Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus

preprint2010arXivOpen access

Abstract

We establish a connection between the strong solution to the spatially periodic Navier-Stokes equations and a solution to a system of forward-backward stochastic differential equations (FBSDEs) on the group of volume-preserving diffeomorphisms of a flat torus. We construct representations of the strong solution to the Navier-Stokes equations in terms of diffusion processes.

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