Stochastically symplectic maps and their applications to the Navier-Stokes equation
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Publication:899238
Abstract: Poincare's invariance principle for Hamiltonian flows implies Kelvin's principle for solution to Incompressible Euler Equation. Iyer-Constantin Circulation Theorem offers a stochastic analog of Kelvin's principle for Navier-Stokes Equation. Weakly symplectic diffusions are defined to produce stochastically symplectic flows in a systematic way. With the aid of symplectic diffusions, we produce a family of martigales associated with solutions to Navier-Stokes Equation that in turn can be used to prove Iyer-Constantin Circulation Theorem. We also review some basic facts in symplectic and contact geometry and their applications to Euler Equation.
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Cited in
(13)- Stochastic Lagrangian dynamics of vorticity. I: General theory for viscous, incompressible fluids
- Random dynamical systems generated by stochastic Navier-Stokes equations on a rotating sphere
- Euler-Lagrangian approach to stochastic Euler equations in Sobolev spaces
- Symmetries and Martingales in a Stochastic Model for the Navier-Stokes Equation
- Stochastic differential equations with critically irregular drift coefficients
- Implications of Kunita-Itô-Wentzell formula for \(k\)-forms in stochastic fluid dynamics
- Stochastic least-action principle for the incompressible Navier-Stokes equation
- Stochastic mean-field approach to fluid dynamics
- Stochastic Lagrangian perturbation of Lie transport and applications to fluids
- Random symplectic geometry and the realizations of the random representations of the Navier-Stokes equations by ordinary differential equations
- Stochastic differential equations with critical drifts
- Circulation and energy theorem preserving stochastic fluids
- Anti-symmetric Hamiltonians. II: Variational resolutions for Navier-Stokes and other nonlinear evolutions
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