Stochastic Approaches to Deterministic Fluid Dynamics: A Selective Review
2020
Ana Bela Cruzeiro
We present a stochastic Lagrangian view of fluid dynamics. The velocity solving the deterministic Navier−Stokes equation is regarded as a mean time derivative taken over stochastic Lagrangian paths and the equations of motion are critical points of an associated stochastic action functional involving the kinetic energy computed over random paths. Thus the deterministic Navier−Stokes equation is obtained via a variational principle. The pressure can be regarded as a Lagrange multiplier. The approach is based on Itô’s stochastic calculus. Different related probabilistic methods to study the Navier−Stokes equation are discussed. We also consider Navier−Stokes equations perturbed by random terms, which we derive by means of a variational principle.
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