A stochastic variational approach to viscous Burgers equations

DOI10.1007/s10114-016-5773-zzbMath1351.60085OpenAlexW2508501280MaRDI QIDQ335102

Ana Bela Cruzeiro, Guo Ping Liu

Publication date: 2 November 2016

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-016-5773-z

zbMATH Keywords

Lagrangian diffusionsstochastic forward-backward systemsstochastic variational principlesviscous Burgers equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs in connection with fluid mechanics (35Q35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• A stochastic variational approach to the viscous Camassa-Holm and Leray-alpha equations
• Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
• Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
• Strong solutions of stochastic equations with singular time dependent drift
• Backward stochastic differential equations associated with the vorticity equations
• Navier-Stokes equation and diffusions on the group of homeomorphisms of the torus
• Sur la géométrie différentielle des groupes de Lie de dimension infinite et ses applications à l'hydrodynamique des fluides parfaits
• Stochastic Euler-Poincaré reduction
• Existence for BSDE with superlinear–quadratic coefficient
• Unnamed Item
• Unnamed Item

This page was built for publication: A stochastic variational approach to viscous Burgers equations