Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.
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DOI:
10.1098/rspa.2017.0388
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发表时间:
2017-09
期刊:
Proceedings. Mathematical, physical, and engineering sciences
影响因子:
--
通讯作者:
Holm DD
Holm DD
中科院分区:
其他
文献类型:
--
作者:
Cotter CJ;Gottwald GA;Holm DD

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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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