Cargando…
Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi...
Autores principales: | , , |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
The Royal Society Publishing
2017
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5627383/ https://www.ncbi.nlm.nih.gov/pubmed/28989316 http://dx.doi.org/10.1098/rspa.2017.0388 |
_version_ | 1783268705244807168 |
---|---|
author | Cotter, C. J. Gottwald, G. A. Holm, D. D. |
author_facet | Cotter, C. J. Gottwald, G. A. Holm, D. D. |
author_sort | Cotter, C. J. |
collection | PubMed |
description | In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. |
format | Online Article Text |
id | pubmed-5627383 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2017 |
publisher | The Royal Society Publishing |
record_format | MEDLINE/PubMed |
spelling | pubmed-56273832017-10-08 Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics Cotter, C. J. Gottwald, G. A. Holm, D. D. Proc Math Phys Eng Sci Research Articles In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. The Royal Society Publishing 2017-09 2017-09-20 /pmc/articles/PMC5627383/ /pubmed/28989316 http://dx.doi.org/10.1098/rspa.2017.0388 Text en © 2017 The Authors. http://creativecommons.org/licenses/by/4.0/ Published by the Royal Society under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/, which permits unrestricted use, provided the original author and source are credited. |
spellingShingle | Research Articles Cotter, C. J. Gottwald, G. A. Holm, D. D. Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics |
title | Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics |
title_full | Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics |
title_fullStr | Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics |
title_full_unstemmed | Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics |
title_short | Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics |
title_sort | stochastic partial differential fluid equations as a diffusive limit of deterministic lagrangian multi-time dynamics |
topic | Research Articles |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5627383/ https://www.ncbi.nlm.nih.gov/pubmed/28989316 http://dx.doi.org/10.1098/rspa.2017.0388 |
work_keys_str_mv | AT cottercj stochasticpartialdifferentialfluidequationsasadiffusivelimitofdeterministiclagrangianmultitimedynamics AT gottwaldga stochasticpartialdifferentialfluidequationsasadiffusivelimitofdeterministiclagrangianmultitimedynamics AT holmdd stochasticpartialdifferentialfluidequationsasadiffusivelimitofdeterministiclagrangianmultitimedynamics |