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Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
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Title: | Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics |
Authors: | Cotter, CJ Gottwald, G Holm, DD |
Item Type: | Journal Article |
Abstract: | In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. |
Issue Date: | 30-Sep-2017 |
Date of Acceptance: | 17-Aug-2017 |
URI: | http://hdl.handle.net/10044/1/50622 |
DOI: | 10.1098/rspa.2017.0388 |
ISSN: | 1364-5021 |
Publisher: | Royal Society of London |
Journal / Book Title: | Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences |
Volume: | 473 |
Issue: | 2205 |
Copyright Statement: | © 2017 The Authors. Published by the Royal Society under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/, which permits unrestricted use, provided the original author and source are credited. |
Sponsor/Funder: | Engineering & Physical Science Research Council (EPSRC) Engineering & Physical Science Research Council (EPSRC) Natural Environment Research Council (NERC) |
Funder's Grant Number: | EP/N023781/1 EP/L000407/1 NE/G000212/1 |
Keywords: | Science & Technology Multidisciplinary Sciences Science & Technology - Other Topics geometric mechanics stochastic fluid models stochastic processes multi-scale fluid dynamics symmetry reduced variational principles homogenization NONUNIFORMLY HYPERBOLIC SYSTEMS SURE INVARIANCE-PRINCIPLE FLOW geometric mechanics homogenization multi-scale fluid dynamics stochastic fluid models stochastic processes symmetry reduced variational principles math.AP math.AP math-ph math.DS math.MP physics.flu-dyn 01 Mathematical Sciences 02 Physical Sciences 09 Engineering |
Publication Status: | Published |
Open Access location: | https://arxiv.org/abs/1706.00287 |
Article Number: | 20170388 |
Online Publication Date: | 2017-09-20 |
Appears in Collections: | Applied Mathematics and Mathematical Physics Faculty of Natural Sciences Mathematics |