Non-uniqueness in law of stochastic 3D Navier--Stokes equations

Abstract: I will present a recent result obtained together with R. Zhu and X. Zhu. We consider the  stochastic Navier--Stokes equations in three dimensions and prove that the law of analytically weak solutions is not unique. In particular, we focus on two iconic examples of a stochastic perturbation: either an additive or a linear multiplicative noise driven by a Wiener process. In both cases, we develop a stochastic counterpart of the convex integration method  introduced recently by Buckmaster and Vicol. This permits to construct probabilistically strong and analytically weak solutions defined up to a suitable stopping time. In addition, these solutions fail the corresponding energy inequality at a prescribed time with a prescribed probability. Then we introduce a general probabilistic construction used to extend the convex integration solutions beyond the stopping time and in particular to the whole time interval [0,∞]. Finally, we show that their law is distinct from the law of   solutions obtained by Galerkin approximation. In particular, non-uniqueness in law holds on an arbitrary time interval [0,T], T>0.