Stochastic variational principles for dissipative equations with advected quantities
Xin Chen, Ana Bela Cruzeiro, Tudor S. Ratiu

TL;DR
This paper develops symmetry reduction techniques for stochastic variational principles in dissipative systems with advected quantities, deriving equations like Navier-Stokes and magnetohydrodynamics from variational methods.
Contribution
It introduces a unified variational framework for dissipative stochastic equations with advected quantities on Lie groups, including infinite-dimensional cases.
Findings
Derivation of stochastic Navier-Stokes and MHD equations from variational principles.
Introduction of a stochastic Kelvin-Noether theorem.
Establishment of a variational approach to dissipative stochastic systems.
Abstract
This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained variational principles for dissipative equations of motion in spatial representation. The general theory is presented for the finite dimensional situation. In infinite dimensions we obtain partial differential equations and stochastic partial differential equations. When the Lie group is, for example, a diffeomorphism group, the general result is not directly applicable but the setup and method suggest rigorous proofs valid in infinite dimensions which lead to similar results. We apply this technique to the compressible Navier-Stokes equation and to magnetohydrodynamics for charged viscous compressible fluids. A stochastic Kelvin-Noether theorem is presented.…
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Taxonomy
TopicsStochastic processes and financial applications · Navier-Stokes equation solutions · Fluid Dynamics and Turbulent Flows
