Abstract
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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Notes
Looking forward, we mention that the specification of the dual of \(\mathscr {M}_m\) is only for convenience. In fact, we do not need to be that precise because Eq. (3.12) in Theorem 3.5 does not depend on the expression of \(\frac{\delta p}{\delta A_j}\), \(j=1,2\), and hence does not depend on the choice of the dual of \(\mathscr {M}_m\) either. The reason is that in (3.14), with any choice for \(\frac{\delta p}{\delta A_j}\), \(j=1,2\), in a dual of \(\mathscr {M}_{m_1}\), the value of \(\left\langle \frac{\delta p}{\delta A_1}(A_1,A_2,u), B_{\omega ,1}(t,v)\right\rangle \) is the same and equals \(\lim _{\varepsilon \rightarrow 0}\frac{1}{\varepsilon }(p(A_1+ \epsilon B_{\omega ,1},A_2,u))\). The same holds for \(\frac{\delta p}{\delta A_2}\). Thus, the value of \(K(A_1,A_2,u)\) is independent of the choice of the dual.
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Acknowledgements
We thank Darryl Holm for his interest in our work and the many discussions we had about the geometric framework of stochastic mechanics. We also thank the anonymous referee for very constructive comments, additional references, and excellent suggestions for updating the introduction. We are grateful for the hospitality of the Bernoulli Center of the Swiss Federal Institute of Technology Lausanne and the Shanghai Jiao Tong University, which facilitated our collaboration.
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Chen, X., Cruzeiro, A.B. & Ratiu, T.S. Stochastic Variational Principles for Dissipative Equations with Advected Quantities. J Nonlinear Sci 33, 5 (2023). https://doi.org/10.1007/s00332-022-09846-1
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DOI: https://doi.org/10.1007/s00332-022-09846-1