Probability & incompressible Navier-Stokes equations: An overview of some recent developments

Abstract

This is largely an attempt to provide probabilists some orientation to an important class of non-linear partial differential equations in applied mathematics, the incompressible Navier-Stokes equations. Particular focus is given to the probabilistic framework introduced by LeJan and Sznitman [Probab. Theory Related Fields 109 (1997) 343–366] and extended by Bhattacharya et al. [Trans. Amer. Math. Soc. 355 (2003) 5003–5040; IMA Vol. Math. Appl., vol. 140, 2004, in press]. In particular this is an effort to provide some foundational facts about these equations and an overview of some recent results with an indication of some new directions for probabilistic consideration.