51 research outputs found

    Symmetries and martingales in a stochastic model for the Navier-Stokes equation

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    A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semi-martingales and characterized by a weak Euler- Lagrange condition. A least action principle, related to the relative entropy, is provided. Within this stochastic framework, by assuming further symmetries, the corresponding invariances are expressed by martingales, stemming from a weak Noether's theorem

    On a non-periodic modified Euler equation: existence and quasi-invariant measures

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    We consider a modified Euler equation on R2\mathbb R^2. We prove existence of weak global solutions for bounded (and fast decreasing at infinity) initial conditions and construct Gibbs-type measures on function spaces which are quasi-invariant for the Euler flow. Almost everywhere with respect to such measures (and, in particular, for less regular initial conditions), the flow is shown to be also globally defined

    A stochastic variational approach to the viscous Camassa-Holm and Leray-alpha equations

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    We derive the (d-dimensional) periodic incompressible and viscous Camassa-Holm equation as well as the Leray-alpha equations via a stochastic variational principle. We discuss the existence of solution for this equation in the space H1 using the probabilistic characterisation. The underlying Lagrangian flows are diffusion processes living in the group of diffeomorphisms of the torus. We study in detail these diffusions

    On a forward-backward stochastic system associated to the Burgers equation

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    We describe a probabilistic construction of HsH^s-regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.Comment: The gradient of pressure replaced with an external force, reference [G] modifie

    Lagrangian Navier-Stokes diffusions on manifolds: variational principle and stability

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    We prove a variational principle for stochastic Lagrangian Navier-Stokes trajectories on manifolds. We study the behaviour of such trajectories concerning stability as well as rotation between particles; the two-dimensional torus case is described in detail

    Weak calculus of variations for functionals of laws of semi-martingales

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    We develop a non-anticipating calculus of variations for functionals on a space of laws of continuous semi-martingales, which extends the classical one. We extend Hamilton's least action principle and Noether's theorem to this generalized stochastic framework. As an application we obtain, under mild conditions, a stochastic Euler-Lagrange condition and invariants for the critical points of recent problems in stochastic control, namely for the semi-martingale optimal transportation problems

    Navier-Stokes and stochastic Navier-Stokes equations via Lagrange multipliers

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    We show that the Navier-Stokes as well as a random perturbation of this equation can be derived from a stochastic variational principle where the pressure is introduced as a Lagrange multiplier. Moreover we describe how to obtain corresponding constants of the motion

    Generalized stochastic Lagrangian paths for the Navier-Stokes equation

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    In the note added in proof of the seminal paper [Groups of diffeomorphisms andthe motion of an incompressible fluid, Ann. of Math. 92 (1970), 102-163], Ebinand Marsden introduced the so-called correct Laplacian for the Navier-Stokes equationon a compact Riemannian manifold. In the spirit of Brenier's generalized flows forthe Euler equation, we introduce a class of semimartingales on a compact Riemannianmanifold. We prove that these semimartingales are critical points to the correspondingkinetic energy if and only if its drift term solves weakly the Navier-Stokes equationdefined with Ebin-Marsden's Laplacian. We also show that for the torus case,classical solutions of the Navier-Stokes equation realize the minimum of the kineticenergy in a suitable class

    Generalized Navier-Stokes flows and applications to incompressible viscous fluids

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    We introduce a notion of generalized stochastic flows on mani- folds, that extends to the viscous case the one defined by Brenier for perfect fluids. Their kinetic energy extends the classical kinetic energy to Brownian flows, defined as the L2 norm of their drift. We prove that there exists a generalized flow which realizes the infimum of the kinetic energy among all generalized flows with prescribed initial and final configuration. We also con- struct generalized flows with prescribed drift and kinetic energy smaller than the L2 norm of the drift. The results are actually presented for general Lq norms, thus including not only the Navier-Stokes equations but also other equations such as the porous media

    Stochastic variational principles for dissipative equations with advected quantities

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    This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained variational principles for dissipative equations of motion in spatial representation. The general theory is presented for the finite dimensional situation. In infinite dimensions we obtain partial differential equations and stochastic partial differential equations. When the Lie group is, for example, a diffeomorphism group, the general result is not directly applicable but the setup and method suggest rigorous proofs valid in infinite dimensions which lead to similar results. We apply this technique to the compressible Navier-Stokes equation and to magnetohydrodynamics for charged viscous compressible fluids. A stochastic Kelvin-Noether theorem is presented. We derive, among others, the classical deterministic dissipative equations from purely variational and stochastic principles, without any appeal to thermodynamics
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