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Weiquan Chen

Publications and source records attributed to Weiquan Chen.

4 recordsLinked to original sources

High Order Asymptotic Expansion at Infinity for Strong Solutions to Incompressible Navier-Stokes Equations

We discuss an interesting distinction between the incompressible Navier-Stokes equations (the velocity equations) and its vorticity form in whole space. We show that if the initial vorticity has a Gaussian bound then the bound is inherited up to the maximal lifespan of the strong solution. However, it turns out that the velocity equations don not share the same property. In fact, $L^p$-strong solutions to the velocity equations arising from ``well-localized" initial value generally behave at infinity like derivatives (of order $\geq3$) of the fundamental solution of Laplacian. To show this, a clean expansion up to maximal lifespan is derived : \begin{align} u(x,t)=-\nabla\sum_{|α|=0}^{d-1}\frac{(-1)^{|α|}}{α!}\partial^α\partial_{i,j}^2Γ(x)\int_0^t{\rm M}_α^{i,j}(s){\rm d}s+O\big(|x|^{-2d-1}\big)\nonumber \end{align} where ${\rm M}_α^{i,j}(t):=\int_{\mathbb R^d}y^αu^i(y,t)u^j(y,t){\rm d}y$ and $Γ$ is the fundamental solution of Laplacian. This improves the first order expansion given by L. Brandolese and F. Vigneron \cite{BV07}.

math.AP

Martingale Suitable Weak Solutions of $3$-D Stochastic Navier-Stokes Equations with Vorticity Bounds

In this paper, we construct martingale suitable weak solutions for $3$-dimensional incompressible stochastic Navier-Stokes equations with generally non-linear noise. In deterministic setting, as widely known, ``suitable weak solutions'' are Leray-Hopf weak solutions enjoying two different types of local energy inequalities (LEIs). In stochastic setting, we apply the idea of ``martingale solution", avoid transforming to random system, and show new stochastic versions of the two local energy inequalities. In particular, in additive and linear multiplicative noise case, OU-processes and the exponential formulas DO NOT play a role in our formulation of LEIs. This is different to \cite{FR02,Rom10} where the additive noise case is dealt. Also, we successfully apply the concept of ``a.e. super-martingale'' to describe this local energy behavior. To relate the well-known ``dissipative weak solutions" come up with in \cite{DR00}, we derive a local energy equality and extend the concept onto stochastic setting naturally. For further regularity of solutions, we are able to bound the $L^\infty\big([0,T];L^1(Ω\times\mathbb T^3)\big)$ norm of the vorticity and $L^{\frac{4}{3+δ}}\big(Ω\times[0,T]\times\mathbb T^3\big)$ norm of the gradient of the vorticity, in case that the initial vorticity is a finite regular signed measure.

math.PR

Non-uniqueness of Leray-Hopf Solutions to Forced Stochastic Hyperdissipative Navier-Stokes Equations up to Lions Index

We show non-uniqueness of local strong solutions to stochastic fractional Navier-Stokes equations with linear multiplicative noise and some certain deterministic force. Such non-uniqueness holds true even if we perturb such deterministic force in appropriate sense.This is closely related to a critical condition on force under which Leray-Hopf solution to the stochastic equations is locally unique. Meanwhile, by a new idea, we show that for some stochastic force the system admits two different global Leray-Hopf solutions smooth on any compact subset of $(0,\infty) \times \mathbb{R}^d$.

math.PR

Sharp non-uniqueness of solutions to stochastic Navier-Stokes equations

In this paper we establish a sharp non-uniqueness result for stochastic $d$-dimensional ($d\geq2$) incompressible Navier-Stokes equations. First, for every divergence free initial condition in $L^2$ we show existence of infinite many global in time probabilistically strong and analytically weak solutions in the class $L^α\big(Ω,L^p_tL^\infty\big)$ for any $1\leq p<2,α\geq1$. Second, we prove the above result is sharp in the sense that pathwise uniqueness holds in the class of $L^p_tL^q$ for some $p\in[2,\infty],q\in(2,\infty]$ such that $\frac2{p}+\frac{d}{q}\leq1$, which is a stochastic version of Ladyzhenskaya-Prodi-Serrin criteria. Moreover, for stochastic $d$-dimensional incompressible Euler equation, existence of infinitely many global in time probabilistically strong and analytically weak solutions is obtained. Compared to the stopping time argument used in \cite{HZZ19, HZZ21a}, we developed a new stochastic version of the convex integration. More precisely, we introduce expectation during convex integration scheme and construct directly solutions on the whole time interval $[0,\infty)$.

math.PR