The Navier-Stokes-$\alpha$ equation via forward-backward stochastic differential systems
Guoping Liu

TL;DR
This paper employs forward-backward stochastic differential systems to analyze the Navier-Stokes-$\alpha$ equation, establishing existence and uniqueness results for both 2D and higher-dimensional cases with different boundary conditions.
Contribution
It introduces a stochastic approach to the Navier-Stokes-$\alpha$ equation, deriving a Feynman-Kac formula for the vorticity and proving solution existence and uniqueness in various dimensions.
Findings
Global existence and uniqueness for 2D case with periodic boundary conditions.
Local existence and uniqueness for d-dimensional ($d\geq 3$) case.
Derivation of Feynman-Kac formula for the vorticity equation.
Abstract
In this paper, we use forward-backward stochastic differential systems to study the solution of two and d dimensional () Navier-Stokes- equation. For the two dimensional Navier-Stokes- equation with space periodic boundary conditions, we derive the Feynmann-Kac formula associated with the vorticity equation and prove the global existence and uniqueness of the solution. For the d dimensional () case, we prove the local existence and uniqueness of the solution in Sobolev space.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · Navier-Stokes equation solutions
