Euler-Lagrangian approach to stochastic Euler equations in Sobolev spaces

DOI10.1007/S00021-023-00808-5MaRDI QIDQ6156896zbMATH OpenFDO

Authors Christian Olivera, Juan D. Londoño

Publication date 19 June 2023

Published in Journal of Mathematical Fluid Mechanics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2303.07213

zbMATH Keywords

stochastic partial differential equationsSobolev spacesEuler equationLagrangian formulationItô-Wentzell-Kunita formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Initial value problems for linear first-order PDEs (35F10)

Abstract: The purpose of this paper is to establish the equivalence between Lagrangian and classical formulations for the stochastic incompressible Euler equations, the proof is based in Ito-Wentzell-Kunita formula and stochastic analysis techniques. Moreover, we prove a local existence result for the Lagrangian formulation in suitable Sobolev Spaces.

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Cited in

(8)

• Euler-Lagrangian approach to 3D stochastic Euler equations
• Incompressible Euler equations with stochastic forcing: a geometric approach
• Local existence for the stochastic Euler equations with Lévy noise
• On stochastic Euler equations
• Stochastic Euler equations on the torus
• An Eulerian-Lagrangian approach to the Navier-Stokes equations
• An Eulerian-Lagrangian form for the Euler equations in Sobolev spaces
• scientific article; zbMATH DE number 2196543 (Why is no real title available?)

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