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A STOCHASTIC LAGRANGIAN REPRESENTATION OF THE 3-DIMENSIONAL INCOMPRESSIBLE NAVIER-STOKES EQUATIONS
stochastic Lagrangian incompressible Navier-Stokes
2014/4/4
In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths.The particle trajectories obey SDEs driven by a uniform Wiener ...
A STOCHASTIC-LAGRANGIAN APPROACH TO THE NAVIER-STOKES EQUATIONS IN DOMAINS WITH BOUNDARY.
The (unforced) incompressible Navier-Stokes equations STOCHASTIC-LAGRANGIAN
2014/4/3
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 bound...
Stochastic Lagrangian Transport and Generalized Relative Entropies
Relative entropies stochastic integrals of motion stochastically passive scalars stochastic Lagrangian transport
2014/4/4
We discuss stochastic representations of advection diffusion equations with variable diffusivity, stochastic integrals of motion and generalized relative entropies.