A probabilistic representation of solutions of the incompressible Navier-Stokes equations in R3
Abstract
Description
A new probabilistic representation is presented for solutions of the incompressible Navier-Stokes equations in 3 dimensions with given forcing and initial velocity. This representation expresses solutions as scaled conditional expectations of functionals of a Markov process indexed by the nodes of a binary tree. It gives existence and uniqueness of weak solutions for all time under relatively simple conditions on the forcing and initial data. These conditions involve comparison of the forcing and initial data with majorizing kernels.
29 pages, 1 figure, to appear in Probability Theory and Related Fields
29 pages, 1 figure, to appear in Probability Theory and Related Fields