Abstract
We prove existence and regularity of the stochastic flows used in the stochastic Lagrangian formulation of the incompressible Navier-Stokes equations (with periodic boundary conditions), and consequently obtain a C k,α local existence result for the Navier-Stokes equations. Our estimates are independent of viscosity, allowing us to consider the inviscid limit. We show that as ν → 0, solutions of the stochastic Lagrangian formulation (with periodic boundary conditions) converge to solutions of the Euler equations at the rate of \(O(\sqrt{\nu t})\).
Similar content being viewed by others
References
Bhattacharya R.N., Chen L., Dobson S., Guenther R.B., Orum C., Ossiander M., Thomann E., Waymire E.C. (2003). Majorizing kernels and stochastic cascades with applications to incompressible Navier-Stokes equations. Trans. Amer. Math. Soc. 355(12): 5003–5040, (electronic)
Busnello, B., Flandoli, F., Romito, M., A probabilistic representation for the vorticity of a 3D viscous fluid and for general systems of parabolic equations. http://arxiv.org/list/math.PR/0306075, 2003
Chorin A., Marsden J. (2000). A Mathematical Introduction to Fluid Mechanics. Springer, Berlin Heidelberg New York
Constantin P. (2001). An Eulerian-Lagrangian approach for incompressible fluids: local theory. J. Amer. Math. Soc. 14(2): 263–278, (electronic)
Constantin P. (2001). An Eulerian-Lagrangian Approach to the Navier-Stokes equations. Commun. Math. Phys. 216(3): 663–686
Constantin P., Foias C. (1988). Navier-Stokes Equations. University of Chicago Press, Chicago, IL
Constantin, P., Iyer, G.: A stochastic Lagrangian representation of the 3-dimensional incompressible Navier-Stokes equations. http://arxiv.org/list/math.PR/0511067, 2005
Friedman A. (1975). Stochastic Differential Equations and Applications, Volume 1. Academic Press, London-New York-San Diego
Gomes D.A. (2005). A variational formulation for the Navier-Stokes equation. Commun. Math. Phys 257: 227–234
Jourdain, B., Le Bris, C., Lelièvre, T.: Coupling PDEs and SDEs: the Illustrative Example of the Multiscale Simulation of Viscoelastic Flows. Lecture Notes in Computational Science and Engineering 44, Berlin Heidelberg New York: Springer, 2005, pp. 151–170
Karatzas I., Shreve S. (1991). Brownian Motion and Stochastic Calculus. Graduate Texts in Mathematics 113. Springer, New York
Krylov, N.V.: Lectures on Elliptic and Parabolic Equations in Hölder Spaces. Graduate Studies in Mathematics 12, Providence, RI: Amer. Math. Soc, 1996
Kunita H. (1997). Stochastic flows and stochastic differential equations. Cambridge Studies in Advanced Mathematics 24. Cambridge University Press, Cambridge
Le Gall, J.: Spatial Branching Processes, Random Snakes and Partial Differential Equations. Lectures in Mathematics, Basel-Baston: Birkhäuser, 1999
Le Jan Y., Sznitman A.S. (1997). Stochastic cascades and 3-dimensional Navier-Stokes equations. Probab. Theory Related Fields 109(3): 343–366
Majda A., Bertozzi A. (2002). Vorticity and Incompressible Flow. Cambridge University Press, Cambridge
Stein E. (1970). Singular Integrals and Differentiability Properties of Functions. Princeton University Press, Princeton, NJ
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by A. Kupiainen
Rights and permissions
About this article
Cite this article
Iyer, G. A Stochastic Perturbation of Inviscid Flows. Commun. Math. Phys. 266, 631–645 (2006). https://doi.org/10.1007/s00220-006-0058-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-006-0058-5