Stochastic vortex method for forced three-dimensional Navier-Stokes equations and pathwise convergence rate (Q1958500)
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English | Stochastic vortex method for forced three-dimensional Navier-Stokes equations and pathwise convergence rate |
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Stochastic vortex method for forced three-dimensional Navier-Stokes equations and pathwise convergence rate (English)
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4 October 2010
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The paper develops a McKean-Vlason interpretation of 3D-Navier-Stokes equation with external force field. This is done associating the local mild \(L^p\)-solution of the 3D-vortex equation with a generalized nonlinear diffusion with random space-time birth that probabilistically describes creation of rotation in the fluid due to nonconservativeness of the force. Local well-posedness for this process is established, and a stochastic representation formula for the vorticity in terms of a vector-weighted version of its law after its birth is given. Thereafter, a stochastic system of 3D vortices with mollified interaction and random space-time birth is introduced, and it is proved that this system converges pathwise to the nonlinear process. Convergence rates for the stochastic approximation schemes of the velocity and the vorticity fields are also obtained. The paper extends and refines previous results on the probabilistic interpretation and stochastic approximation methods for the nonforced equation by \textit{J. Fontbona} [Probab. Theory Related Fields 136, No.~1, 102--156 (2006; Zbl 1098.60088)], generalizing also a recently introduced random space-time-birth particle method for the 2D-Navier-Stokes equation with force by \textit{J.\ Fontbone} and \textit{S.\ Méléard} [Math. Comp. 77, No.~263, 1525--1558 (2008; Zbl 1285.76033)].
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3D-Navier-Stokes equation
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external force
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McKean-Vlasov model
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stochastic vortex model
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space-time birth process
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propagation of chaos
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convergence rate
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