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Diego L. Rapoport
Applied Mechanics,FIUBA, Univ. of Buenos Aires, P.Col
on 850
Buenos Aires 1069, Argentina; drapo@unq.edu.ar.
ASTRACT: We present the random representations for the Navier-Stokes
vorticity equations for an incompressible fluid in a smooth manifold with smooth
boundary and reflecting boundary conditions for the vorticity. We specialize
our constructions to Rn1 R+ . We extend these constructions to give the
random representations for the kinematic dynamo problem of magnetohydrodynamics. We carry out these integrations through the application of the methods
of Stochastic Differential Geometry, i.e. the gauge theory of diffusion processes
on smooth manifolds.
Keywords: Navier-Stokes equations, vorticity, Riemann-Cartan-Weyl connections, stochastic differential geometry, martingale problems.
AMS SUBJECT CLASSIFICATION: 35Q30, 60H10, 60H30, 60J60,
76D06, 76M35.
Introduction.
expressions obtained in the case of no boundary case obtained by the author, but
the original approach in Computational Fluid-dynamics known as the random
vortex method, which deals with viscous fluids on the Euclidean plane [40].
We shall assume an n-dimensional smooth connected oriented compact manifold, M . We shall further assume as given a Riemann-Cartan-Weyl connection on M , , i.e. a linear connection on M (or still, a covariant derivative on
T M ) which is g-compatible, and such that its Christoffel coefficients defined by
x = x are of the form
x
(x)
n
o
2
Q (x) g (x) Q (x) , x M
(x) +
(n 1)
(1)
T
(x) = 1/2( (x) (x)),
which has an irreducible decomposition which is zero for all its components with
exception of the trace-torsion 1-form given by
Q(x) = Q (x)dx := T
(x)dx .
The first term in (1) stands for the Christoffel coefficients of the unique torsionless linear connection determined a Riemannian metric g, i.e. the Levi-Civita
connection, which we shall denote in the following as g .
Associated to this connection we have a Laplacian operator defined by
H0 (g, Q) := 1/22
(2)
(3)
is the Laplace-Beltrami operator associated to g . Furthermore, Qg is the vectorfield conjugate to Q by g, i.e.Qg (f ) = g(Q, df ), for any smooth function f , and
LX denotes the Lie-derivative with respect to the vectorfield X on M . Recall
that on functions f we have the identity LQg f = Qg (f ), so that by recalling that
the metric is non-degenerate, we conclude that expression (3) corresponds to that
of the most general laplacian with zero-potential term, acting on functions. We
note that the second term in expression (1) describes the drift, and appears that
in an invariant setting, it is related to the trace-torsion 1-form.
These operators can be rewritten in a form suitable to carry out stochastic
analysis on M and on PO(n) , the bundle of orthogonal frames of the tangent space
T M over M [1,30], i.e.
PO(n) = {r = (x, e(x)), x M, e(x) = ea (x)
|x a basis of Tx M }
x
so that
g ea ea = ab .
g
L
a F (r) = ea (x)
F
F
(r) (x)ea (x)ec (x) (r), a = 1, . . . , n
x
ec
(4)
and
g
L
a F (r)
ea (x)
F
F
(r)
(x)ea (x)ec (x) (r), a = 1, . . . , n.
ec
(5)
Then, the horizontal lift of the operator H0 (g, Q) acting on functions defined on
0 (g, Q) is (see Theorem 1.2, page 238 in [1])
PO(n) , which we denote as H
0 (g, Q) = 1 L (L ),
H
2 a a
(6)
so that for any basic function, f(r) = f (r) f (x), r = (x, e), where
: PO(n) M , (r) := x for any r = (x, e) PO(n) is the bundle projection, we
have the identity
0 (g, Q)f](r) = [H0 (g, Q)f ](x)
[H
1
(7)
g consequently verifies
and the horizontal lift of the Laplace-Beltrami operator,
g = 2H
0 (g, 0) = Lg (Lg ).
a
a
(8)
(9)
(10)
where
p = (d )2 |(p (T M ))
is the Hodge laplacian acting on differential p-forms defined on M , so that d and
are the exterior differential and codifferential operators, respectively. We recall
that is the adjoint operator to d with respect to the pairing
<< , >>=
where volg (x) = det (g)dx1 . . . dxn is the Riemannian volume density, =
1
1 . . . dxp and = 1
1 . . . dxp are pp! 1 ...p (x)dx
p! 1 ...p (x)dx
forms and 1 ...n = g1 1 . . . gp p 1 ...p . Since d2 = 0, then also 2 = 0 and
consequently
p = (d + d)|p (T M )
(11)
and then
1
Hp (g, Q) = (d + d) + LQg |p (T M ) .
2
As well known, the Lie-derivative of a p-differential form with respect to a vectorfield is well defined and independant of the metric g:
LX = (iX d + diX )
where iX is the interior derivative with respect to the vector field X and is an
arbitrary p-form on M , and in case of p = 0, since iX f = 0 for an arbitrary scalar
field f (iX reduces degree) we get the original laplacian in (3). While the second
term is independant of the metric, the Hodge laplacian depends on the metric
and the curvature obtained by taking appropiate expressions on its derivatives.
For the forthcoming discussion it is essential we display the dependance of the
Hodge laplacian on the curvature, to write the whole laplacian of our interest
given by (10) in the form
p
X
1
1
..
(Hp (g, Q))1 ...p = (g )1 ...p (1)
R..
...p
1 ...
2
2
=1
..
(1)+ R.
...
...p + (LQg )1 ...p .
. 1 ...
(12)
1<p
Here, as usual,
denotes ommision of the index . The second and third terms in
the r.h.s. of (12), constitute the well known Weitzenbock term, which of course,
vanishes completely in the case p = 0. Note that for 2-forms,
1
= 1 2 dx1 dx2 ,
2
the Weitenzbock term is
2
X
X
1
..
(1)
(1)+ R.
R
.
2
<
=1
(13)
where in the first term we have a coupling of the differential form to the Ricci
.. ), and R = (R.. ) is the (2, 2) tensor
curvature tensor, Ric = (R ) = (R..
..
associated to the Riemannian curvature tensor [31].
Now, given a p-form defined on M , we can define a p-form on PO(n) , its
horizontal lift, and thus further establish an isomorphism between p (T M ) and
hor (p (T PO(n) )), the horizontal p-forms defined on PO(n) , i.e. the subspace
of p (T PO(n) ) whose projection by the bundle mapping has zero kernel, i.e.
a
a
{(x, (x) = ( (x)) = ( (x)dx Tx M ), (x)(eb )(x) = b , for any x M }, so
that a b g = ab . Then, given a p-form on M ,
= (x) =
1
... (x)dx1 . . . dxp ,
p! 1 p
(14)
1
1
a1
ap
(15)
and thus obtain a (horizontal) p-form on PO(n) , i.e. an element of hor(p (T PO(n) ))
defined by
1
= (r)
= a1 ...ap (r) a1 . . . ap .
p!
(16)
1
... (x)dx1 . . . dxp ,
p! 1 p
(17)
where
a ...ap (r)a1 (x) . . . ap (x), r = (x, e), = e1 .
1 ...p (x) =
1
p
1
defined by (15) is O(n)-equivariant, i.e.
Naturally,
a ...ap (r) =
b ...b (TA r)Bab1 . . . Babp ,
1
p
1
p
1
(18)
(19)
(20)
a ...ap of (,
r) = 1
the scalar components
1
p! a1 ...ap . . .
T PO(n) ), (1 a1 < . . . < ap p)are the unique solution of the Cauchy problem
(see page 286 in [1])
V
0 (g, Q)V
=H
(21)
with
V (0, ) =
a1 ...ap , 1 a1 < . . . < ap p.
(22)
We wish to solve, more generally, the Cauchy problem for p-forms on [0, )
PO(n) :
p (g, Q)(,
r),
(, r) = H
(23)
) =
(0,
p T PO(n) ,
(24)
with given
where we notice that in distinction with the problem (21&22), a coupling of the
is to be accounted. This problem is
Weitzenbock term to the components of
simply solved through the use of the Feynman-Kac formula. For this we consider
the canonical realization of the generalized horizontal Brownian motion, given by
the set
W (PO(n) ) := C0 ([0, ) PO(n) )
of all continuous mappings
w : [0, ) PO(n) ,
where B(W (PO(n) )) is the -field on W (PO(n) )) generated by the Borel cylinders
and B (W (PO(n) )) be generated by the Borel cylinders up to time . Let Pr be
the probability space law on W (PO(n) ) of r(, r, w). Consider for each w
b ...b
X
dMa11...app
1
b ...b kb
...b
Rick b1 (w( ))Ma12 ...ap +1 +p (w( ))
(w( )) = (1)
d
2
=1
b ...b
(w( )),
(25)
1<p
with
...bp
Mab11...a
(0) = ab11 . . . abpp , 1 < a1 < . . . < ap n,
p
(26)
bc ) (R e e ) which
ca
have that R = R e e, and Ric = (Ric ba ) = (R
a b
we shall write as Ric = Ric e , is the horizontal lift of the Ricci tensor, to
PO(n) . For later use, we introduce the tensor
a
R := (Rcd
),
so that
R = R.
It is clear that system (25, 26) has a unique solution. From the uniqueness
of the solutions, it follows that
(b )...(b )
...bp
(, w),
M(a11 )...(app ) (, w) = Mab11...a
p
(27)
for every permutation . One can prove still that this solution is O(n)-equivariant,
since forall A O(n), w W (PO(n) ),
b
...bp
...dp
Mab11...a
(, TA w) = Mcd11...c
(, w)Bdb11 . . . Bdpp Aca11 . . . Acapp ,
p
p
(28)
=
(r) =
b ...b b1 . . . bp p (T PO(n) )
p! 1 p
(29)
which componentwise is
a ...ap (, r) = Er [M b1 ...bp (, w))
U
b1 ...bp (w( ))].
1
a1 ...ap
(30)
1 b1 ...bp
b ...b a1 . . . ap ,
M
p! a1 ...ap 1 p
9
a martingale +
M [
p (g, Q)
+H
)](s, w(s))ds.
(31)
Therefore,
=U
(, r) = 1 U
a ...a a1 . . . ap (, r)
U
p! 1 p
with components given by (30) is the unique smooth solution of the Cauchy
problem
U
p (g, Q)U ,
=H
(32)
(0, r) =
U
(r).
(33)
(34)
10
(35)
(36)
gn
=
, = 1, . . . , n, x M,
1
x
gnn (x) 2 x
(37)
(38)
1
2 dx
dx , the absolute
n = 0, = 1, . . . , n 1,
(39)
= 0, , = 1, . . . , n 1,
xn
(40)
and
respectively.
We wish to solve the boundary-initial-value problem for
= 1
a a (, r) a1 a 2 ([0, ) T PO(n) )
2
2 1 2
given by
p (g, Q),
(, r) = H
r) =
(0,
(r), r PO(n) ,
11
(41)
where
is the horizontal lift to PO(n) of a given p-form, defined on M , with
the absolute boundary conditions. In fact, conditions (39&40) can be lifted to
[0, ) PO(n) to give:
a a (, r)|P
a2 (x)na1 (x)
= 0, = e1 = (a (x)dx ),
1 2
O(n)
(42)
a a (, r)|PO(n) = 0, a = 1, . . . , n 1.
xn 1 2
(43)
Furthermore, we can rewrite the boundary conditions (44), instead of as a condition on 2 ([0, ) T PO(n) ), as a condition for
(, r) =
(r) = 1
(, r)dx a (x) L(T M, Rn ), 0,
2 a
i.e. for each 0 we have a linear mapping from T M Rn such that for each
r)
(r) maps Tx M into hor (T PO(n) ) Rn , related to (,
r = (x, e) PO(n) ,
by
e
and satisfying the boundary conditions
xn
em
](r) = 0, r = (x, e) PO(n) ,
+ e(x) n (x) (x)
(45)
) = ( 1 a
where n (x) = (n (x)), and (
2 a ) is the multiplication in the
(, r) is
representation space Rn of this linear mapping. Indeed, note that if
12
.
(x)em (x) = e n (x)
em n
(46)
dr ( ) = L
k (r( )) dB ( ) + n d( ), r(0) = r, = 1, . . . , n,
(47)
(48)
13
nn
Ann (r) = gnn (x), An,
k (r) = ek (x)n (x)g (x), r = (x, e).
(50)
+ (L
k F )(, r( ))dB ( ) + (Xn F )(, r( ))d( ),
xn ,
i.e.
An,
F
k (r) F
(,
r)
+
(, r).
n
x
Ann (r) ek
F
(, r( )) dB a ( )
x
F
(, r( )) (X( ))ej ( )ea ( ) dB a ( )
ej
F
F
(, r( ))d + n (, r( ))d( )
x
F
so that
b
d(L
a F )(, r( )) = Lb (La F )(, r( )) dB ( )
(L
a F)
n (L
+
(, r( ))d + X
a F )(, r( ))d( )
14
(51)
(52)
and then
1
a
(L
a F )(, r( ) dB( ) = + d(La F )(, r( )) dB ( ) + (La F )), r( ))dB ( )
2
=
=
1 2
a
(L ) F (, r( ))d + (L
a F )(, r( )) dB ( )
2 a
1
a
H0 (g, Q)F (, r( ))d + (L
a F )(, r( ))dB ( ),
2
the last identity follows from (6), and denotes the Ito contraction on stochastic
differentials [1], with which we can conclude with the proof.
From Theorem 2 follows that the process r( ) PO(n) is determined by the
0 (g, Q) with the boundary condition X
n F = 0 on PO(n) .
differential generator H
Furthermore,
dX n ( ) dX n ( ) = Ann (r( ))d,
(53)
dX n ( ) dek ( ) = An,
k (r( ))d, , k = 1, . . . , n.
(54)
B(W (PO(n) )). Let F = B(W (PO(n) ))P and F = {A F : for any , there
exists B B (W (PO(n) )), such that P (AB) = 0}. In the following we fix
and consider the probability space (W (PO(n) ), F, P ). Writing for simplicity
r( ) r(, w) = (X(, w), e(, w)) (X( ), e( )), we set
( ) = lim0
1
2
(55)
and
i
B ( ) =
(56)
(57)
(58)
that B( ) is another n-dimensional Brownian motion, then TA (Pr ) = PTA (r) holds
by the uniquenesss of solutions.
As a consequence of Lemma 1, we note that X( ) = (r( )) defines a diffusion process on M whose differential generator is H0 (g, Q), and with boundary
condition given by the vanishing of the normal derivative of f at x M :
f
f
:= n (x) = 0, x M.
n
x
(59)
(60)
dK 2 ( ) := dK 2 ( )Q = K( ) [( ) de( )
1
+ { Ric(X( )) R(X( ))}d ]Iint(M) (X( )) Q, (61)
2
,
(62)
(63)
Note that in terms of a component representation for K, we have that the above
expressions appear to be of the form
(dK)1
P = K [( de) P + (R + R )P d
a
ea )P d ].
= K [( de) P + (b Rba ea + c Rc
K ( ) = K( ) P = I{ <} (e(0) +
1
+ { Ric(X(s)) R(X(s))}ds]) P
2
+ I{ }
1
K(s) [(s) de(s) + { Ric(X(s)) R(X(s))}ds] P,
2
t( )
K 2 ( ) = K( ) Q = e(0) Q +
(64)
1
+ { Ric(X(s)) R(X(s))}ds]Iint(M) (X(s)) Q,
2
(65)
= inf{s : X(s) M },
(66)
where
(67)
It may seem that instead of taking R we should take the tensor with components (Rd
)=
yet on multiplying with P and Q it turns to be indistinct with our previous choice.
(R
ed ),
17
(68)
Define a mapping :
1 ()( ) : = ()( )P = I{ <} (e(0) +
1
+ ( Ric(X(s)) R(X(s)))ds]) P
2
+ I{ }
1
K(s) [(s) de(s) + ( Ric(X(s)) R(X(s)))ds] P,
2
t( )
(69)
1
+ ( Ric(X(s)) R(X(s)))ds]Iint(M) (X(s)) Q.
2
(70)
E [{
E [
X Z
uD
A(u)s
A(u)s
g(s)dB k (s)}2 ]
t( )
g(s)dB k (s)}2 ] = E [
g(s)2 ds].
(71)
(72)
(73)
(74)
(75)
(76)
(77)
(78)
Proof:
dM ( ) = K( ) ( ) [de( ) ( ) + e( ) d( ) + de( ) d( )]
1
+K( ) ( )] [ Ric(r( )) R(r( ))]d
2
1
= K( ) ( ) d(e( ) ( )) + K( ) ( )[ Ric(r( )) R(r( ))]d
2
1
= K( ) ( ) [ Ric R](r( ))d
2
(since d(e( )) ( )) = d(constant) = 0)
1
= M ( ) [ Ric (r( )) R (r( ))]d,
2
(79)
where the last identity follows trivially from the definitions of Ric and R , since
componentwise we have the equation for M = (Md ) = (K d )
a d
dMd = (K b Rba ea d + K c Rc
ea )d
a d
= (K b Rba ad + K c Rc
a )d
d
= (Mb Rbd + Mc Rc
)d,
20
where we finally note that the r.h.s. of (78) coincides with the coupling of M to
has been substituted by R .
the Weitzenbock term in which R
n
Let C0 (PO(n) L(T M, R )) T M T PO(n) be the set of all bounded
continuous functions F (r) on PO(n) taking values in L(T M, Rn ), and such that
P F (r) = 0, if r = (x, e) PO(n) , = e1 ,
(80)
where again as before we note that the -product with F is meant in the image,
For
C0 (PO(n) L(T M, Rn )) and 0, set
(H
)(r) := Er [M (, w)
(r(r, , w))].
(81)
M (s) [
a
M (s) (L
a F )(s, r(s))dB (s) +
F
0 F (s, r(s)) + ( 1 Ric (r(s)) R (r(s)) F (s, r(s))]ds
(s, r(s)) + H
F
F
(s, r(s)) (s, r(s))n (X(s))em (s)
n
x
em
(82)
Proof. The proof is an extension of a similar result for 1-forms, Theorem 6.5
in [1], and is almost identical: One has to replace the expression 12 Ric everywhere
it appears by 21 Ric R .
Note that the r.h.s. term of eq. (82) in which appears the coupling of
F to the curvature terms , which consistent with our previous notations can be
a dx a coupling with 1 Ric R , coincides
thought as an object of the form 12
2
to an equivariant
with the coupling of the Weitzenbock potential term 21 Ric R
2-form F on PO(n) induced by F from the identity e F = F , or with our
which satisfies
= e
: Indeed, R F = R
F , and
previous notation a 2-form
already Ric F Ric F , so that this term expresses the multiplicative operator
functional for the zero-boundary case, while the last two terms in the identity
(82) give precise account of the boundary conditions. Therefore, Theorem 6 can
be regarded as a martingale problem solution [40] to the boundary-initial value
problem (41&45); thus, we have proved that H
is the solution to this problem.
We consider an oriented smooth connected manifold M with smooth boundary, M , provided with a Riemannian metric, g, and with a time-dependant 1form u(, x) = u (x), 0, x M . The Navier-Stokes equations for the velocity
time-dependant 1-form u (x) satisfying the incompressibility condition
u (x) = 0,
is the non-linear diffusion equation
u
(, x) + Pgug u = P1 u
(83)
where P denotes the projection operator into the co-closed component of the
Helmholtz-Hodge decomposition of u ( 0) which in view of the trivial identity
(c.f. theorem 1.17 in [ 16 ])
1
Lug u = gug u + d(g(u , u ))),
2
4
While in the case of a manifold without boundary, the viscosity term 1 u ( is the
kinematical viscosity) commutes with P , in the case with boundary we have to impose it from
the beginning, i.e. we take P 1 u (c.f. page 144 in [17]) and in any case we are left with the
expression in the r.h.s. of eq. (83) or eq. (84).
22
since by definition P vanishes on exact 1-forms, and thus the Navier-Stokes equation takes the form
u
= P(1 u + Lug u )
which from expression (10) we readily conclude that it can be rewritten as [46,12,13]
1
u
(, x) = PH1 (2g, u )u (x), x M, 0.
(84)
1
(, x) = H2 (2g, u ) (x), x M, 0 .
(85)
Since we have assumed that M has a smooth boundary M , our interest now
resides in boundary conditions. Then,
1
= dx dx
2
where for simplicity we have ommited the variables (, x), satisfies the absolute
boundary conditions iff
n = 0, = 1 . . . n 1, and
= 0, 1 < n.
xn
23
(86)
These are the boundary conditions considered in Fluid Mechanics for the vorticity
5 . Now if we apply to the definition of the vorticity, from eqt. (11) we obtain
that
= du = 1 u + du = 2H1 (g, 0)u ,
where in the last identity we have taken in account the incompressibility condition
and eqt. (10) with Q 0, and thus we obtain the Poisson-de Rham equation for
the velocity
1
H1 (g, 0)u (x) = (x), 0, x M.
2
(87)
We have already described in [5,6 & 13], the representations for this equation
in the case of smooth boundary, by running either a gradient diffusion process
by isometrically embedding M in an Euclidean space, or by running random
Hessian and Ricci flows in the case of an arbitrary compact manifold, to solve for
the vorticity and the velocity, respectively. Yet, in the above mentioned articles,
the representation for the vorticity in the smooth boundary case was not given,
so we shall now deal with this problem.
We start by noting that from eqts. (1, 10&85) and our constructions in
Section I we can conclude that there is a Riemann-Cartan-Weyl connection on
T M associated to the Navier-Stokes operator. This connection is determined by
the Riemannian metric 2g, it is compatible with this metric, and has a tracetorsion determined by the time-dependant 1-form Q(, x) = Q (x) = 1
2 u(, x)
(x M, 0) [4-6,13]. Thus, this Navier-Stokes connection, which we shall
denote as , has for Christoffel coefficients, the n3 time-dependant functions on
M defined by 6
(, x)
2
= 2
(x) +
(n 1)
1
1
u(, x) +
g (x) u(, x) ,(88)
2
2
Indeed, from the no-slip boundary condition, it follows say, in the flat 3d case that the
vector normal to M given by = rot u (for every ) vanishes, which in invariant form is
= 0,
nothing else than n = 0, for every = 1, . . . , n 1. The condition (d )norm = 0, i.e.
n
represents that the flow of vorticity through the normal to the boundary is zero, which is a
natural condition for a non-permeable boundary, for every .
6
The first term in (88) designate the Christoffel coefficients of the Levi-Civita connection g
defined in terms of the metric and its first order derivatives.
24
trace-torsion given by 1
2 u . As long as eqt. (84) admits an unique solution in
[0, T ], then this connection is uniquely determined in [0, T ] as well.
We wish to solve the boundary-initial-value problem for
2 ([0, T ] PO(n) ), for T > 0
2 (2g, 1 u )
(r),
(, r) = H
r) =
(0,
(r)
(89)
where
is the horizontal lift of a given 2-form defined on M (the vorticity at
time 0), and 7
b (na ab + a
ab
)(, r) = 0, on PO(n) , 0, , b = 1, . . . , n 1.
xn
(90)
From (35) we note that we can rewrite the initial-value problem (89) as
(, r) = (L
a (, r))(La )(, r))( (r)) + Ric (, r)
(,
r), 0 T,
2 R
(91)
with
(0)
=
,
(92)
and we already proved (c.f. equation (45)) that the boundary conditions admit
the expression
+ Q [ (, x) e (x)
P
n
m
xn
em
](, r) = 0, r = (x, e) PO(n) ,
+ e(x) n (, x) (x)
(93)
These are the expressions on PO(n) of the given absolute boundary conditions which in p.d.e.
theory are Robin-type conditions.
25
essential difference with (41&45) is that the differential operator has a timedependant drift term.
Consider the Stratonovich stochastic differential equation for the diffusion
n Rn2 defined by running
process r(r, , t) = (X(x, , t), e(e, , t)) on PO(n) R+
backwards in time the s.d.e. (47); i.e. :
k
dr (r, , t) = L
k ( t, r(r, , t)) dB (t)
+ n d( t), 0 t T
(94)
(95)
(96)
(97)
(98)
For
C0 (PO(n) L(T M, Rn )) and [0, T ], set
(H
)(r) := Er [M (, , w)
(r(r, , , w))].
(99)
26
(100)
i.e. componentwise
Ma (, t, w) = K (, t, w)a (, t, w),
where K(, t, w) = (K (, t, w)) is the unique solution of the s.d.e defined as
follows: Set K 1 (, t, w) = K(, t, w) P and K 2 (, t, w) = K(, t, w) Q so
that K(, t, w) = K 1 (, t, w) + K 2 (, t, w), where for any [0, T ] such that
X(x, , t) int(M ), t [0, ] we have 9
(i) dK 1 (, t) : = dK(, t) P = K(, t) [(e, , t) de(e, , t)
+ {Ric(X(x, , t)) 2R(X(x, , t))}dt] P,
(101)
(102)
(103)
P, K 2 (, 0) = e(e, , 0) Q.
(104)
Theorem 7. Let
=
(r) a be function in C0 (PO(n) L(T M, Rn )).
Then, (H
)(r) = Er [M (, , w)
(r(, , w))] is the unique solution of (91),
) =
with initial value (0,
(), and further satisfying the boundary condition
given by (93).
Proof: It follows easily from observing that this is the time-dependant
version of Theorem 5.
Now, let (, x) = (x) 2 ([0, T ]T M ) such that its horizontal (partial)
lift (x) e(x) = (H
)(r), for all r = (x, e(x)), 0 T . Then, from
Theorem 7 follows that is the unique solution of the boundary-initial-value
problem
(, x) = H2 (2g,
u ) (x),
(105)
9
We shall omit in the following the variable w, as customary, in the expression for K and its
specialization to the flat case.
27
= 0, 1 < n 1.
xn
(106)
Thus, we have obtained the representation for the Navier-Stokes equations for
the vorticity with absolute boundary conditions.
n . Now since
Now we can solve for the vorticity equation in the flat space R+
in this case g = I, the identity, and thus in (88) the expression for the Christoffel
symbols reduce to the form
1
1
u(, x) + u(, x) ,
2
2
(107)
(108)
(, x)
2
=
(n 1)
(109)
(110)
(111)
(112)
satisfying
K 1 (, t) = 0, if X(, t) {xn = 0},
(113)
(114)
for
C0 (PO(n) L(Rn , Rn )) and 0 T , set
(H
)(r) := Er [M (, , w)
(r(r, , , w))].
(115)
(116)
1
= H2 (2I, u ) div grad Lu
2
with initial value
e(0) (0, ) =
()
(117)
(118)
(119)
1
2
1
0 = iB , 0 < T,
= Hn1 (2 m g, m u ) ,
0
(120)
B(0, ) = B(),
(121)
for given
Conclusions
In this article, we have given random representations for the Navier- Stokes equations for the vorticity, and the kinematic dynamo equation of magnetohydrodymamics, for incompressible fluids on smooth boundary manifolds, and in particular, in the case of flat euclidean space. No such general representations were
known but for the case of empty boundary smooth compact manifolds [5,12,13],
and as an implementation of the case of manifolds isometrically immersed in
Euclidean space, for Euclidean space itself. We would like to remark that this
program stemmed as a covariant extension of the random vortex method in 2D
(without boundary) of Computational Fluid Dynamics ( see A. Chorin [32], and
references therein). In the latter method,due to the fact that in flat 2D the vorticity can be identified with a scalar field, the vorticity equation can be integrated
by using the Ito formula for scalar fields. The extension of this formula, has been
the backbone for the obtention of our representations in both the empty and
non-empty boundary cases. We should also stress that product formulas (such
as those arising from transition densities as is the case for diffusion equations)
have been algorithmically implemented in Fluid Dynamics for a long period [33].
Yet, more specifically related to the present approach, numerical methods for the
random integration of nonlinear partial differential equations have been developed (c.f. [34]); furthermore these methods have been implemented for p.d.e.s
for scalar fields satisfying reflecting boundary conditions [35-38]. Thus we might
expect that the former approach properly extended to differential forms and implemented for the representations achieved in this article, will eventually lead to
interesting numerics.
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34