اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدForward-Backward Stochastic Differential Systems Associated to Navier-Stokes Equations in the Whole Space
154
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the Reynolds number is small or the dimension of the forward stochastic differential equation is equal to two, it can be shown to have a unique global solution. These results are shown with probabilistic arguments to imply the known existence and uniqueness results for the Navier-Stokes equation, and thus provide probabilistic formulas to the latter. Related results and the maximum principle are also addressed for partial differential equations (PDEs) of Burgers type. Moreover, from truncating the time interval of the above FBSDS, approximate solution is derived for the Navier-Stokes equation by a new class of FBSDSs and their associated PDEs; our probabilistic formula is also bridged to the probabilistic Lagrangian representations for the velocity field, given by Constantin and Iyer (Commun. Pure Appl. Math. 61: 330--345, 2008) and Zhang (Probab. Theory Relat. Fields 148: 305--332, 2010) ; finally, the solution of the Navier-Stokes equation is shown to be a critical point of controlled forward-backward stochastic differential equations.
قيم البحث
اقرأ أيضاً
The concept of continuous topological evolution, based upon Cartans methods of exterior differential systems, is used to develop a topological theory of non-equilibrium thermodynamics, within which there exist processes that exhibit continuous topolo
gical change and thermodynamic irreversibility. The technique furnishes a universal, topological foundation for the partial differential equations of hydrodynamics and electrodynamics; the technique does not depend upon a metric, connection or a variational principle. Certain topological classes of solutions to the Navier-Stokes equations are shown to be equivalent to thermodynamically irreversible processes.
The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type.
This paper is concerned with the switching game of a one-dimensional backward stochastic differential equation (BSDE). The associated Bellman-Isaacs equation is a system of matrix-valued BSDEs living in a special unbounded convex domain with reflecti
on on the boundary along an oblique direction. In this paper, we show the existence of an adapted solution to this system of BSDEs with oblique reflection by the penalization method, the monotone convergence, and the a priori estimates.
We prove that the steady--state Navier--Stokes problem in a plane Lipschitz domain $Omega$ exterior to a bounded and simply connected set has a $D$-solution provided the boundary datum $a in L^2(partialOmega)$ satisfies ${1over 2pi}|int_{partialOmega
}acdot |<1$. If $Omega$ is of class $C^{1,1}$, we can assume $ain W^{-1/4,4}(partialOmega)$. Moreover, we show that for every $D$--solution $(u,p)$ of the Navier--Stokes equations it holds $ abla p = o(r^{-1}), abla_k p = O(r^{epsilon-3/2}), abla_ku = O(r^{epsilon-3/4})$, for all $kin{Bbb N}setminus{1}$ and for all positive $epsilon$, and if the flux of $u$ through a circumference surrounding $complementOmega$ is zero, then there is a constant vector $u_0$ such that $u=u_0+o(1)$.
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of nonlinear stochastic dynamical systems of the McKean Vlasov type. Motivated by the recent interest in mean field games, we highlight the connection an
d the differences between the two sets of problems. We prove a new version of the stochastic maximum principle and give sufficient conditions for existence of an optimal control. We also provide examples for which our sufficient conditions for existence of an optimal solution are satisfied. Finally we show that our solution to the control problem provides approximate equilibria for large stochastic games with mean field interactions.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
