Propagation of chaos for the 2D viscous vortex model

DOI10.4171/JEMS/465zbMATH Open1299.76040arXiv1212.1437MaRDI QIDQ461277FDOQ461277

Authors: Nicolas Fournier, Maxime Hauray, Stéphane Mischler 

Publication date: 10 October 2014

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Abstract: We consider a stochastic system of $N$ particles, usually called vortices in that setting, approximating the 2D Navier-Stokes equation written in vorticity. Assuming that the initial distribution of the position and circulation of the vortices has finite (partial) entropy and a finite moment of positive order, we show that the empirical measure of the particle system converges in law to the unique (under suitable a priori estimates) solution of the 2D Navier-Stokes equation. We actually prove a slightly stronger result : the propagation of chaos of the stochastic paths towards the solution of the expected nonlinear stochastic differential equation. Moreover, the convergence holds in a strong sense, usually called entropic (there is no loss of entropy in the limit). The result holds without restriction (but positivity) on the viscosity parameter. The main difficulty is the presence of the singular Biot-Savart kernel in the equation. To overcome this problem, we use the dissipation of entropy which provides some (uniform in $N$) bound on the Fisher information of the particle system, and then use extensively that bound together with classical and new properties of the Fisher information.

Full work available at URL: https://arxiv.org/abs/1212.1437

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zbMATH Keywords

entropy dissipationFisher informationpropagation of chaosstochastic particle systemsvorticity equation2D Navier-Stokes equation

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Navier-Stokes equations for incompressible viscous fluids (76D05) Stochastic particle methods (65C35)

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