Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus

Ana Bela Cruzeiro and Evelina Shamarova

Stochastic Processes and their Applications, 2009, vol. 119, issue 12, 4034-4060

Abstract: We establish a connection between the strong solution to the spatially periodic Navier-Stokes equations and a solution to a system of forward-backward stochastic differential equations (FBSDEs) on the group of volume-preserving diffeomorphisms of a flat torus. We construct representations of the strong solution to the Navier-Stokes equations in terms of diffusion processes.

Keywords: Navier-Stokes; equations; Forward-backward; SDEs; Diffeomorphism; group (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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