The Annals of Applied Probability

A stochastic-Lagrangian approach to the Navier–Stokes equations in domains with boundary

Peter Constantin and Gautam Iyer
Source: Ann. Appl. Probab. Volume 21, Number 4 (2011), 1466-1492.

Abstract

In this paper we derive a probabilistic representation of the deterministic 3-dimensional Navier–Stokes equations in the presence of spatial boundaries. The formulation in the absence of spatial boundaries was done by the authors in [Comm. Pure Appl. Math. 61 (2008) 330–345]. While the formulation in the presence of boundaries is similar in spirit, the proof is somewhat different. One aspect highlighted by the formulation in the presence of boundaries is the nonlocal, implicit influence of the boundary vorticity on the interior fluid velocity.

First Page: Show Hide
Primary Subjects: 76D05, 60K40
Full-text: Access denied (no subscription detected)
We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aoap/1312818842
Digital Object Identifier: doi:10.1214/10-AAP731
Zentralblatt MATH identifier: 05957119
Mathematical Reviews number (MathSciNet): MR2857454

References

[1] Arnold, V. (1966). Sur la géométrie différentielle des groupes de Lie de dimension infinie et ses applications à l’hydrodynamique des fluides parfaits. Ann. Inst. Fourier (Grenoble) 16 319–361.
[2] Beale, J. T., Kato, T. and Majda, A. (1984). Remarks on the breakdown of smooth solutions for the 3-D Euler equations. Comm. Math. Phys. 94 61–66.
Mathematical Reviews (MathSciNet): MR763762
Zentralblatt MATH: 0573.76029
Digital Object Identifier: doi:10.1007/BF01212349
Project Euclid: euclid.cmp/1103941230
[3] Bhattacharya, R. N., Chen, L., Dobson, S., Guenther, R. B., Orum, C., Ossiander, M., Thomann, E. and Waymire, E. C. (2003). Majorizing kernels and stochastic cascades with applications to incompressible Navier–Stokes equations. Trans. Amer. Math. Soc. 355 5003–5040 (electronic).
Mathematical Reviews (MathSciNet): MR1999415
Digital Object Identifier: doi:10.1214/lnms/1215091658
[4] Bhattacharya, R., Chen, L., Guenther, R. B., Orum, C., Ossiander, M., Thomann, E. and Waymire, E. C. (2005). Semi-Markov cascade representations of local solutions to 3-D incompressible Navier–Stokes. In Probability and Partial Differential Equations in Modern Applied Mathematics (E. C. Waymire and J. Duan, eds.). IMA Vol. Math. Appl. 140 27–40. Springer, New York.
Mathematical Reviews (MathSciNet): MR2202031
Zentralblatt MATH: 1104.35027
Digital Object Identifier: doi:10.1007/978-0-387-29371-4_3
[5] Busnello, B. (1999). A probabilistic approach to the two-dimensional Navier–Stokes equations. Ann. Probab. 27 1750–1780.
Mathematical Reviews (MathSciNet): MR1742887
Zentralblatt MATH: 0988.60057
Digital Object Identifier: doi:10.1214/aop/1022677547
Project Euclid: euclid.aop/1022874814
[6] Busnello, B., Flandoli, F. and Romito, M. (2005). A probabilistic representation for the vorticity of a three-dimensional viscous fluid and for general systems of parabolic equations. Proc. Edinb. Math. Soc. (2) 48 295–336.
Mathematical Reviews (MathSciNet): MR2157249
Zentralblatt MATH: 1075.76019
Digital Object Identifier: doi:10.1017/S0013091503000506
[7] Constantin, P. (2001). An Eulerian-Lagrangian approach for incompressible fluids: Local theory. J. Amer. Math. Soc. 14 263–278 (electronic).
Mathematical Reviews (MathSciNet): MR1815212
Zentralblatt MATH: 0997.76009
Digital Object Identifier: doi:10.1090/S0894-0347-00-00364-7
[8] Constantin, P. (2006). Generalized relative entropies and stochastic representation. Int. Math. Res. Not. Art. ID 39487, 9.
Mathematical Reviews (MathSciNet): MR2250023
Zentralblatt MATH: 05122742
[9] Constantin, P. and Fefferman, C. (1993). Direction of vorticity and the problem of global regularity for the Navier–Stokes equations. Indiana Univ. Math. J. 42 775–789.
Mathematical Reviews (MathSciNet): MR1254117
Zentralblatt MATH: 0837.35113
Digital Object Identifier: doi:10.1512/iumj.1993.42.42034
[10] Constantin, P. and Foias, C. (1988). Navier–Stokes Equations. Univ. Chicago Press, Chicago, IL.
Mathematical Reviews (MathSciNet): MR972259
[11] Constantin, P. and Iyer, G. (2008). A stochastic Lagrangian representation of the three-dimensional incompressible Navier–Stokes equations. Comm. Pure Appl. Math. 61 330–345.
Mathematical Reviews (MathSciNet): MR2376844
Zentralblatt MATH: 1156.60048
Digital Object Identifier: doi:10.1002/cpa.20192
[12] Constantin, P. and Iyer, G. (2006). Stochastic Lagrangian transport and generalized relative entropies. Commun. Math. Sci. 4 767–777.
Mathematical Reviews (MathSciNet): MR2264819
Zentralblatt MATH: 1120.35046
Project Euclid: euclid.cms/1175797610
[13] Cipriano, F. and Cruzeiro, A. B. (2007). Navier-Stokes equation and diffusions on the group of homeomorphisms of the torus. Comm. Math. Phys. 275 255–269.
Mathematical Reviews (MathSciNet): MR2335775
Zentralblatt MATH: 1120.76013
Digital Object Identifier: doi:10.1007/s00220-007-0306-3
[14] Chorin, A. J. (1973). Numerical study of slightly viscous flow. J. Fluid Mech. 57 785–796.
Mathematical Reviews (MathSciNet): MR395483
Digital Object Identifier: doi:10.1017/S0022112073002016
[15] Chorin, A. J. and Marsden, J. E. (1993). A Mathematical Introduction to Fluid Mechanics, 3rd ed. Texts in Applied Mathematics 4. Springer, New York.
[16] Eyink, G. L. (2010). Stochastic least-action principle for the incompressible Navier–Stokes equation. Phys. D 239 1236–1240.
Mathematical Reviews (MathSciNet): MR2657460
Digital Object Identifier: doi:10.1016/j.physd.2008.11.011
[17] Eyink, G. L. (2008). Stochastic line-motion and stochastic conservation laws for non-ideal hydromagnetic models. I. Incompressible fluids and isotropic transport coefficients. Preprint. Available at arXiv:0812.0153.
[18] Friedman, A. (2006). Stochastic Differential Equations and Applications. Dover, Mineola, NY. (Two volumes bound as one. Reprint of the 1975 and 1976 original published in two volumes.)
Mathematical Reviews (MathSciNet): MR2295424
[19] Gliklikh, Y. (1997). Global Analysis in Mathematical Physics: Geometric and Stochastic Methods. Applied Mathematical Sciences 122. Springer, New York. (Translated from the 1989 Russian original and with Appendix F by Viktor L. Ginzburg.)
Mathematical Reviews (MathSciNet): MR1438545
Zentralblatt MATH: 0868.58001
[20] Iyer, G. (2006). A stochastic Lagrangian formulation of the Navier–Stokes and related transport equations. Ph.D. thesis, Univ. Chicago.
[21] Karatzas, I. and Shreve, S. E. (1991). Brownian Motion and Stochastic Calculus, 2nd ed. Graduate Texts in Mathematics 113. Springer, New York.
Mathematical Reviews (MathSciNet): MR1121940
[22] Krylov, N. V. (1993). Quasiderivatives for solutions of Itô’s stochastic equations and their applications. In Stochastic Analysis and Related Topics (Oslo, 1992). Stochastics Monogr. 8 1–44. Gordon and Breach, Montreux.
Mathematical Reviews (MathSciNet): MR1268004
[23] Krylov, N. V. (2004). Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes. Electron. J. Probab. 9 615–633 (electronic).
Mathematical Reviews (MathSciNet): MR2082053
Zentralblatt MATH: 1064.60172
[24] Kuznetsov, E. A. and Ruban, V. P. (2000). Hamiltonian dynamics of vortex and magnetic lines in hydrodynamic type systems. Phys. Rev. E (3) 61 831–841.
Mathematical Reviews (MathSciNet): MR1736469
Digital Object Identifier: doi:10.1103/PhysRevE.61.831
[25] Kunita, H. (1997). Stochastic Flows and Stochastic Differential Equations. Cambridge Studies in Advanced Mathematics 24. Cambridge Univ. Press, Cambridge. (Reprint of the 1990 original.)
Mathematical Reviews (MathSciNet): MR1472487
[26] Le Jan, Y. and Sznitman, A. S. (1997). Stochastic cascades and 3-dimensional Navier–Stokes equations. Probab. Theory Related Fields 109 343–366.
[27] McKean, H. P. Jr. (1969). Stochastic Integrals. Probability and Mathematical Statistics 5. Academic Press, New York.
Mathematical Reviews (MathSciNet): MR247684
[28] Majda, A. J. and Bertozzi, A. L. (2002). Vorticity and Incompressible Flow. Cambridge Texts in Applied Mathematics 27. Cambridge Univ. Press, Cambridge.
Mathematical Reviews (MathSciNet): MR1867882
[29] Michel, P., Mischler, S. and Perthame, B. (2004). General entropy equations for structured population models and scattering. C. R. Math. Acad. Sci. Paris 338 697–702.
Mathematical Reviews (MathSciNet): MR2065377
Zentralblatt MATH: 1049.35070
Digital Object Identifier: doi:10.1016/j.crma.2004.03.006
[30] Michel, P., Mischler, S. and Perthame, B. (2005). General relative entropy inequality: An illustration on growth models. J. Math. Pures Appl. (9) 84 1235–1260.
Mathematical Reviews (MathSciNet): MR2162224
Zentralblatt MATH: 1085.35042
Digital Object Identifier: doi:10.1016/j.matpur.2005.04.001
[31] Øksendal, B. (2003). Stochastic Differential Equations, 6th ed. Springer, Berlin.
[32] Ossiander, M. (2005). A probabilistic representation of solutions of the incompressible Navier–Stokes equations in R3. Probab. Theory Related Fields 133 267–298.
Mathematical Reviews (MathSciNet): MR2198702
Zentralblatt MATH: 1077.35107
Digital Object Identifier: doi:10.1007/s00440-004-0418-z
[33] Rozovskiĭ, B. L. (1990). Stochastic Evolution Systems: Linear Theory and Applications to Nonlinear Filtering. Mathematics and Its Applications (Soviet Series) 35. Kluwer Academic, Dordrecht. (Translated from the Russian by A. Yarkho.)
Mathematical Reviews (MathSciNet): MR1135324
[34] Ruban, V. P. (1999). Motion of magnetic flux lines in magnetohydrodynamics. JETP 89 299–310.
[35] Thomann, E. and Ossiander, M. (2003). Stochastic cascades applied to the Navier–Stokes equations. In Probabilistic Methods in Fluids 287–297. World Scientific, River Edge, NJ.
Mathematical Reviews (MathSciNet): MR2083379
Zentralblatt MATH: 1068.76019
Digital Object Identifier: doi:10.1142/9789812703989_0019
[36] Waymire, E. C. (2002). Multiscale and multiplicative processes in fluid flows. In Instructional and Research Workshop on Multiplicative Processes and Fluid Flows (MaPhySto, Aarhus Univ., 2001). Lectures on Multiscale and Multiplicative Processes in Fluid Flows 11. Available at http://www.maphysto.dk/cgi-bin/gp.cgi?publ=407.
[37] Waymire, E. C. (2005). Probability & incompressible Navier–Stokes equations: An overview of some recent developments. Probab. Surv. 2 1–32 (electronic).
Mathematical Reviews (MathSciNet): MR2121794
Digital Object Identifier: doi:10.1214/154957805100000078
Project Euclid: euclid.ps/1109608866
[38] Webber, W. (1968). Über eine Transformation der hydrodynamischen Gleichungen. J. Reine Angew. Math. 68 286–292.
[39] Zhang, X. (2010). A stochastic representation for backward incompressible Navier–Stokes equations. Probab. Theory Related Fields 148 305–332.
Mathematical Reviews (MathSciNet): MR2653231
Zentralblatt MATH: 1201.60070
Digital Object Identifier: doi:10.1007/s00440-009-0234-6

2013 © Institute of Mathematical Statistics

The Annals of Applied Probability

The Annals of Applied Probability

Turn MathJax Off
What is MathJax?