A STOCHASTIC NAVIER-STOKES EQUATION FOR THE VORTICITY OF A TWO-DIMENSIONAL FLUID

被引:19
|
作者
Kotelenez, Peter [1 ]
机构
[1] Case Western Reserve Univ, Dept Math & Stat, Cleveland, OH 44106 USA
来源
ANNALS OF APPLIED PROBABILITY | 1995年 / 5卷 / 04期
关键词
Stochastic partial differential equation; Navier-Stokes equation; random vortices; macroscopic limit; viscous diffusion; eddy diffusion; stochastic temperature field;
D O I
10.1214/aoap/1177004609
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Navier-Stokes equation for the vorticity of a viscous and incompressible fluid in R-2 is analyzed as a macroscopic equation for an underlying microscopic model of randomly moving vortices. We consider N point vortices whose positions satisfy a stochastic ordinary differential equation on R-2N, where the fluctuation forces are state dependent and driven by Brownian sheets. The state dependence is modeled to yield a short correlation length e between the fluctuation forces of different vortices. The associated signed point measure-valued empirical process turns out to be a weak solution to a stochastic Navier-Stokes equation (SNSE) whose stochastic term is state dependent and small if e is small. Thereby we generalize the well known approach to the Euler equation to the viscous case. The solution is extended to a large class of signed measures conserving the total positive and negative vorticities, and it is shown to be a weak solution of the SNSE. For initial conditions in L-2(R-2, dr) the solutions are shown to live on the same space with continuous sample paths and an equation for the square of the L-2-norm is derived. Finally we obtain the macroscopic NSE as the correlation length epsilon --> 0 and N --> infinity (macroscopic limit), where we assume that the initial conditions are sums of N point measures. As a corollary to the above results we obtain the solution to a bilinear stochastic partial differential equation which can be interpreted as the temperature field in a stochastic flow.
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页码:1126 / 1160
页数:35
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