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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...

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Detalles Bibliográficos
Autores principales: Cotter, C. J., Gottwald, G. A., Holm, D. D.
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
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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.
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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
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