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By reversing the time variable we derive a stochastic representation for backward incompressible Navier-Stokes equations in terms of stochastic Lagrangian paths, which is similar to Constantin and Iyer's forward formulations in…

Probability · Mathematics 2008-11-01 Xicheng Zhang

This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…

Probability · Mathematics 2010-03-16 Gautam Iyer , Jonathan Mattingly

Using Constantin-Iyer representation also known more generally as Euler-Lagrangian approach, we prove the local existence of the Navier-Stokes equations in weighted Sobolev spaces with external forcing on $\mathbf{R}^{d}$, for any dimension…

Analysis of PDEs · Mathematics 2024-11-20 Sekson Sirisubtawee , Naowarat Manitcharoen , Chukiat Saksurakan

In this paper we show the existence of stochastic Lagrangian particle trajectory for Leray's solution of 3D Navier-Stokes equations. More precisely, for any Leray's solution ${\mathbf u}$ of 3D-NSE and each…

Probability · Mathematics 2020-12-30 Xicheng Zhang , Guohuan Zhao

This work is based on a formulation of the incompressible Navier-Stokes equations developed by P. Constantin and G.Iyer, where the velocity field of a viscous incompressible fluid is written as the expected value of a stochastic process. If…

Probability · Mathematics 2017-09-07 Alexei Novikov , Karim Shikh Khalil

In this manuscript, we extend Constantin-Iyer's Lagrangian formulation of Navier-Stokes Equation to a wider class of hydrodynamic models. Moreover, we prove that such Lagrangian formulation is naturally derived from a stochastic…

Analysis of PDEs · Mathematics 2025-12-02 Anna Mazzucato , Anping Pan

The stochastic variational method is applied to particle systems and continuum mediums. As the brief review of this method, we first discuss the application to particle Lagrangians and derive a diffusion-type equation and the…

Statistical Mechanics · Physics 2013-05-24 T. Koide , T. Kodama

In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for…

Probability · Mathematics 2010-03-16 Peter Constantin , Gautam Iyer

The paper explores the symbiotic relation between the Navier-Stokes equations and the associated stochastic cascades. Specifically, we examine how some well-known existence and uniqueness results for the Navier-Stokes equations can inform…

Analysis of PDEs · Mathematics 2021-12-08 Radu Dascaliuc , Tuan N. Pham , Enrique Thomann

Here we investigate the Cauchy problem for the inhomogeneous Navier-Stokes equations in the whole $n$-dimensional space. Under some smallness assumption on the data, we show the existence of global-in-time unique solutions in a critical…

Analysis of PDEs · Mathematics 2016-08-14 Raphaël Danchin , Piotr Bogusław Mucha

We develop a Bayesian methodology for numerical solution of the incompressible Navier--Stokes equations with quantified uncertainty. The central idea is to treat discretized Navier--Stokes dynamics as a state-space model and to view…

Computation · Statistics 2026-02-04 Nicholas Polson , Vadim Sokolov

We show for the first time that the stochastic variational method can naturally derive the Navier-Stokes equation starting from the action of ideal fluid. In the frame work of the stochastic variational method, the dynamical variables are…

Statistical Mechanics · Physics 2012-06-18 T. Koide , T. Kodama

This paper deals with time-fractional stochastic Navier-Stokes equations, which are characterized by the coexistence of stochastic noise and a fractional power of the Laplacian. We establish sufficient conditions for the existence and…

Optimization and Control · Mathematics 2025-10-13 Renu Chaudhary , Simeon Reich , Juan J. Nieto

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

Probability · Mathematics 2012-11-30 Xicheng Zhang

We consider the stationary (time-independent) Navier-Stokes equations in the whole threedimensional space, under the action of a source term and with the fractional Laplacian operator (--$\Delta$) $\alpha$/2 in the diffusion term. In the…

Analysis of PDEs · Mathematics 2024-05-16 Oscar Jarrín , Gastón Vergara-Hermosilla

Prior mathematical work of Constantin and Iyer (2008, 2011) has shown that incompressible Navier-Stokes solutions possess infinitely-many stochastic Lagrangian conservation laws for vorticity, backward in time, which generalize the…

Fluid Dynamics · Physics 2019-12-17 Gregory L. Eyink , Akshat Gupta , Tamer Zaki

We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…

Analysis of PDEs · Mathematics 2017-10-31 Dominic Breit , Eduard Feireisl

The global existence of martingale solutions to the compressible Navier-Stokes equations driven by stochastic external forces, with density-dependent viscosity and vacuum, is established in this paper. This work can be regarded as a…

Analysis of PDEs · Mathematics 2024-07-30 Yachun Li , Lizhen Zhang

In this paper, we investigate the existence and uniqueness of global solutions to the Cauchy problem for a coupled stochastic chemotaxis-Navier-Stokes system with multiplicative L\'{e}vy noises in $\mathbb{R}^2$. The existence of global…

Analysis of PDEs · Mathematics 2024-08-13 Fan Xu , Lei Zhang , Bin Liu

We consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process converges, uniformly in time and space variables, to the…

Probability · Mathematics 2020-10-19 Franco Flandoli , Christian Olivera , Marielle Simon
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