Stochastic modelling in fluid dynamics: Ito versus Stratonovich

被引:3
|
作者
Holm, Darryl D. [1 ]
机构
[1] Imperial Coll London, Math Dept, London, England
基金
欧洲研究理事会; 英国工程与自然科学研究理事会;
关键词
stochastic geophysical fluid dynamics; stochastic geometric mechanics; stochastic Kelvin circulation theorem; ALTERNATIVE EULERIAN VIEW; WAVE-RESOLVING SIMULATION; CRAIK-LEIBOVICH THEORY; NAVIER-STOKES EQUATIONS; LANGMUIR CIRCULATIONS; INSTABILITY; OCEAN;
D O I
10.1098/rspa.2019.0812
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated Ito stochastic process (with zero mean) obtained from data which is taken in fixed Eulerian space. Suppose we also want to apply Hamilton's principle to derive the stochastic fluid equations for this situation. Now, the variational calculus for applying Hamilton's principle requires the Stratonovich process, so we must transform from Ito noise in the data frame to the equivalent Stratonovich noise. However, the transformation from the Ito process in the data frame to the corresponding Stratonovich process shifts the drift velocity of the transformed Lagrangian fluid trajectory out of the data frame into a non-inertial frame obtained from the Ito correction. The issue is, 'Will non-inertial forces arising from this transformation of reference frames make a difference in the interpretation of the solution behaviour of the resulting stochastic equations?' This issue will be resolved by elementary considerations.
引用
收藏
页数:12
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