Vortex theory approach to stochastic hydrodynamics

被引:3
作者
Amirdjanova, Anna [1 ]
机构
[1] Univ Michigan, Dept Stat, Ann Arbor, MI 48109 USA
关键词
measure-valued stochastic partial differential equation; stochastic Navier-Stokes equation; vorticity; jump-diffusion;
D O I
10.1016/j.mcm.2006.11.001
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The objective of the paper is to study a jump-diffusion type vorticity model, describing evolution of an incompressible homogeneous viscous fluid in R-2 in terms of its rotation. The model arises from a particle systems perspective, adopted in the point vortex theory, and represents a measure-valued stochastic partial differential equation (SPDE) whose solution, under certain conditions, is an empirical process generated by a finite system of randomly moving vortices, which interact via a (regularized) logarithmic potential and are driven by suitable independent space-time Wiener processes and compensated Poisson random measure. A continuous diffusion approximation to the above vorticity model is also presented. (c) 2006 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1319 / 1341
页数:23
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