Hydrodynamics and Stochastic Differential Equation with Sobolev Coefficients

Shizan Fang ()
Additional contact information
Shizan Fang: I.M.B, Université de Bourgogne

A chapter in Modern Stochastics and Applications, 2014, pp 109-121 from Springer

Abstract: Abstract In this chapter, we will explain how the Brenier’s relaxed variational principle for Euler equation makes involved the ordinary differential equations with Sobolev coefficients and how the investigation on stochastic differential equations (SDE) with Sobolev coefficients is useful to establish variational principles for Navier–Stokes equations. We will survey recent results on this topic.

Keywords: Vector Field; Riemannian Manifold; Stochastic Differential Equation; Path Space; Stochastic Differential Equation (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-03512-3_7

Ordering information: This item can be ordered from
http://www.springer.com/9783319035123

DOI: 10.1007/978-3-319-03512-3_7

Access Statistics for this chapter

More chapters in Springer Optimization and Its Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().