Convergence of a spectral method for the stochastic incompressible Euler equations

We propose a spectral viscosity method (SVM) to approximate the incompressible Euler equations driven by multiplicative noise. show that SVM solution converges dissipative measure-valued martingale of underlying problem. These solutions are weak in probabilistic sense i.e. probability space and driving Wiener process an integral part solution. also exhibit (measure-valued)-strong uniqueness principle. Moreover, we establish strong convergence regular limit system at least on lifespan latter, thanks (measure-valued)–strong principle for system.