Variational principles for stochastic soliton dynamics

被引:41
作者
Holm, Darryl D. [1 ]
Tyranowski, Tomasz M. [1 ]
机构
[1] Univ London Imperial Coll Sci Technol & Med, Dept Math, London, England
来源
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES | 2016年 / 472卷 / 2187期
基金
欧洲研究理事会;
关键词
geometric mechanics; cylindrical stochastic processes; stochastic soliton dynamics; symmetry reduced variational principles; INTEGRATORS; MECHANICS; EQUATIONS; SYSTEMS;
D O I
10.1098/rspa.2015.0827
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension, we numerically simulate singular solutions (peakons) of the stochastically perturbed Camassa-Holm (CH) equation derived using this method. These numerical simulations show that peakon soliton solutions of the stochastically perturbed CH equation persist and provide an interesting laboratory for investigating the sensitivity and accuracy of adding stochasticity to finite dimensional solutions of stochastic partial differential equations. In particular, some choices of stochastic perturbations of the peakon dynamics by Wiener noise (canonical Hamiltonian stochastic deformations, CH-SD) allow peakons to interpenetrate and exchange order on the real line in overtaking collisions, although this behaviour does not occur for other choices of stochastic perturbations which preserve the Euler-Poincare structure of the CH equation (parametric stochastic deformations, P-SD), and it also does not occur for peakon solutions of the unperturbed deterministic CH equation. The discussion raises issues about the science of stochastic deformations of finite-dimensional approximations of evolutionary partial differential equation and the sensitivity of the resulting solutions to the choices made in stochastic modelling.
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页数:24
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