Symmetries and martingales in a stochastic model for the Navier-Stokes equation
Ana Bela Cruzeiro, R\'emi Lassalle

TL;DR
This paper develops a stochastic framework for Navier-Stokes solutions using semi-martingales, linking symmetries to martingales via a weak Noether's theorem, and introduces a least action principle based on relative entropy.
Contribution
It introduces a novel stochastic representation of Navier-Stokes solutions and connects symmetries to martingales through a weak Noether's theorem, with a new least action principle.
Findings
Representation of Navier-Stokes solutions by semi-martingales
Symmetries lead to martingales via a weak Noether's theorem
A least action principle based on relative entropy is established
Abstract
A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semi-martingales and characterized by a weak Euler- Lagrange condition. A least action principle, related to the relative entropy, is provided. Within this stochastic framework, by assuming further symmetries, the corresponding invariances are expressed by martingales, stemming from a weak Noether's theorem.
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Taxonomy
TopicsNavier-Stokes equation solutions · Stochastic processes and financial applications · Stability and Controllability of Differential Equations
