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arxiv: math/0511067 · v4 · submitted 2005-11-03 · 🧮 math.PR · math.AP

A stochastic Lagrangian representation of the 3-dimensional incompressible Navier-Stokes equations

classification 🧮 math.PR math.AP
keywords equationsstochasticdimensionallagrangiannavier-stokesrepresentationadmitsburgers
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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 process; the inviscid Weber formula for the Euler equations of ideal fluids is used to recover the velocity field. This method admits a self-contained proof of local existence for the nonlinear stochastic system, and can be extended to formulate stochastic representations of related hydrodynamic-type equations, including viscous Burgers equations and LANS-alpha models.

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