Implications of Kunita-Itô-Wentzell formula for k-forms in stochastic fluid dynamics

DOI10.1007/S00332-020-09613-0zbMATH Open1448.70059arXiv1903.07201OpenAlexW3102314135MaRDI QIDQ2190691FDOQ2190691

Authors: Erwin Luesink, So Takao, Aythami Bethencourt de León, D. D. Holm 

Publication date: 21 June 2020

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Abstract: We extend the It^o-Wentzell formula for the evolution of a time-dependent stochastic field along a semimartingale to $k$-form-valued stochastic processes. The result is the Kunita-It^o-Wentzell (KIW) formula for $k$-forms. We also establish a correspondence between the KIW formula for $k$-forms derived here and a certain class of stochastic fluid dynamics models which preserve the geometric structure of deterministic ideal fluid dynamics. This geometric structure includes Eulerian and Lagrangian variational principles, Lie--Poisson Hamiltonian formulations and natural analogues of the Kelvin circulation theorem, all derived in the stochastic setting.

Full work available at URL: https://arxiv.org/abs/1903.07201

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zbMATH Keywords

stochastic geometric mechanicsLie derivatives with respect to stochastic vector fieldspull-back by smooth maps with stochastic time parameterization

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Symmetries and conservation laws, reverse symmetries, invariant manifolds and their bifurcations, reduction for problems in Hamiltonian and Lagrangian mechanics (70H33) Lagrangian formalism and Hamiltonian formalism in mechanics of particles and systems (70S05) Stochastic analysis applied to problems in fluid mechanics (76M35) Hamilton's principle (70H25) More general nonquantum field theories in mechanics of particles and systems (70S20) Symmetries and conservation laws in mechanics of particles and systems (70S10) Stochastic geometric mechanics (70L10)

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• Stochastic effects of waves on currents in the ocean mixed layer
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• Stochastic wave-current interaction in thermal shallow water dynamics
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• A Geometric Extension of the It\^o-Wentzell and Kunita's Formulas
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• Stochastic Lagrangian perturbation of Lie transport and applications to fluids
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• Lagrangian averaged stochastic advection by Lie transport for fluids
• Modelling the climate and weather of a 2D Lagrangian-averaged Euler-Boussinesq equation with transport noise
• A structure preserving stochastic perturbation of classical water wave theory

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