A stochastic-Lagrangian particle system for the Navier–Stokes equations

DOI10.1088/0951-7715/21/11/004zbMATH Open1158.60383arXiv0803.1222OpenAlexW2045130777MaRDI QIDQ3539770FDOQ3539770

Authors: Gautam Iyer, Jonathan C. Mattingly 

Publication date: 19 November 2008

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author ( exttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the expected value of a stochastic process. In this paper, we take $N$ copies of the above process (each based on independent Wiener processes), and replace the expected value with $frac1N$ times the sum over these $N$ copies. (We remark that our formulation requires one to keep track of $N$ stochastic flows of diffeomorphisms, and not just the motion of $N$ particles.) We prove that in two dimensions, this system of interacting diffeomorphisms has (time) global solutions with initial data in the space $holderspace1alpha$ which consists of differentiable functions whose first derivative is $alpha$ H"older continuous (see Section ef{sGexist} for the precise definition). Further, we show that as $Noinfty$ the system converges to the solution of Navier-Stokes equations on any finite interval $[0,T]$. However for fixed $N$, we prove that this system retains roughly $O(frac1N)$ times its original energy as $toinfty$. Hence the limit $Noinfty$ and $Toinfty$ do not commute. For general flows, we only provide a lower bound to this effect. In the special case of shear flows, we compute the behaviour as $toinfty$ explicitly.

Full work available at URL: https://arxiv.org/abs/0803.1222

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Mathematics Subject Classification ID

Navier-Stokes equations for incompressible viscous fluids (76D05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Other physical applications of random processes (60K40)

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