Measure-valued solutions to the stochastic compressible Euler equations and incompressible limits

Abstract: We introduce a new concept of dissipative measure-valued martingale solutions to the stochastic compressible Euler equations. These solutions are weak in the probabilistic sense i.e., the probability space and the driving Wiener process are an integral part of the solution. We derive the relative energy inequality for the stochastic compressible Euler equations and, as a corollary, we exhibit pathwise weak-strong uniqueness principle. Moreover, making use of the relative energy inequality, we investigate the low Mach limit (incompressible limit) of the underlying system of equations. As a main novelty with respect to the related literature, our results apply to general nonlinear multiplicative stochastic perturbations of Nemytskij type.