Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (Q1045790)
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English | Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus |
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Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (English)
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16 December 2009
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This paper deals with the connection between Navier-Stokes equations and forward-backward stochastic differential equations. Associated with Navier-Stokes equation, the authors constructed a system of forward-backward stochastic differential equations on the diffeomorphism group, so that its solvability is equivalent to that of Navier-Stokes equation. They found a unique solution of the forward-backward stochastic differential equations and obtained a representation of the solution to Navier-Stokes equation in terms of diffusion processes.
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Navier-Stokes equations
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forward-backward SDEs
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diffeomorphism group
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