The Navier-Stokes-alpha equation via forward-backward stochastic differential systems

DOI10.1080/17442508.2017.1307986MaRDI QIDQ5085824zbMATH OpenOpenAlexWikidataFDO

Authors Guo-Ping Liu

Publication date 30 June 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.09421

zbMATH Keywords

Feynman-Kac formulaforward-backward stochastic differential equationsNavier-Stokes-\(\alpha\) equationvorticity equation

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence, uniqueness, and regularity theory for incompressible viscous fluids (76D03)

Abstract: In this paper, we use forward-backward stochastic differential systems to study the solution of two and d dimensional ($dgeq3$) Navier-Stokes-$alpha$ equation. For the two dimensional Navier-Stokes-$alpha$ equation with space periodic boundary conditions, we derive the Feynmann-Kac formula associated with the vorticity equation and prove the global existence and uniqueness of the solution. For the d dimensional ($dgeq3$) case, we prove the local existence and uniqueness of the solution in Sobolev space.

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Cited in

(4)

• Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
• Backward stochastic differential equations associated with the vorticity equations
• Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space
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