Random vortex models and stochastic partial differential equations

Publication date 28 March 1993

Brownian sheets empirical processes logarithmic potential stochastic partial differential equations Wiener processes

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

[For the entire collection see Zbl 0754.00020.] Two mathematical models of the time evolution of \(N\) point vortices in the plane are considered. The first one is given by the equation \[ dx^ i(t)=\sum^ N_{j=1}a_ jK_ N(x_ i-x_ j)dt+\sqrt{2\nu}d\beta^ i(t), \] where \(x^ i\) is the position of the \(i\)-th vortex, \(K_ N\) is the gradient of some smooth approximation of the logarithmic potential \(- (1/2\pi)\ln(| x|)\), and \(\beta^ 1,\dots,\beta^ N\) are i.i.d. \(\mathbb{R}^ 2\)-valued standard Wiener processes. In the second model the stochastic term in the equation has the form \(\sqrt{2\nu}\int_{R^ 2}\Gamma(x^ i,p)w(dp,dt)\), where \(w(p,t)=(w_ 1(p,t)\), \(w_ 2(p,t))\), \(w_ 1,w_ 2\) being independent adapted Brownian sheets on \(\mathbb{R}^ 2\times\mathbb{R}_ +\). For both models it is shown that the corresponding empirical processes \(\chi_ N(t):=\sum^ N_{i=1}a_ i\delta_{x^ i(t)}\) are Markov and their generators are computed. Moreover, stochastic partial differential equations for \(\chi_ N\) are derived, heuristically for the first model, rigorously for the second one.

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