Symmetries and martingales in a stochastic model for the navier-stokes equation

4Citations
Citations of this article
4Readers
Mendeley users who have this article in their library.
Get full text

Abstract

A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semimartingales and characterized by a weak Euler-Lagrange condition. A least action principle, related to the relative entropy, is provided. Within this stochastic framework, by assuming further symmetries, the corresponding invariances are expressed by martingales, stemming from a weak Noether’s theorem.

Cite

CITATION STYLE

APA

Lassalle, R., & Cruzeiro, A. B. (2016). Symmetries and martingales in a stochastic model for the navier-stokes equation. In Springer Proceedings in Mathematics and Statistics (Vol. 162, pp. 185–194). Springer New York LLC. https://doi.org/10.1007/978-3-319-32144-8_9

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free