sigma}\cap W^{m+1,2}_{0}\cap W^{m+3,\infty} such that i=1ξiWm+2,2<\sum_{i=1}^{\infty}\left\|\xi_{i}\right\|_{W^{m+2,\infty}}^{2}<\infty. Then there exists a progressively measurable process uu in D(A2m12)D(A^{\frac{2m-1}{2}}) such that for a.e.\mathbbm{P}-a.e. ω\omega, u(ω)C([0,T];D(Am2))L2([0,T];D(A2m12))u_{\cdot}(\omega)\in C\left([0,T];D(A^{\frac{m}{2}})\right)\cap L^{2}\left([0,T];D(A^{\frac{2m-1}{2}})\right) and

ut=u00t𝒫usus𝑑sν0tAm1us𝑑s+120ti=1𝒫Bi2usds0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}A^{m-1}u_{s}\,ds+\frac{1}{2}\int_{0}^{t}\sum_{i=1}^{\infty}\mathcal{P}B_{i}^{2}u_{s}ds-\int_{0}^{t}\mathcal{P}Bu_{s}d\mathcal{W}_{s} (30)

holds a.s.\mathbbm{P}-a.s. in W¯σ1,2\bar{W}^{1,2}_{\sigma} for all t[0,T]t\in[0,T]. Moreover if vv is any other such process, then uu and vv are indistinguishable.

Our idea is to apply Theorem 5.10 with the spaces

𝒱:=D(A2m12),:=D(Am2),𝒰:=D(A12)\mathscr{V}:=D(A^{\frac{2m-1}{2}}),\qquad\mathscr{H}:=D(A^{\frac{m}{2}}),\qquad\mathscr{U}:=D(A^{\frac{1}{2}})

to the equation (30), verifying the existence of a maximal solution until blow-up in a norm which is known to remain finite on [0,T][0,T] from Proposition 2.17. To make our use of Proposition 2.17 precise we fix the assumptions of Theorem 3.1 and write down the application of this proposition to equation (30) as the following lemma.

Lemma 3.2.

There exists a progressively measurable process uu in D(Am1)D(A^{m-1}) such that for a.e.\mathbbm{P}-a.e. ω\omega, u(ω)C([0,T];D(Am12))L2([0,T];D(Am1))u_{\cdot}(\omega)\in C\left([0,T];D(A^{\frac{m-1}{2}})\right)\cap L^{2}\left([0,T];D(A^{m-1})\right) and (30) holds a.s.\mathbbm{P}-a.s. in Lσ2L^{2}_{\sigma} for all t[0,T]t\in[0,T]. Moreover if vv is any other such process, then uu and vv are indistinguishable.

Our use of Theorem 5.10 can be seen as upgrading the regularity on the unique process uu specified in Lemma 3.2 to that required in Theorem 3.1. To verify the assumptions of Theorem 5.10 we note that in the case m=2m=2 these assumptions were completely verified on the torus in [34] Section 3. Given the work done in Subsections 2.1 and 2.2 there are no additional details needed to verify the assumptions in our case. Indeed even for larger mm it is only Assumption 5.2 that requires particular attention, as the space 𝒰\mathscr{U} remains the same. For the nonlinear term we use (29), and for the Stokes Operator we simply note that

Am1ϕn,ϕnAm2=ϕnA2m122.\left\langle A^{m-1}\phi^{n},\phi^{n}\right\rangle_{A^{\frac{m}{2}}}=\left\|\phi^{n}\right\|_{A^{\frac{2m-1}{2}}}^{2}.

Estimates on the noise again come from Subsection 2.2, and the bilinear form takes the representation

f,ψ𝒰×𝒱:=A12f,A2m12ψ=f,ψAm2\left\langle f,\psi\right\rangle_{\mathscr{U}\times\mathscr{V}}:=\left\langle A^{\frac{1}{2}}f,A^{\frac{2m-1}{2}}\psi\right\rangle=\left\langle f,\psi\right\rangle_{A^{\frac{m}{2}}}

for fD(Am2)f\in D(A^{\frac{m}{2}}). We omit further details and apply Theorem 5.10 in this context, obtaining a maximal solution of (30) in the sense of Definition 5.7 which in light of uniqueness must agree with the uu specified in Lemma 3.2 on its time of existence. We deduce the following.

Lemma 3.3.

Let uu be the unique process specified in Lemma 3.2. Then if

supr[0,T)urA122+0TurAm22𝑑r<\sup_{r\in[0,T)}\left\|u_{r}\right\|_{A^{\frac{1}{2}}}^{2}+\int_{0}^{T}\left\|u_{r}\right\|_{A^{\frac{m}{2}}}^{2}dr<\infty (31)

a.s.\mathbbm{P}-a.s., we have that uu is progressively measurable process in D(A2m12)D(A^{\frac{2m-1}{2}}) and for a.e.\mathbbm{P}-a.e. ω\omega, u(ω)C([0,T];D(Am2))L2([0,T];D(A2m12))u_{\cdot}(\omega)\in C\left([0,T];D(A^{\frac{m}{2}})\right)\cap L^{2}\left([0,T];D(A^{\frac{2m-1}{2}})\right).

Proof.

We apply Theorem 5.10 as described, where local strong solutions in this sense are progressively measurable in D(A2m12)D(A^{\frac{2m-1}{2}}) and belong pathwise to C([0,τ];D(Am2))L2([0,τ];D(A2m12))C\left([0,\tau];D(A^{\frac{m}{2}})\right)\cap L^{2}\left([0,\tau];D(A^{\frac{2m-1}{2}})\right). The result comes from the second assertion of Theorem 5.10 by choosing τ\tau as simply TT. ∎

Moreover, to prove Theorem 3.1 it is sufficient to verify (31). This is, however, clear from the known regularity of Lemma 3.2, appreciating that as m2m\geq 2 then m1m2m-1\geq\frac{m}{2}. The proof of Theorem 3.1 is complete.

3.2 Strong Solutions of the Stratonovich Equation

The key result of this subsection is the following.

Theorem 3.4.

Let uu be the unique 555By unique we mean ‘up to indistinguishability’. process specified in Theorem 3.1. Then uu satisfies the identity

ut=u00t𝒫usus𝑑sν0tAm1us𝑑s0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}A^{m-1}u_{s}\,ds-\int_{0}^{t}\mathcal{P}Bu_{s}\circ d\mathcal{W}_{s}

a.s.\mathbbm{P}-a.s. in Lσ2L^{2}_{\sigma} for all t[0,T]t\in[0,T].

We emphasise the case where m=2m=2 and state the full result below, using the equivalence of spaces given in Proposition 2.6 and Lemma 2.9.

Theorem 3.5.

Let α=2κ\alpha=2\kappa, κ0\kappa\geq 0, u0:ΩW¯α2,2u_{0}:\Omega\rightarrow\bar{W}^{2,2}_{\alpha} be 0\mathcal{F}_{0}-measurable and ξiLσ2W03,2W5,\xi_{i}\in L^{2}_{\sigma}\cap W^{3,2}_{0}\cap W^{5,\infty} such that i=1ξiW4,2<\sum_{i=1}^{\infty}\left\|\xi_{i}\right\|_{W^{4,\infty}}^{2}<\infty. Then there exists a progressively measurable process uu in W3,2W¯α2,2W^{3,2}\cap\bar{W}^{2,2}_{\alpha} such that for a.e.\mathbbm{P}-a.e. ω\omega, u(ω)C([0,T];W¯α2,2))L2([0,T];W3,2)u_{\cdot}(\omega)\in C\left([0,T];\bar{W}^{2,2}_{\alpha})\right)\cap L^{2}\left([0,T];W^{3,2}\right) and uu satisfies the identity

ut=u00t𝒫usus𝑑sν0tAus𝑑s0t𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}Au_{s}\,ds-\int_{0}^{t}\mathcal{P}Bu_{s}\circ d\mathcal{W}_{s}

a.s.\mathbbm{P}-a.s. in Lσ2L^{2}_{\sigma} for all t[0,T]t\in[0,T].

As stated Theorem 3.5 follows as a particular case of Theorem 3.4, hence it is sufficient to prove Theorem 3.4 alone. This follows directly from Theorem 6.3 for the spaces

V:=D(A2m12),H:=D(Am2),U:=D(A12),X:=Lσ2.\displaystyle V:=D(A^{\frac{2m-1}{2}}),\quad H:=D(A^{\frac{m}{2}}),\quad U:=D(A^{\frac{1}{2}}),\quad X:=L^{2}_{\sigma}.

The assumptions of Theorem 6.3 are immediate in light of Subsection 2.2. We conclude the proof here.

3.3 The Torus

For completeness we briefly address the equation (2) posed over the NN- dimensional torus 𝕋N\mathbb{T}^{N} for N=N= 2 or 3 dimensions, where hyperdissipation is not required. For the functional analytic framework we recall that any function fL2(𝕋N;N)f\in L^{2}(\mathbb{T}^{N};\mathbb{R}^{N}) admits the representation

f(x)=kNfkeikxf(x)=\sum_{k\in\mathbb{Z}^{N}}f_{k}e^{ik\cdot x} (32)

whereby each fkNf_{k}\in\mathbb{C}^{N} is such that fk=fk¯f_{k}=\mkern 1.5mu\overline{\mkern-1.5muf_{-k}\mkern-1.5mu}\mkern 1.5mu and the infinite sum is defined as a limit in L2(𝕋N;N)L^{2}(\mathbb{T}^{N};\mathbb{R}^{N}), see e.g. [59] Subsection 1.5 for details. In this setting we can make the following definition.

Definition 3.6.

We define Lσ2L^{2}_{\sigma} as the subset of L2(𝕋N;N)L^{2}(\mathbb{T}^{N};\mathbb{R}^{N}) of zero-mean functions ff whereby for all kNk\in\mathbbm{Z}^{N}, kfk=0k\cdot f_{k}=0 with fkf_{k} as in (32). For general mm\in\mathbb{N} we introduce Wσm,2W^{m,2}_{\sigma} as the intersection of Wm,2(𝕋N;N)W^{m,2}(\mathbb{T}^{N};\mathbb{R}^{N}) respectively with Lσ2L^{2}_{\sigma}.

Note that the dimensionality NN is not explicitly included in the spaces, but will be made clear from context. In either case the spaces D(As)D(A^{s}) can be introduced exactly as in Subsection 2.1, with characterisation D(Am2)=Wσm,2D(A^{\frac{m}{2}})=W^{m,2}_{\sigma}. Further details can be found in [59] Exercises 2.12, 2.13 and the discussion in Subsection 2.3. The higher order regularity of solutions via an iterated application of Theorem 5.10 was shown in [31] Theorem 4.3, for a Lipschitz noise. With the noise estimates of Subsection 2.2, clearly holding on the torus as well, it is straightforwards to apply the same procedure for the SALT noise considered in this paper. Combined with the Itô-Stratonovich conversion as in Theorem 3.5, we have the following.

Proposition 3.7.

For m2m\geq 2 let u0:ΩWσm,2u_{0}:\Omega\rightarrow W^{m,2}_{\sigma} be 0\mathcal{F}_{0}-measurable and (u,τ)(u,\tau) be a local strong solution of the equation

ut=u00t𝒫usus𝑑sν0tAus𝑑s+120ti=1𝒫Bi2usds0t𝒫Bus𝑑𝒲s.u_{t}=u_{0}-\int_{0}^{t}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t}Au_{s}\,ds+\frac{1}{2}\int_{0}^{t}\sum_{i=1}^{\infty}\mathcal{P}B_{i}^{2}u_{s}ds-\int_{0}^{t}\mathcal{P}Bu_{s}d\mathcal{W}_{s}.

Then u𝟙τu_{\cdot}\mathbbm{1}_{\cdot\leq\tau} is progressively measurable in Wσm+1,2W^{m+1,2}_{\sigma} and such that for a.e.\mathbbm{P}-a.e. ω\omega, u(ω)C([0,T];Wσm,2)u_{\cdot}(\omega)\in C\left([0,T];W^{m,2}_{\sigma}\right) and u(ω)𝟙τ(ω)L2([0,T];Wσm+1,2)u_{\cdot}(\omega)\mathbbm{1}_{\cdot\leq\tau(\omega)}\in L^{2}\left([0,T];W^{m+1,2}_{\sigma}\right). Moreover uu satisfies

ut=u00tτ𝒫usus𝑑sν0tτAus𝑑s0tτ𝒫Bus𝑑𝒲su_{t}=u_{0}-\int_{0}^{t\wedge\tau}\mathcal{P}\mathcal{L}_{u_{s}}u_{s}\ ds-\nu\int_{0}^{t\wedge\tau}Au_{s}\,ds-\int_{0}^{t\wedge\tau}\mathcal{P}Bu_{s}\circ d\mathcal{W}_{s}

a.s.\mathbbm{P}-a.s. in Lσ2L^{2}_{\sigma} for all t0t\geq 0. If N=2N=2 then one can choose τ:=T\tau:=T.

We stress that the difference in this setting compared to the Navier boundary is that 𝒫:D(Am+12)D(Am2)\mathcal{P}\mathcal{L}:D(A^{\frac{m+1}{2}})\rightarrow D(A^{\frac{m}{2}}) for m2m\geq 2. At least for the Navier boundary we have that 𝒫:D(A)D(A12)\mathcal{P}\mathcal{L}:D(A)\rightarrow D(A^{\frac{1}{2}}), which is untrue for the corresponding spaces of the no-slip condition, and represents the reason that the additional degree of regularity obtained in Theorem 3.5 is possible for this boundary condition but not for the no-slip condition.

4 Appendix I: Weak and Strong Solutions to Nonlinear SPDEs

4.1 Functional Framework

This appendix is concerned with a variational framework for an abstract Itô SPDE

𝚿t=𝚿0+0t𝒜(s,𝚿s)𝑑s+0t𝒢(s,𝚿s)𝑑𝒲s\bm{\Psi}_{t}=\bm{\Psi}_{0}+\int_{0}^{t}\mathcal{A}(s,\bm{\Psi}_{s})ds+\int_{0}^{t}\mathcal{G}(s,\bm{\Psi}_{s})d\mathcal{W}_{s} (33)

which we pose for a triplet of embedded separable Hilbert Spaces

VHUV\hookrightarrow H\hookrightarrow U

whereby the embeddings are continuous linear injections, and HUH\hookrightarrow U is compact. The equation (33) is posed on a time interval [0,T][0,T] for arbitrary but henceforth fixed T0T\geq 0. The mappings 𝒜,𝒢\mathcal{A},\mathcal{G} are such that 𝒜:[0,T]×VU,𝒢:[0,T]×H2(𝔘;U)\mathcal{A}:[0,T]\times V\rightarrow U,\mathcal{G}:[0,T]\times H\rightarrow\mathscr{L}^{2}(\mathfrak{U};U) are measurable. Understanding 𝒢\mathcal{G} as a mapping 𝒢:[0,T]×H×𝔘U\mathcal{G}:[0,T]\times H\times\mathfrak{U}\rightarrow U, we introduce the notation 𝒢i(,):=𝒢(,,ei)\mathcal{G}_{i}(\cdot,\cdot):=\mathcal{G}(\cdot,\cdot,e_{i}). We further impose the existence of a system of elements (ak)(a_{k}) of VV which form an orthogonal basis of UU and a basis of HH. Let us define the spaces Vn:=span{a1,,an}V_{n}:=\textnormal{span}\left\{a_{1},\dots,a_{n}\right\} and 𝒫n\mathcal{P}_{n} as the orthogonal projection to VnV_{n} in UU, that is

𝒫n:fk=1nf,akUak.\mathcal{P}_{n}:f\mapsto\sum_{k=1}^{n}\left\langle f,a_{k}\right\rangle_{U}a_{k}.

It is required that the (𝒫n)(\mathcal{P}_{n}) are uniformly bounded in HH, which is to say that there exists a constant cc independent of nn such that for all fHf\in H,

𝒫nfHcfH.\left\|\mathcal{P}_{n}f\right\|_{H}\leq c\left\|f\right\|_{H}. (34)

Moreover, our setup can be expanded by considering the induced Gelfand Triple

HUHH\xhookrightarrow{}U\xhookrightarrow{}H^{*}

defined relative to the inclusion mapping i:HUi:H\rightarrow U; indeed, the embedding of UU into HH^{*} is given by the composition of the isomorphism mapping UU into UU^{*} with the adjoint i:UHi^{*}:U^{*}\rightarrow H^{*}. In particular, the duality pairing between HH and HH^{*}, ,H×H\left\langle\cdot,\cdot\right\rangle_{H^{*}\times H}, is compatible with ,U\left\langle\cdot,\cdot\right\rangle_{U} in the sense that for for any fUf\in U, gHg\in H,

f,gH×H=f,gU.\left\langle f,g\right\rangle_{H^{*}\times H}=\left\langle f,g\right\rangle_{U}.

We assume that 𝒜:[0,T]×HH\mathcal{A}:[0,T]\times H\rightarrow H^{*} is measurable. Specific bounds on the mappings 𝒜\mathcal{A} and 𝒢\mathcal{G} will be imposed in Assumption Sets 1, 2 and 3. We shall let c:[0,T]c_{\cdot}:[0,T]\rightarrow\mathbb{R} denote any bounded function, and for any constant pp\in\mathbb{R} we define the functions KU:UK_{U}:U\rightarrow\mathbb{R}, KH:HK_{H}:H\rightarrow\mathbb{R}, KV:VK_{V}:V\rightarrow\mathbb{R} by

KU(ϕ)=1+ϕUp,KH(ϕ)=1+ϕHp,KV(ϕ)=1+ϕVp.K_{U}(\phi)=1+\left\|\phi\right\|_{U}^{p},\quad K_{H}(\phi)=1+\left\|\phi\right\|_{H}^{p},\quad K_{V}(\phi)=1+\left\|\phi\right\|_{V}^{p}.

We may also consider these mappings as functions of two variables, e.g. KU:U×UK_{U}:U\times U\rightarrow\mathbb{R} by

KU(ϕ,ψ)=1+ϕUp+ψUp.K_{U}(\phi,\psi)=1+\left\|\phi\right\|_{U}^{p}+\left\|\psi\right\|_{U}^{p}.

Our assumptions will be stated for ‘the existence of a KK such that…’ where we really mean ‘the existence of a pp such that, for the corresponding KK, …’.

4.2 Assumption Set 1

Recall the setup and notation of Subsection 4.1. We assume that there exists a cc_{\cdot}, KK and γ>0\gamma>0 such that for all ϕ,ψV\phi,\psi\in V, fHf\in H and t[0,T]t\in[0,T]:

Assumption 4.1.
𝒜(t,f)H+i=1𝒢i(t,f)U2\displaystyle\left\|\mathcal{A}(t,f)\right\|_{H^{*}}+\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,f)\right\|^{2}_{U} ctKU(f)[1+fH2],\displaystyle\leq c_{t}K_{U}(f)\left[1+\left\|f\right\|_{H}^{2}\right], (35)
𝒜(t,ϕ)𝒜(t,ψ)U2\displaystyle\left\|\mathcal{A}(t,\phi)-\mathcal{A}(t,\psi)\right\|_{U}^{2} ctKVϕψV2,\displaystyle\leq c_{t}K_{V}\left\|\phi-\psi\right\|_{V}^{2}, (36)
i=1𝒢i(t,ϕ)𝒢i(t,ψ)U2\displaystyle\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,\phi)-\mathcal{G}_{i}(t,\psi)\right\|_{U}^{2} ctKV(ϕ,ψ)ϕψH2.\displaystyle\leq c_{t}K_{V}(\phi,\psi)\left\|\phi-\psi\right\|_{H}^{2}. (37)
Assumption 4.2.
2𝒜(t,ϕ),ϕU+i=1𝒢i(t,ϕ)U2\displaystyle 2\left\langle\mathcal{A}(t,\phi),\phi\right\rangle_{U}+\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,\phi)\right\|_{U}^{2} ct[1+ϕU2]γϕH2,\displaystyle\leq c_{t}\left[1+\left\|\phi\right\|_{U}^{2}\right]-\gamma\left\|\phi\right\|_{H}^{2}, (38)
i=1𝒢i(t,ϕ),ϕU2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{G}_{i}(t,\phi),\phi\right\rangle^{2}_{U} ct[1+ϕU4].\displaystyle\leq c_{t}\left[1+\left\|\phi\right\|_{U}^{4}\right]. (39)
Assumption 4.3.
666In fact in (40), the exponent 3/23/2 could be replaced by any q<2q<2.
𝒜(t,ϕ),fU\displaystyle\left\langle\mathcal{A}(t,\phi),f\right\rangle_{U} ct[KU(ϕ)+ϕH32][KU(f)+fH32],\displaystyle\leq c_{t}\left[K_{U}(\phi)+\left\|\phi\right\|_{H}^{\frac{3}{2}}\right]\left[K_{U}(f)+\left\|f\right\|_{H}^{\frac{3}{2}}\right], (40)
i=1𝒢i(t,ϕ),fU2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{G}_{i}(t,\phi),f\right\rangle^{2}_{U} ctKU(ϕ)KH(f).\displaystyle\leq c_{t}K_{U}(\phi)K_{H}(f). (41)
Assumption 4.4.
𝒜(t,ϕ)A(t,f),ψH×H\displaystyle\left\langle\mathcal{A}(t,\phi)-A(t,f),\psi\right\rangle_{H^{*}\times H} ctKV(ψ)[1+ϕH+fH]ϕfU,\displaystyle\leq c_{t}K_{V}(\psi)\left[1+\left\|\phi\right\|_{H}+\left\|f\right\|_{H}\right]\left\|\phi-f\right\|_{U}, (42)
i=1𝒢i(t,ϕ)𝒢i(t,f),ψU2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{G}_{i}(t,\phi)-\mathcal{G}_{i}(t,f),\psi\right\rangle^{2}_{U} ctKV(ψ)ϕfU2.\displaystyle\leq c_{t}K_{V}(\psi)\left\|\phi-f\right\|_{U}^{2}. (43)

4.3 Assumption Set 2

Recall the setup and notation of Subsection 4.1. We assume that there exists a cc_{\cdot}, KK and γ>0\gamma>0 such that for all f,gHf,g\in H and t[0,T]t\in[0,T]:

Assumption 4.5.
𝒜(t,f)H2\displaystyle\left\|\mathcal{A}(t,f)\right\|_{H^{*}}^{2} ctKU(f)[1+fH2].\displaystyle\leq c_{t}K_{U}(f)\left[1+\left\|f\right\|_{H}^{2}\right]. (44)
Assumption 4.6.
2𝒜(t,f)𝒜(t,g),fgH×H\displaystyle 2\left\langle\mathcal{A}(t,f)-\mathcal{A}(t,g),f-g\right\rangle_{H^{*}\times H} +i=1𝒢i(t,f)𝒢i(t,g)U2\displaystyle+\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,f)-\mathcal{G}_{i}(t,g)\right\|_{U}^{2}
ctKU(f,g)[1+fH2+gH2]fgU2γfgH2,\displaystyle\leq c_{t}K_{U}(f,g)\left[1+\left\|f\right\|_{H}^{2}+\left\|g\right\|_{H}^{2}\right]\left\|f-g\right\|_{U}^{2}-\gamma\left\|f-g\right\|_{H}^{2}, (45)
i=1𝒢i(t,f)𝒢i(t,g),fgU2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{G}_{i}(t,f)-\mathcal{G}_{i}(t,g),f-g\right\rangle^{2}_{U} ctKU(f,g)[1+fH2+gH2]fgU4.\displaystyle\leq c_{t}K_{U}(f,g)\left[1+\left\|f\right\|_{H}^{2}+\left\|g\right\|_{H}^{2}\right]\left\|f-g\right\|_{U}^{4}. (46)

4.4 Assumption Set 3

Recall the setup and notation of Subsection 4.1. We now impose the existence of a new Banach Space H¯\bar{H} which is an extension of HH, or precisely, HH¯UH\subseteq\bar{H}\subseteq U and for every fH¯f\in\bar{H}, fH¯=fH.\left\|f\right\|_{\bar{H}}=\left\|f\right\|_{H}. In addition, 𝒢:[0,T]×V2(𝔘;H¯)\mathcal{G}:[0,T]\times V\rightarrow\mathscr{L}^{2}\left(\mathfrak{U};\bar{H}\right) is assumed measurable. We also suppose that there exists a real valued sequence (μn)(\mu_{n}) with μn\mu_{n}\rightarrow\infty such that for any fH¯f\in\bar{H},

(I𝒫n)fU1μnfH¯\displaystyle\left\|(I-\mathcal{P}_{n})f\right\|_{U}\leq\frac{1}{\mu_{n}}\left\|f\right\|_{\bar{H}} (47)

where II represents the identity operator in UU. Furthermore we assume that there exists a γ>0\gamma>0 such that for any ε>0\varepsilon>0, there exists a cc_{\cdot}, KK (dependent on ε\varepsilon) such that for any ϕV\phi\in V, ϕnVn\phi^{n}\in V_{n} and t[0,T]t\in[0,T]:

Assumption 4.7.
𝒜(t,ϕ)U2+i=1𝒢i(t,ϕ)H¯2ctKU(ϕ)[1+ϕH4+ϕV2]\displaystyle\left\|\mathcal{A}(t,\phi)\right\|_{U}^{2}+\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,\phi)\right\|_{\bar{H}}^{2}\leq c_{t}K_{U}(\phi)\left[1+\left\|\phi\right\|_{H}^{4}+\left\|\phi\right\|_{V}^{2}\right] (48)
Assumption 4.8.
2𝒫n𝒜(t,ϕn),ϕnH+i=1𝒫n𝒢i(t,ϕn)H2\displaystyle 2\left\langle\mathcal{P}_{n}\mathcal{A}(t,\phi^{n}),\phi^{n}\right\rangle_{H}+\sum_{i=1}^{\infty}\left\|\mathcal{P}_{n}\mathcal{G}_{i}(t,\phi^{n})\right\|_{H}^{2} ctKU(ϕn)[1+ϕnH4]γϕnV2,\displaystyle\leq c_{t}K_{U}(\phi^{n})\left[1+\left\|\phi^{n}\right\|_{H}^{4}\right]-\gamma\left\|\phi^{n}\right\|_{V}^{2}, (49)
i=1𝒫n𝒢i(t,ϕn),ϕnH2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{P}_{n}\mathcal{G}_{i}(t,\phi^{n}),\phi^{n}\right\rangle^{2}_{H} ctKU(ϕn)[1+ϕnH6]+εϕnV2.\displaystyle\leq c_{t}K_{U}(\phi^{n})\left[1+\left\|\phi^{n}\right\|_{H}^{6}\right]+\varepsilon\left\|\phi^{n}\right\|_{V}^{2}. (50)

4.5 Martingale Weak Solutions

We now state the definition and main result for martingale weak solutions.

Definition 4.9.

Let 𝚿0:ΩU\bm{\Psi}_{0}:\Omega\rightarrow U be 0\mathcal{F}_{0}-measurable. If there exists a filtered probability space (Ω~,~,(~t),~)\left(\tilde{\Omega},\tilde{\mathcal{F}},(\tilde{\mathcal{F}}_{t}),\tilde{\mathbbm{P}}\right), a Cylindrical Brownian Motion 𝒲~\tilde{\mathcal{W}} over 𝔘\mathfrak{U} with respect to (Ω~,~,(~t),~)\left(\tilde{\Omega},\tilde{\mathcal{F}},(\tilde{\mathcal{F}}_{t}),\tilde{\mathbbm{P}}\right), an 0\mathcal{F}_{0}-measurable 𝚿~0:Ω~U\tilde{\bm{\Psi}}_{0}:\tilde{\Omega}\rightarrow U with the same law as 𝚿0\bm{\Psi}_{0}, and a progressively measurable process 𝚿~\tilde{\bm{\Psi}} in HH such that for ~a.e.\tilde{\mathbbm{P}}-a.e. ω~\tilde{\omega}, 𝚿~(ω)Cw([0,T];U)L2([0,T];H)\tilde{\bm{\Psi}}_{\cdot}(\omega)\in C_{w}\left([0,T];U\right)\cap L^{2}\left([0,T];H\right)777Note that Cw([0,T];U)L([0,T];U)C_{w}\left([0,T];U\right)\subseteq L^{\infty}\left([0,T];U\right). and

𝚿~t=𝚿~0+0t𝒜(s,𝚿~s)𝑑s+0t𝒢(s,𝚿~s)𝑑𝒲s\displaystyle\tilde{\bm{\Psi}}_{t}=\tilde{\bm{\Psi}}_{0}+\int_{0}^{t}\mathcal{A}(s,\tilde{\bm{\Psi}}_{s})ds+\int_{0}^{t}\mathcal{G}(s,\tilde{\bm{\Psi}}_{s})d\mathcal{W}_{s} (51)

holds ~a.s.\tilde{\mathbbm{P}}-a.s. in HH^{*} for all t[0,T]t\in[0,T], then 𝚿~\tilde{\bm{\Psi}} is said to be a martingale weak solution of the equation (33).

Theorem 4.10.

Let Assumption Set 1 hold. For any given 0\mathcal{F}_{0}-measurable 𝚿0L(Ω;U)\bm{\Psi}_{0}\in L^{\infty}\left(\Omega;U\right), there exists a martingale weak solution of the equation (33).

Proof.

See [32] Theorem 2.7. ∎

4.6 Weak Solutions

We now state the definitions and main result for weak solutions.

Definition 4.11.

Let 𝚿0:ΩU\bm{\Psi}_{0}:\Omega\rightarrow U be 0\mathcal{F}_{0}-measurable. A process 𝚿\bm{\Psi} which is progressively measurable in HH and such that for a.e.\mathbbm{P}-a.e. ω\omega, 𝚿(ω)C([0,T];U)L2([0,T];H)\bm{\Psi}_{\cdot}(\omega)\in C\left([0,T];U\right)\cap L^{2}\left([0,T];H\right), is said to be a weak solution of the equation (33) if the identity (33) holds a.s.\mathbbm{P}-a.s. in HH^{*} for all t[0,T]t\in[0,T].

Definition 4.12.

A weak solution 𝚿\bm{\Psi} of the equation (33) is said to be the unique solution if for any other such solution 𝚽\bm{\Phi},

({ωΩ:𝚿t(ω)=𝚽t(ω)t0})=1.\mathbbm{P}\left(\left\{\omega\in\Omega:\bm{\Psi}_{t}(\omega)=\bm{\Phi}_{t}(\omega)\quad\forall t\geq 0\right\}\right)=1.
Theorem 4.13.

Let Assumption Sets 1 and 2 hold. For any given 0\mathcal{F}_{0}-measurable 𝚿0:ΩU\bm{\Psi}_{0}:\Omega\rightarrow U, there exists a unique weak solution of the equation (33).

Proof.

See [32] Theorem 3.5. ∎

4.7 Strong Solutions

We now state the definitions and main result for strong solutions.

Definition 4.14.

Let 𝚿0:ΩH\bm{\Psi}_{0}:\Omega\rightarrow H be 0\mathcal{F}_{0}-measurable. A process 𝚿\bm{\Psi} which is progressively measurable in VV and such that for a.e.\mathbbm{P}-a.e. ω\omega, 𝚿(ω)L([0,T];H)L2([0,T];V)\bm{\Psi}_{\cdot}(\omega)\in L^{\infty}\left([0,T];H\right)\cap L^{2}\left([0,T];V\right), is said to be a strong solution of the equation (33) if the identity (33) holds a.s.\mathbbm{P}-a.s. in UU for all t[0,T]t\in[0,T].

Note that a strong solution necessarily has continuous paths in UU, from the evolution equation satisfied in this space.

Definition 4.15.

A strong solution 𝚿\bm{\Psi} of the equation (33) is said to be unique if for any other such solution 𝚽\bm{\Phi},

({ωΩ:𝚿t(ω)=𝚽t(ω)t0})=1.\mathbbm{P}\left(\left\{\omega\in\Omega:\bm{\Psi}_{t}(\omega)=\bm{\Phi}_{t}(\omega)\quad\forall t\geq 0\right\}\right)=1.
Theorem 4.16.

Let Assumption Sets 1, 2 and 3 hold. For any given 0\mathcal{F}_{0}-measurable 𝚿0:ΩH\bm{\Psi}_{0}:\Omega\rightarrow H, there exists a unique strong solution of the equation (33).

Proof.

See [32] Theorem 4.5. ∎

Lemma 4.17.

Let Assumption Sets 1, 2 and 3 hold. Suppose that there exists a continuous bilinear form ,U×V:U×V\left\langle\cdot,\cdot\right\rangle_{U\times V}:U\times V\rightarrow\mathbb{R} such that for every fHf\in H, ϕV\phi\in V,

f,ϕU×V=f,ϕH.\left\langle f,\phi\right\rangle_{U\times V}=\left\langle f,\phi\right\rangle_{H}.

In addition, suppose that H¯\bar{H} can be taken as HH. Then for a.e.\mathbbm{P}-a.e. ω\omega, 𝚿(ω)C([0,T];H)\bm{\Psi}_{\cdot}(\omega)\in C\left([0,T];H\right).

Proof.

See [32] Lemma 4.14. ∎

5 Appendix II: Maximal Solutions to Nonlinear SPDEs

5.1 Functional Framework

Consider the same Itô SPDE (33),

𝚿t=𝚿0+0t𝒜(s,𝚿s)𝑑s+0t𝒢(s,𝚿s)𝑑𝒲s\bm{\Psi}_{t}=\bm{\Psi}_{0}+\int_{0}^{t}\mathcal{A}(s,\bm{\Psi}_{s})ds+\int_{0}^{t}\mathcal{G}(s,\bm{\Psi}_{s})d\mathcal{W}_{s}

which we pose for a triplet of embedded, separable Hilbert Spaces

𝒱𝒰\mathscr{V}\hookrightarrow\mathscr{H}\hookrightarrow\mathscr{U}

whereby the embeddings are continuous linear injections. We ask that there is a continuous bilinear form ,𝒰×𝒱:𝒰×𝒱\left\langle\cdot,\cdot\right\rangle_{\mathscr{U}\times\mathscr{V}}:\mathscr{U}\times\mathscr{V}\rightarrow\mathbb{R} such that for ff\in\mathscr{H} and ψ𝒱\psi\in\mathscr{V},

f,ψ𝒰×𝒱=f,ψ.\left\langle f,\psi\right\rangle_{\mathscr{U}\times\mathscr{V}}=\left\langle f,\psi\right\rangle_{\mathscr{H}}.

The equation (33) is posed on a time interval [0,T][0,T] for arbitrary T0T\geq 0. The mappings 𝒜,𝒢\mathcal{A},\mathcal{G} are such that 𝒜:[0,T]×𝒱𝒰,𝒢:[0,T]×𝒱2(𝔘;)\mathcal{A}:[0,T]\times\mathscr{V}\rightarrow\mathscr{U},\mathcal{G}:[0,T]\times\mathscr{V}\rightarrow\mathscr{L}^{2}(\mathfrak{U};\mathscr{H}) are measurable. Understanding 𝒢\mathcal{G} as a mapping 𝒢:[0,T]×𝒱×𝔘\mathcal{G}:[0,T]\times\mathscr{V}\times\mathfrak{U}\rightarrow\mathscr{H}, we introduce the notation 𝒢i(,):=𝒢(,,ei)\mathcal{G}_{i}(\cdot,\cdot):=\mathcal{G}(\cdot,\cdot,e_{i}). We further impose the existence of a system of elements (ak)(a_{k}) of 𝒱\mathscr{V} with the following properties. Let us define the spaces 𝒱n:=span{a1,,an}\mathscr{V}_{n}:=\textnormal{span}\left\{a_{1},\dots,a_{n}\right\} and 𝒫n\mathcal{P}_{n} as the orthogonal projection to 𝒱n\mathscr{V}_{n} in 𝒰\mathscr{U}. It is required that the (𝒫n)(\mathcal{P}_{n}) are uniformly bounded in HH, which is to say that there exists a constant cc independent of nn such that for all ϕH\phi\in H,

𝒫nfcf.\left\|\mathcal{P}_{n}f\right\|_{\mathscr{H}}\leq c\left\|f\right\|_{\mathscr{H}}.

We also suppose that there exists a real valued sequence (μn)(\mu_{n}) with μn\mu_{n}\rightarrow\infty such that for any ff\in\mathscr{H},

(I𝒫n)f𝒰1μnf\displaystyle\left\|(I-\mathcal{P}_{n})f\right\|_{\mathscr{U}}\leq\frac{1}{\mu_{n}}\left\|f\right\|_{\mathscr{H}}

where II represents the identity operator in 𝒰\mathscr{U}. Specific bounds on the mappings 𝒜\mathcal{A} and 𝒢\mathcal{G} will be imposed in the following subsection. We shall use the same notation of c,Kc,K from Subsection 4.1.

5.2 Assumptions

We assume that there exists a cc_{\cdot}, KK and γ>0\gamma>0 such that for all ϕ,ψ𝒱\phi,\psi\in\mathscr{V}, ϕn𝒱n\phi^{n}\in\mathscr{V}_{n}, fHf\in H and t[0,T]t\in[0,T]:

Assumption 5.1.
𝒜(t,ϕ)𝒰2+i=1𝒢i(t,ϕ)2\displaystyle\left\|\mathcal{A}(t,\phi)\right\|^{2}_{\mathscr{U}}+\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,\phi)\right\|^{2}_{\mathscr{H}} ctK𝒰(ϕ)[1+ϕ𝒱2],\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi)\left[1+\left\|\phi\right\|_{\mathscr{V}}^{2}\right],
𝒜(t,ϕ)𝒜(t,ψ)𝒰2\displaystyle\left\|\mathcal{A}(t,\phi)-\mathcal{A}(t,\psi)\right\|_{\mathscr{U}}^{2} ctK𝒱(ϕ,ψ)ϕψ𝒱2,\displaystyle\leq c_{t}K_{\mathscr{V}}(\phi,\psi)\left\|\phi-\psi\right\|_{\mathscr{V}}^{2},
i=1𝒢i(t,ϕ)𝒢i(t,ψ)𝒰2\displaystyle\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,\phi)-\mathcal{G}_{i}(t,\psi)\right\|_{\mathscr{U}}^{2} ctK𝒰(ϕ,ψ)ϕψ2.\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi,\psi)\left\|\phi-\psi\right\|_{\mathscr{H}}^{2}.
Assumption 5.2.
2𝒫n𝒜(t,ϕn),ϕn+i=1𝒫n𝒢i(t,ϕn)2\displaystyle 2\left\langle\mathcal{P}_{n}\mathcal{A}(t,\phi^{n}),\phi^{n}\right\rangle_{\mathscr{H}}+\sum_{i=1}^{\infty}\left\|\mathcal{P}_{n}\mathcal{G}_{i}(t,\phi^{n})\right\|_{\mathscr{H}}^{2} ctK𝒰(ϕn)[1+ϕn4]γϕn𝒱2,\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi^{n})\left[1+\left\|\phi^{n}\right\|_{\mathscr{H}}^{4}\right]-\gamma\left\|\phi^{n}\right\|_{\mathscr{V}}^{2},
i=1𝒫n𝒢i(t,ϕn),ϕn2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{P}_{n}\mathcal{G}_{i}(t,\phi^{n}),\phi^{n}\right\rangle^{2}_{\mathscr{H}} ctK𝒰(ϕn)[1+ϕn6].\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi^{n})\left[1+\left\|\phi^{n}\right\|_{\mathscr{H}}^{6}\right].
Assumption 5.3.
2𝒜(t,ϕ)𝒜(t,ψ),ϕψ𝒰\displaystyle 2\left\langle\mathcal{A}(t,\phi)-\mathcal{A}(t,\psi),\phi-\psi\right\rangle_{\mathscr{U}} +i=1𝒢i(t,ϕ)𝒢i(t,ψ)𝒰2\displaystyle+\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,\phi)-\mathcal{G}_{i}(t,\psi)\right\|_{\mathscr{U}}^{2}
ctK𝒰(ϕ,ψ)[1+ϕ2+ψ2]ϕψ𝒰2γϕψ2,\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi,\psi)\left[1+\left\|\phi\right\|_{\mathscr{H}}^{2}+\left\|\psi\right\|_{\mathscr{H}}^{2}\right]\left\|\phi-\psi\right\|_{\mathscr{U}}^{2}-\gamma\left\|\phi-\psi\right\|_{\mathscr{H}}^{2},
i=1𝒢i(t,ϕ)𝒢i(t,ψ),ϕψ𝒰2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{G}_{i}(t,\phi)-\mathcal{G}_{i}(t,\psi),\phi-\psi\right\rangle^{2}_{\mathscr{U}} ctK𝒰(ϕ,ψ)[1+ϕ2+ψ2]ϕψ𝒰4.\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi,\psi)\left[1+\left\|\phi\right\|_{\mathscr{H}}^{2}+\left\|\psi\right\|_{\mathscr{H}}^{2}\right]\left\|\phi-\psi\right\|_{\mathscr{U}}^{4}.
Assumption 5.4.
2𝒜(t,ϕ),ϕ𝒰+i=1𝒢i(t,ϕ)𝒰2\displaystyle 2\left\langle\mathcal{A}(t,\phi),\phi\right\rangle_{\mathscr{U}}+\sum_{i=1}^{\infty}\left\|\mathcal{G}_{i}(t,\phi)\right\|_{\mathscr{U}}^{2} ctK𝒰(ϕ)[1+ϕ2],\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi)\left[1+\left\|\phi\right\|_{\mathscr{H}}^{2}\right],
i=1𝒢i(t,ϕ),ϕ𝒰2\displaystyle\sum_{i=1}^{\infty}\left\langle\mathcal{G}_{i}(t,\phi),\phi\right\rangle^{2}_{\mathscr{U}} ctK𝒰(ϕ)[1+ϕ4].\displaystyle\leq c_{t}K_{\mathscr{U}}(\phi)\left[1+\left\|\phi\right\|_{\mathscr{H}}^{4}\right].
Assumption 5.5.
𝒜(t,ϕ)𝒜(t,ψ),f𝒰ctK𝒰(ϕ,ψ)(1+f)[1+ϕ𝒱+ψ𝒱]ϕψ.\left\langle\mathcal{A}(t,\phi)-\mathcal{A}(t,\psi),f\right\rangle_{\mathscr{U}}\leq c_{t}K_{\mathscr{U}}(\phi,\psi)(1+\left\|f\right\|_{\mathscr{H}})\left[1+\left\|\phi\right\|_{\mathscr{V}}+\left\|\psi\right\|_{\mathscr{V}}\right]\left\|\phi-\psi\right\|_{\mathscr{H}}.

5.3 Definitions and Main Result

We state the definitions and main result.

Definition 5.6.

Let 𝚿0:Ω\bm{\Psi}_{0}:\Omega\rightarrow\mathscr{H} be 0\mathcal{F}_{0}- measurable. A pair (𝚿,τ)(\bm{\Psi},\tau) where τ\tau is a a.s.\mathbbm{P}-a.s. positive stopping time and 𝚿\bm{\Psi} is a process such that for a.e.\mathbbm{P}-a.e. ω\omega, 𝚿(ω)C([0,T];)\bm{\Psi}_{\cdot}(\omega)\in C\left([0,T];\mathscr{H}\right) and 𝚿(ω)𝟙τ(ω)L2([0,T];𝒱)\bm{\Psi}_{\cdot}(\omega)\mathbbm{1}_{\cdot\leq\tau(\omega)}\in L^{2}\left([0,T];\mathscr{V}\right) for all T0T\geq 0 and with 𝚿𝟙τ\bm{\Psi}_{\cdot}\mathbbm{1}_{\cdot\leq\tau} progressively measurable in 𝒱\mathscr{V}, is said to be a local strong solution of the equation (33) if the identity

𝚿t=𝚿0+0tτ𝒜(s,𝚿s)𝑑s+0tτ𝒢(s,𝚿s)𝑑𝒲s\bm{\Psi}_{t}=\bm{\Psi}_{0}+\int_{0}^{t\wedge\tau}\mathcal{A}(s,\bm{\Psi}_{s})ds+\int_{0}^{t\wedge\tau}\mathcal{G}(s,\bm{\Psi}_{s})d\mathcal{W}_{s}

holds a.s.\mathbbm{P}-a.s. in 𝒰\mathscr{U} for all t0t\geq 0.

Definition 5.7.

A pair (𝚿,Θ)(\bm{\Psi},\Theta) such that there exists a sequence of stopping times (θj)(\theta_{j}) which are a.s.\mathbbm{P}-a.s. monotone increasing and convergent to Θ\Theta, whereby (𝚿θj,θj)(\bm{\Psi}_{\cdot\wedge\theta_{j}},\theta_{j}) is a local strong solution of the equation (33) for each jj, is said to be a maximal strong solution of the equation (33) if for any other pair (𝚽,Γ)(\bm{\Phi},\Gamma) with this property then ΘΓ\Theta\leq\Gamma a.s.\mathbbm{P}-a.s. implies Θ=Γ\Theta=\Gamma a.s.\mathbbm{P}-a.s..

Remark 5.8.

We do not require Θ\Theta to be finite in this definition, in which case we mean that the sequence (θj)(\theta_{j}) is monotone increasing and unbounded for such ω\omega.

Definition 5.9.

A maximal strong solution (𝚿,Θ)(\bm{\Psi},\Theta) of the equation (33) is said to be unique if for any other such solution (𝚽,Γ)(\bm{\Phi},\Gamma), then Θ=Γ\Theta=\Gamma a.s.\mathbbm{P}-a.s. and

({ωΩ:𝚿t(ω)=𝚽t(ω)t[0,Θ)})=1.\mathbbm{P}\left(\left\{\omega\in\Omega:\bm{\Psi}_{t}(\omega)=\bm{\Phi}_{t}(\omega)\quad\forall t\in[0,\Theta)\right\}\right)=1.
Theorem 5.10.

For any given 0\mathcal{F}_{0}- measurable 𝚿0:Ω\bm{\Psi}_{0}:\Omega\rightarrow\mathscr{H}, there exists a unique maximal strong solution (𝚿,Θ)(\bm{\Psi},\Theta) of the equation (33). Moreover at a.e.\mathbbm{P}-a.e. ω\omega for which Θ(ω)<\Theta(\omega)<\infty, we have that

supr[0,Θ(ω))𝚿r(ω)𝒰2+0Θ(ω)𝚿r(ω)2𝑑r=\sup_{r\in[0,\Theta(\omega))}\left\|\bm{\Psi}_{r}(\omega)\right\|_{\mathscr{U}}^{2}+\int_{0}^{\Theta(\omega)}\left\|\bm{\Psi}_{r}(\omega)\right\|_{\mathscr{H}}^{2}dr=\infty

and in consequence for any a.s.\mathbbm{P}-a.s. positive stopping time τ\tau such that

supr[0,τ(ω))𝚿r(ω)𝒰2+0τ(ω)𝚿r(ω)2𝑑r<\sup_{r\in[0,\tau(\omega))}\left\|\bm{\Psi}_{r}(\omega)\right\|_{\mathscr{U}}^{2}+\int_{0}^{\tau(\omega)}\left\|\bm{\Psi}_{r}(\omega)\right\|_{\mathscr{H}}^{2}dr<\infty

a.s.\mathbbm{P}-a.s., (𝚿τ,τ)(\bm{\Psi}_{\cdot\wedge\tau},\tau) is a local strong solution of the equation (33).

Proof.

See [31] Theorem 2.9. ∎

6 Appendix III: Infinite Dimensional Itô-Stratonovich Conversion

This theory is taken from [29] Subsections 2.2 and 2.3, and is provided here for simplicity to apply in Subsection 3.2. We work with a quartet of embedded Hilbert Spaces

VHUXV\hookrightarrow H\hookrightarrow U\hookrightarrow X

where the embeddings are assumed to be continuous linear injections. We start from an SPDE

𝚿t=𝚿0+0t𝒬𝚿s𝑑s+0t𝒢𝚿s𝑑𝒲s.\bm{\Psi}_{t}=\bm{\Psi}_{0}+\int_{0}^{t}\mathcal{Q}\bm{\Psi}_{s}ds+\int_{0}^{t}\mathcal{G}\bm{\Psi}_{s}\circ d\mathcal{W}_{s}. (52)

where the mappings 𝒬\mathcal{Q}, 𝒢\mathcal{G} satisfy the following conditions, with the general operator K~:H\tilde{K}:H\rightarrow\mathbb{R} defined by

K~(ϕ):=c(1+ϕUp+ϕHq)\tilde{K}(\phi):=c\left(1+\left\|\phi\right\|_{U}^{p}+\left\|\phi\right\|_{H}^{q}\right)

for any constants c,p,qc,p,q independent of ϕ\phi.

Assumption 6.1.

𝒬:VU\mathcal{Q}:V\rightarrow U is measurable and for any ϕV\phi\in V,

𝒬ϕUK~(ϕ)[1+ϕV2].\left\|\mathcal{Q}\phi\right\|_{U}\leq\tilde{K}(\phi)[1+\left\|\phi\right\|_{V}^{2}].
Assumption 6.2.

𝒢\mathcal{G} is understood as a measurable mapping

𝒢:V2(𝔘;H),𝒢:H2(𝔘;U),𝒢:U2(𝔘;X)\displaystyle\mathcal{G}:V\rightarrow\mathscr{L}^{2}(\mathfrak{U};H),\qquad\mathcal{G}:H\rightarrow\mathscr{L}^{2}(\mathfrak{U};U),\qquad\mathcal{G}:U\rightarrow\mathscr{L}^{2}(\mathfrak{U};X)

defined over 𝔘\mathfrak{U} by its action on the basis vectors 𝒢(,ei):=𝒢i().\mathcal{G}(\cdot,e_{i}):=\mathcal{G}_{i}(\cdot). In addition each 𝒢i\mathcal{G}_{i} is linear and there exists constants cic_{i} such that for all ϕV\phi\in V, ψH\psi\in H, ηU\eta\in U:

𝒢iϕHciϕV,𝒢iψUciψH,𝒢iηXciηU,i=1ci2<.\displaystyle\left\|\mathcal{G}_{i}\phi\right\|_{H}\leq c_{i}\left\|\phi\right\|_{V},\qquad\left\|\mathcal{G}_{i}\psi\right\|_{U}\leq c_{i}\left\|\psi\right\|_{H},\qquad\left\|\mathcal{G}_{i}\eta\right\|_{X}\leq c_{i}\left\|\eta\right\|_{U},\qquad\sum_{i=1}^{\infty}c_{i}^{2}<\infty.

In this setting, we have the following result ([29] Theorem 2.3.1).

Theorem 6.3.

Suppose that 𝚿\bm{\Psi} is a process whereby for a.e.\mathbbm{P}-a.e. ω\omega, 𝚿(ω)C([0,T];H)L2([0,T];V)\bm{\Psi}_{\cdot}(\omega)\in C\left([0,T];H\right)\cap L^{2}\left([0,T];V\right), 𝚿\bm{\Psi} is progressively measurable in VV, and moreover satisfies the identity

𝚿t=𝚿0+0t(𝒬+12i=1𝒢i2)𝚿s𝑑s+0t𝒢𝚿s𝑑𝒲s\bm{\Psi}_{t}=\bm{\Psi}_{0}+\int_{0}^{t}\left(\mathcal{Q}+\frac{1}{2}\sum_{i=1}^{\infty}\mathcal{G}_{i}^{2}\right)\bm{\Psi}_{s}ds+\int_{0}^{t}\mathcal{G}\bm{\Psi}_{s}d\mathcal{W}_{s}

a.s.\mathbbm{P}-a.s. in UU for all t[0,T]t\in[0,T]. Then 𝚿\bm{\Psi} satisfies the identity

𝚿t=𝚿0+0t𝒬𝚿s𝑑s+0t𝒢𝚿s𝑑𝒲s\bm{\Psi}_{t}=\bm{\Psi}_{0}+\int_{0}^{t}\mathcal{Q}\bm{\Psi}_{s}ds+\int_{0}^{t}\mathcal{G}\bm{\Psi}_{s}\circ d\mathcal{W}_{s}

a.s.\mathbbm{P}-a.s. in XX for all t0t\geq 0.

The mapping 12i=1𝒢i2\frac{1}{2}\sum_{i=1}^{\infty}\mathcal{G}_{i}^{2} is understood as a pointwise limit, which is justified in [29] Subsection 2.3.

7 Appendix IV: Explosion of Galerkin Projections

To illustrate a difficulty of high order estimates on the bounded domain, we prove the explosion of the Galerkin Projections when not restricted to a space satisfying the boundary condition. This was mentioned in the introduction. The result holds true for the no-slip condition as well, even including the case k=1k=1.

Lemma 7.1.

Fix kk\in\mathbb{N} with k2k\geq 2. For every constant cc, there exists an nNn\in N and an fWk,2Lσ2f\in W^{k,2}\cap L^{2}_{\sigma} such that

𝒫¯nfWk,2>cfWk,2.\left\|\bar{\mathcal{P}}_{n}f\right\|_{W^{k,2}}>c\left\|f\right\|_{W^{k,2}}.
Proof.

Take any fWk,2Lσ2f\in W^{k,2}\cap L^{2}_{\sigma} which is not in W¯α2,2\bar{W}^{2,2}_{\alpha}, in particular it does not satisfy the Navier boundary conditions. We assume for a contradiction that there exists a cc for which for all nn\in\mathbb{N},

𝒫¯nfWk,2cfWk,2.\left\|\bar{\mathcal{P}}_{n}f\right\|_{W^{k,2}}\leq c\left\|f\right\|_{W^{k,2}}.

In particular

𝒫¯nfW2,2cfWk,2\left\|\bar{\mathcal{P}}_{n}f\right\|_{W^{2,2}}\leq c\left\|f\right\|_{W^{k,2}}

so the sequence (𝒫¯nf)(\bar{\mathcal{P}}_{n}f) is uniformly bounded in W¯α2,2\bar{W}^{2,2}_{\alpha} and thus admits a weakly convergent subsequence in W¯α2,2\bar{W}^{2,2}_{\alpha}. This subsequence is also weakly convergent in Lσ2L^{2}_{\sigma} to the same limit, due to the embedding of W¯α2,2\bar{W}^{2,2}_{\alpha} into Lσ2L^{2}_{\sigma}. However as fLσ2f\in L^{2}_{\sigma} then (𝒫¯nf)(\bar{\mathcal{P}}_{n}f) converges to ff strongly in Lσ2L^{2}_{\sigma} hence weakly as well, so by uniqueness of limits in the weak topology then fW¯α2,2f\in\bar{W}^{2,2}_{\alpha} which is a contradiction. ∎

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