Cover image for Probabilistic Methods In Fluids, Proceedings Of The Swansea 2002 Workshop : Proceedings of the Swansea 2002 Workshop, Wale, UK, 14-19 April 2002.
Probabilistic Methods In Fluids, Proceedings Of The Swansea 2002 Workshop : Proceedings of the Swansea 2002 Workshop, Wale, UK, 14-19 April 2002.
Title:
Probabilistic Methods In Fluids, Proceedings Of The Swansea 2002 Workshop : Proceedings of the Swansea 2002 Workshop, Wale, UK, 14-19 April 2002.
Author:
Davies, N Jacob.
ISBN:
9789812703989
Personal Author:
Physical Description:
1 online resource (383 pages)
Contents:
Contents -- Preface -- IRIMA -- Participants -- Sergio Albeverio and Yana Belopolskaya Probabilistic Approach to Hydrodynamic Equations -- 1. Diffusion process and the Navier-Stokes equations -- 2. Convergence of successive approximations -- Acknowledgements -- References -- Hakima Bessaih and Franco Flandoli A Mean Field Result for 3D Vortex Filaments -- 1. Introduction -- 2. Abstract mean field result -- 3. Proofs -- 3.1. Uniform bound on the marginals densities -- 3.2. Variational characterization of hN and known results -- 3.3. Weak limit of hNk -- 3.4. Convergence of the variational problems -- 3.5. Properties of the limit variational problem -- 4. Application to vortex filaments -- 4.1. Brownian vortex filaments -- 4.1.1. Introduction -- 4.1.2. Space of configurations -- 4.1.3. Cross-section and its random selection -- 4.1.4. Reference measure -- 4.1.5. The energy -- 4.2. Other models -- 4.2.1. Brownian semimartingales -- 4.2.2. Processes with finite p variation -- References -- Bjorn Bottcher and Niels Jacob Remarks on Meixner-type Processes -- 1. Introduction -- Acknowledgement: -- 2. Meixner Processes -- 3. Symbols of Meixner-type -- 4. Meixner-type Processes -- References -- Zdzistaw Brzeinaak Some Remarks on Ito and Stratonovich Integration in 2-smooth Banach Spaces -- 1. Introduction -- 2. Ito integral in 2-smooth Banach spaces -- 3. Burkholder inequality -- 4. An Example -- 5. Relationship with the approach of Mikulevicius and Rozovskii -- 6. Approximation of the Stratonovich integral -- 6.1. The result -- 6.2. The proof -- Acknowledgments -- References -- Tomas Caraballo The Long-time Behaviour of Stochastic 2D-Navier-Stokes Equations -- 1. Introduction -- 2. The exponential stability of solutions -- 3. Exponential stabilizability and stabilization -- 4. Pathwise stability and stabilizability with general decay rate.

5. Conclusions, comments and open problems -- Acknowledgments -- References -- Pao-Liu Chow Semilinear Stochastic Wave Equations -- 1. Introduction -- 2. Linear Stochastic Hyperbolic Equation -- 3. Semilinear Stochastic Hyperbolic Equations -- 4. Applications -- Acknowledgments -- References -- Nigel J. Cutland Stochastic Navier-Stokes Equations: Loeb Space Techniques & Attractors -- 1. Introduction -- 2. Existence for the stochastic Navier-Stokes equations -- 2.1. Mathematical formulation -- 2.1.1. Definition of solutions to the stochastic Navier-Stokes equations -- 2.2. Loeb space methods -- 3. Attractors for stochastic Navier-Stokes equations -- 3.1. Measure attractors -- 3.2. Stochastic attractors -- 3.2.1. Existence of a stochastic attractor for the Navier-Stokes equations -- 3.3. Process attractors -- Appendix -- A . l . The hyperreals -- A.2. Construction of a Loeb space -- References -- Arnaud Debussche The 2D-Navier-Stokes Equations Perturbed by a Delta Correlated Noise -- 1. Introduction -- 2. Notations -- 3. Preliminaries -- 4. Existence and uniqueness -- 5 . Ergodicity -- References -- Sergio Albeverio and Benedetta Ferrario Invariant Measures of Levy-Khinchine Type for 2D Fluids -- 1. Introduction -- 2. Invariant measures of LQvy-Khinchine type -- 3. Deterministic dynamics -- 4. Stochastic dynamics -- 5 . Final remarks -- Acknowledgments -- References -- Franco Flandoli Some Remarks on a Statistical Theory of Turbulent Flows -- 1. Introduction -- 2. Vortex filaments -- 2.1. Random 1 -currents -- 2.2. Back to vortex filaments i n 3D fluids -- 3. 3D stochastic Navier-Stokes equation: weak stationary solutions -- 4. The viewpoint of random dynamical systems -- RSB theory. -- Fokker-Planck equation. -- RSB theory for random dynamical systems. -- 4.1. Random attractors -- 4.2. Random invariant measures.

4.3. RSB properties of the random invariant measures -- 5 . Conclusions -- References -- Christophe Giraud Some Properties of Burgers Turbulence with White Noise Initial Conditions -- 1. Introduction -- 2. Some background on Burgers equation -- 3. Parabolic hull of a Brownian motion -- 4. Burgers turbulence with white noise initial velocity -- 4.1. State at a fixed time t > 0 -- 4.2. Time evolution of the turbulence -- 5. Burgers turbulence with some other initial velocities of white noise type -- 5.1. The one-sided white noise case -- 5.2. The periodic white noise case -- 6. Some open problems -- References -- Yuri E. Gliklikh Deterministic Viscous Hydrodynamics via Stochastic Processes on Groups of Diffeomorphisms -- 1. Preliminaries and Introduction -- 2. Basic notion from the geometry of groups of diffeomorphisms -- 3. Description of viscous hydrodynamics -- Acknowledgments -- References -- Niels Jacob and Aubrey Truman Further Classes of Pseudo-differential Operators Applicable to Modelling in Finance and Turbulence -- 1. Introduction -- 2. Some basic facts on Feller processes -- 3. Hoh's symbolic calculus -- 4. Baldus' Weyl calculus approach -- 5. Relations to subordination in the sense of Bochner and operators of variable order of differentiability -- References -- Benjamin Jourdain and Tony Lelievre Mathematical Analysis of a Stochastic Differential Equation Arising in the Micro-Macro Modelling of Polymeric Fluids -- 1. Introduction -- 2. Existence and uniqueness -- 2.1. Trajectorial uniqueness for solutions with values in B -- 2.2. Existence in the case g Lt -- 2.3. Existence in the case g L1toc (R+) -- 3. Does the solution reach the boundary ? -- 3.1. Necessary and suflcient conditions -- 3.2. Non-uniqueness in case b < 2 -- 4. Invariant probability measure in case g = 0 and b 2 -- Acknowledgments -- Bibliography.

Hannelore Lisei and Michael Scheutzow On the Dispersion of Sets under the Action of an Isotropic Brownian Flow -- 1. Introduction -- 2. Isotropic Brownian Flows -- 3. The Upper Bound -- 4. The Lower Bound -- 5. Open Problems -- Appendix -- References -- Aubrey Truman, Chris N. Reynolds and David Williams Stochastic Burgers Equation in d-dimensions - A One-dimensional Analysis: Hot and Cool Caustics and Intermittence of Stochastic Turbulence -- 1. Introduction -- 1.1. When does Ht have cusps? -- 2. Some Geometrical Results ( = 1) -- 3. Intermittence of Stochastic Turbulence -- 4. Some Analytical Results (Small ) -- 5. Some Applications -- 5.1. Hot and Cool Parts of the Caustic -- 5.2. Intermittence of Stochastic Turbulence - a simple example in two dimensions -- 5.3. process for small noise in 2 dimensions -- Acknowledgement -- References -- Armen Shirikyan A Version of the Law of Large Numbers and Applications -- 1. Introduction -- Notation -- 2. Strong law of large numbers for mixing-type Markov chains -- 2.1. Formulation of the result -- 2.2. Proof of Theorem 2.1 -- 3. Applications -- 3.1. Dissipative PDE's perturbed by a bounded kick force -- 3.2. The Navier-Stokes system perturbed by an unbounded kick force -- References -- Marian Slodicka Comprehensive Models for Wells -- 1. Introduction -- 2. Point sources -- 3. Wells with a non-negligible radius -- 4. Robin type boundary condition -- 4.1. Variational formulation, well-posedness -- 4.2. Numerical scheme -- 4.3. Convergence of the scheme -- References -- Enrique Thomann and Mina Ossiander Stochastic Cascades Applied to the Navier-Stokes Equations -- 1. Introduction -- 2. Applications to the Navier-Stokes Equations -- 2.1. Stochastic Recursion -- 2.2. Successive Iterations of a Contraction Map -- 3. Application to KPP Equations -- 4. Damped Burgers Equation, Some Open Problems -- Acknowledgments.

References -- Aubrey Truman and Jiang-Lun Wu Stochastic Burgers Equation with Levy Space-Time White Noise -- 1. Introduction -- 2. Poisson White Noise and Stochastic Integration -- 3. Burgers Equation Driven by Levy Space-Time White Noise -- Acknowledgements -- References -- Tusheng Zhang A Comparison Theorem for Solutions of Backward Stochastic Differential Equations with Two Reflecting Barriers and Its Applications -- 1. Introduction -- 2. Backward SDE With Two Reflecting Barrier Processes -- 3. Existence of Solutions of A Backward SDE with Two Reflecting Barriers -- Acknowledgements: -- References -- Aubrey Truman and Huaizhong Zhao Burgers Equation and the WKB-Langer Asymptotic L2 Approximation of Eigenfunctions and Their Derivatives -- 1. Introduction -- 2. WKB-Langer asymptotic expansions -- 3. Semi-classical approximation of eigenfunctions and their derivatives in L2 -- Acknowledgement -- References.
Abstract:
This volume contains recent research papers presented at the international workshop on â€Probabilistic Methods in Fluids” held in Swansea. The central problems considered were turbulence and the Navier–Stokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media.
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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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