Variational principles for fluid dynamics on rough paths
File(s)2004.07829v2.pdf (579.94 KB)
Working Paper
Author(s)
Crisan, Dan
Holm, Darryl D
Leahy, James-Michael
Nilssen, Torstein
Type
Working Paper
Abstract
In this paper, we introduce a new framework for parametrization schemes (PS)
in GFD. Using the theory of controlled rough paths, we derive a class of rough
geophysical fluid dynamics (RGFD) models as critical points of rough action
functionals. These RGFD models characterize Lagrangian trajectories in fluid
dynamics as geometric rough paths (GRP) on the manifold of diffeomorphic maps.
Three constrained variational approaches are formulated for the derivation of
these models. The first is the Clebsch formulation, in which the constraints
are imposed as rough advection laws. The second is the Hamilton-Pontryagin
formulation, in which the constraints are imposed as right-invariant rough
vector fields. The third is the Euler--Poincar\'e formulation in which the
variations are constrained. These variational principles lead directly to the
Lie--Poisson Hamiltonian formulation of fluid dynamics on geometric rough
paths. The GRP framework preserves the geometric structure of fluid dynamics
obtained by using Lie group reduction to pass from Lagrangian to Eulerian
variational principles, thereby yielding a rough formulation of the Kelvin
circulation theorem. The rough-path variational approach includes non-Markovian
perturbations of the Lagrangian fluid trajectories. In particular, memory
effects can be introduced through this formulation through a judicious choice
of the rough path (e.g. a realization of a fractional Brownian motion). In the
special case when the rough path is a realization of a semimartingale, we
recover the SGFD models in Holm (2015). However, by eliminating the need for
stochastic variational tools, we retain a pathwise interpretation of the
Lagrangian trajectories. In contrast, the Lagrangian trajectories in the
stochastic framework are described by stochastic integrals which do not have a
pathwise interpretation. Thus, the rough path formulation restores this
property.
in GFD. Using the theory of controlled rough paths, we derive a class of rough
geophysical fluid dynamics (RGFD) models as critical points of rough action
functionals. These RGFD models characterize Lagrangian trajectories in fluid
dynamics as geometric rough paths (GRP) on the manifold of diffeomorphic maps.
Three constrained variational approaches are formulated for the derivation of
these models. The first is the Clebsch formulation, in which the constraints
are imposed as rough advection laws. The second is the Hamilton-Pontryagin
formulation, in which the constraints are imposed as right-invariant rough
vector fields. The third is the Euler--Poincar\'e formulation in which the
variations are constrained. These variational principles lead directly to the
Lie--Poisson Hamiltonian formulation of fluid dynamics on geometric rough
paths. The GRP framework preserves the geometric structure of fluid dynamics
obtained by using Lie group reduction to pass from Lagrangian to Eulerian
variational principles, thereby yielding a rough formulation of the Kelvin
circulation theorem. The rough-path variational approach includes non-Markovian
perturbations of the Lagrangian fluid trajectories. In particular, memory
effects can be introduced through this formulation through a judicious choice
of the rough path (e.g. a realization of a fractional Brownian motion). In the
special case when the rough path is a realization of a semimartingale, we
recover the SGFD models in Holm (2015). However, by eliminating the need for
stochastic variational tools, we retain a pathwise interpretation of the
Lagrangian trajectories. In contrast, the Lagrangian trajectories in the
stochastic framework are described by stochastic integrals which do not have a
pathwise interpretation. Thus, the rough path formulation restores this
property.
Date Issued
2022-02-28
Citation
arXiv, 2022
Publisher
ArXiv, to appear in Advances in Mathematics
Journal / Book Title
arXiv
Copyright Statement
©2022 The Author(s)
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Engineering and Physical Sciences Research Council
Commission of the European Communities
Identifier
http://arxiv.org/abs/2004.07829v2
Grant Number
EP/N023781/1
EP/N023781/1
856408
Subjects
math.AP
math.AP
math.DS
math.PR
physics.flu-dyn
Notes
57 pages. Revision of introduction and examples. New references added
Publication Status
Published