We consider an interacting particle system modeled as a system of N stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process converges, uniformly in time and space variables, to the solution of the two-dimensional Navier-Stokes equation written in vorticity form. The proofs follow a semigroup approach.
We consider an interacting particle system modeled as a system of N stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process converges, uniformly in time and space variables, to the solution of the two-dimensional Navier-- Stokes equation written in vorticity form. The proofs follow a semigroup approach.
Uniform approximation of 2 dimensional Navier-Stokes equation by stochastic interacting particle systems
Flandoli, Franco;
2020
Abstract
We consider an interacting particle system modeled as a system of N stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process converges, uniformly in time and space variables, to the solution of the two-dimensional Navier-Stokes equation written in vorticity form. The proofs follow a semigroup approach.| File | Dimensione | Formato | |
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11384_95168.pdf
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