From additive to transport noise in 2D fluid dynamics

Abstract: Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with additive noise, to transport type noise. The arguments apply both to small-scale random perturbations of the fluid acting on a large-scale passive scalar and to the action of the former on the large scales of the fluid itself. Our approach consists in studying the (stochastic) characteristics associated to small-scale random perturbations of the fluid, here modelled by stochastic 2D Euler equations with additive noise, and their convergence in the infinite scale separation limit.