Stochastic modelling in fluid dynamics: Itô versus Stratonovich

DOI10.1098/RSPA.2019.0812MaRDI QIDQ5160940zbMATHOpenAlexWikidataFDO

Authors D. D. Holm

Publication date 29 October 2021

Published in Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.09657

zbMATH Keywords

fluid mechanicsmathematical modellingmathematical physicsstochastic geometric mechanicsstochastic geophysical fluid dynamicsstochastic Kelvin circulation theorem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Fundamentals of turbulence (76F02) Mathematical modeling or simulation for problems pertaining to fluid mechanics (76-10)

Abstract: Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated It^o stochastic process (with zero mean) obtained from data which is taken in fixed Eulerian space. Suppose we also want to apply Hamilton's principle to derive the stochastic fluid equations for this situation. Now, the variational calculus for applying Hamilton's principle requires the Stratonovich process, so we must transform from It^o noise in the emph{data frame} to the equivalent Stratonovich noise. However, the transformation from the It^o process in the data frame to the corresponding Stratonovich process shifts the drift velocity of the transformed Lagrangian fluid trajectory out of the data frame into a non-inertial frame obtained from the It^o correction. The issue is, "Will non-inertial forces arising from this transformation of reference frames make a difference in the interpretation of the solution behaviour of the resulting stochastic equations?" This issue will be resolved by elementary considerations.

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Cited in

(6)

• Compressible Navier-Stokes system with transport noise
• Variational principles for stochastic fluid dynamics
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• Beyond Itô versus Stratonovich
• Itô vs Stratonovich in the presence of absorbing states
• Martingale solutions in stochastic fluid-structure interaction

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