Book contents
- Frontmatter
- Contents
- Foreword
- List of participants
- Stochastic differential equations with boundary conditions and the change of measure method
- The Martin boundary of the Brownian sheet
- Neocompact sets and stochastic Navier-Stokes equations
- Numerical experiments with S(P)DE's
- Contour processes of random trees
- On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data
- Fluctuations of a two-level critical branching system
- Non-persistence of two-level branching particle systems in low dimensions
- The stochastic Wick-type Burgers equation
- A weak interaction epidemic among diffusing particles
- Noise and dynamic transitions
- Backward stochastic differential equations and quasilinear partial differential equations
- Path integrals and finite dimensional filters
- A skew-product representation for the generator of a two sex population model
- A nonlinear hyperbolic SPDE: approximations and support
- Statistical dynamics with thermal noise
- Stochastic Hamilton-Jacobi equations
- On backward filtering equations for SDE systems (direct approach)
- Ergodicity of Markov semigroups
Neocompact sets and stochastic Navier-Stokes equations
Published online by Cambridge University Press: 04 August 2010
- Frontmatter
- Contents
- Foreword
- List of participants
- Stochastic differential equations with boundary conditions and the change of measure method
- The Martin boundary of the Brownian sheet
- Neocompact sets and stochastic Navier-Stokes equations
- Numerical experiments with S(P)DE's
- Contour processes of random trees
- On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data
- Fluctuations of a two-level critical branching system
- Non-persistence of two-level branching particle systems in low dimensions
- The stochastic Wick-type Burgers equation
- A weak interaction epidemic among diffusing particles
- Noise and dynamic transitions
- Backward stochastic differential equations and quasilinear partial differential equations
- Path integrals and finite dimensional filters
- A skew-product representation for the generator of a two sex population model
- A nonlinear hyperbolic SPDE: approximations and support
- Statistical dynamics with thermal noise
- Stochastic Hamilton-Jacobi equations
- On backward filtering equations for SDE systems (direct approach)
- Ergodicity of Markov semigroups
Summary
Abstract
We give a detailed exposition of the use of neocompact sets in proving existence of solutions to stochastic Navier-Stokes equations. These methods yield new results concerning optimality of solutions.
Introduction
In this paper we give a detailed exposition of the way in which the recent work of S. Fajardo and H. J. Keisler can be used to establish existence of solutions to stochastic Navier-Stokes equations. Fajardo & Keisler develop general methods for proving existence theorems in analysis, with the aim of embracing the many particular existence theorems that can be proved rather easily using nonstandard analysis. The machinery developed centres round the notion of a neocompact set – which is a weakening of the notion of a compact set of random variables with values in a metric space M - and the notion of a rich adapted probability space, in which any countable chain of nonempty neocompact sets has a nonempty intersection.
In the papers Capiński & Cutland used nonstandard methods to greatly simplify some known existence proofs for the deterministic Navier- Stokes equations and (using similar methods) solved a longstanding problem concerning existence of solutions to general stochastic Navier-Stokes equations. The aim here is to show how the main results of these papers can be obtained using the neocompactness methods developed in. In addition, these methods yield additional information concerning the nature of the set of solutions and existence of optimal solutions.
- Type
- Chapter
- Information
- Stochastic Partial Differential Equations , pp. 31 - 54Publisher: Cambridge University PressPrint publication year: 1995