Abstract
We consider the Navier–Stokes equation in dimension 2 and more precisely the vortex equation satisfied by the curl of the velocity field.We show the relation between this equation and a nonlinear stochastic differential equation. Next we use this probabilistic interpretation to construct approximating interacting particle systems which satisfy a propagation of chaos property: the laws of the empirical measures tend, as the number of particles tends to
Citation
Sylvie Méléard. "A trajectorial proof of the vortex method for the two-dimensional Navier-Stokes equation." Ann. Appl. Probab. 10 (4) 1197 - 1211, November 2000. https://doi.org/10.1214/aoap/1019487613
Information