Variational principles for stochastic fluid dynamics

DD Holm - Proceedings of the Royal Society A …, 2015 - royalsocietypublishing.org
This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a
stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to …

Symmetry of stochastic non-variational differential equations

G Gaeta - Physics Reports, 2017 - Elsevier
I will sketchily illustrate how the theory of symmetry helps in determining solutions of
(deterministic) differential equations, both ODEs and PDEs, staying within the classical …

Semi-martingale driven variational principles

OD Street, D Crisan - Proceedings of the Royal Society …, 2021 - royalsocietypublishing.org
Spearheaded by the recent efforts to derive stochastic geophysical fluid dynamics models,
we present a general framework for introducing stochasticity into variational principles …

Stochastic approaches to deterministic fluid dynamics: a selective review

AB Cruzeiro - Water, 2020 - mdpi.com
We present a stochastic Lagrangian view of fluid dynamics. The velocity solving the
deterministic Navier–Stokes equation is regarded as a mean time derivative taken over …

[HTML][HTML] Variational principles for fluid dynamics on rough paths

D Crisan, DD Holm, JM Leahy, T Nilssen - Advances in Mathematics, 2022 - Elsevier
In recent works, beginning with [76], several stochastic geophysical fluid dynamics (SGFD)
models have been derived from variational principles. In this paper, we introduce a new …

From second-order differential geometry to stochastic geometric mechanics

Q Huang, JC Zambrini - Journal of Nonlinear Science, 2023 - Springer
Classical geometric mechanics, including the study of symmetries, Lagrangian and
Hamiltonian mechanics, and the Hamilton–Jacobi theory, are founded on geometric …

Circulation and energy theorem preserving stochastic fluids

TD Drivas, DD Holm - Proceedings of the Royal Society of Edinburgh …, 2020 - cambridge.org
Smooth solutions of the incompressible Euler equations are characterized by the property
that circulation around material loops is conserved. This is the Kelvin theorem. Likewise …

Implications of Kunita–Itô–Wentzell Formula for k-Forms in Stochastic Fluid Dynamics

AB de Leon, DD Holm, E Luesink, S Takao - Journal of Nonlinear Science, 2020 - Springer
We extend the Itô–Wentzell formula for the evolution of a time-dependent stochastic field
along a semimartingale to k-form-valued stochastic processes. The result is the Kunita–Itô …

Noise and dissipation on coadjoint orbits

A Arnaudon, AL De Castro, DD Holm - Journal of nonlinear science, 2018 - Springer
We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating
noise and dissipation into mechanical systems arising from the theory of reduction by …

Differential geometry and stochastic dynamics with deep learning numerics

L Kühnel, S Sommer, A Arnaudon - Applied Mathematics and Computation, 2019 - Elsevier
With the emergence of deep learning methods, new computational frameworks have been
developed that mix symbolic expressions with efficient numerical computations. In this work …