English

Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus

Probability 2010-01-21 v5 Analysis of PDEs

Abstract

We establish a connection between the strong solution to the spatially periodic Navier-Stokes equations and a solution to a system of forward-backward stochastic differential equations (FBSDEs) on the group of volume-preserving diffeomorphisms of a flat torus. We construct representations of the strong solution to the Navier-Stokes equations in terms of diffusion processes.

Keywords

Cite

@article{arxiv.0807.0421,
  title  = {Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus},
  author = {Ana Bela Cruzeiro and Evelina Shamarova},
  journal= {arXiv preprint arXiv:0807.0421},
  year   = {2010}
}