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A stochastic Lagrangian representation of the three-dimensional incompressible Navier-Stokes equations

✍ Scribed by Peter Constantin; Gautam Iyer

Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
115 KB
Volume
61
Category
Article
ISSN
0010-3640

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✦ Synopsis

Abstract

In this paper we derive a probabilistic representation of the deterministic three‐dimensional Navier‐Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for the Euler equations of ideal fluids is used to recover the velocity field. This method admits a self‐contained proof of local existence for the nonlinear stochastic system and can be extended to formulate stochastic representations of related hydrodynamic‐type equations, including viscous Burgers equations and Lagrangian‐averaged Navier‐Stokes alpha models. © 2007 Wiley Periodicals, Inc.

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