A Stochastic Navier-Stokes Equation for the Vorticity of a Two-Dimensional Fluid

Kotelenez, Peter

Ann. Appl. Probab., Tome 5 (1995) no. 4, p. 1126-1160 / Harvested from Project Euclid

Résumé

The Navier-Stokes equation for the vorticity of a viscous and incompressible fluid in $\mathbf{R}^2$ 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 $\mathbf{R}^{2N}$, where the fluctuation forces are state dependent and driven by Brownian sheets. The state dependence is modeled to yield a short correlation length $\varepsilon$ 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 $\varepsilon$ 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 $L_2(\mathbf{R}^2, dr)$ 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 $\varepsilon \rightarrow 0$ and $N \rightarrow \infty$ (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.

Détail

Publié le : 1995-11-14
Classification:  Stochastic partial differential equation,  Navier-Stokes equation,  random vortices,  macroscopic limit,  viscous diffusion,  eddy diffusion,  stochastic temperature field,  60H15,  76D05,  60F99,  35K55,  35A35,  35A40