Title
Implications of Kunita-Itô-Wentzell Formula for k-Forms in Stochastic Fluid Dynamics.
Abstract
We extend the Ito-Wentzell formula for the evolution of a time-dependent stochastic field along a semimartingale to k-form-valued stochastic processes. The result is the Kunita-Ito-Wentzell (KIW) formula for k-forms. We also establish a correspondence between the KIW formula for k-forms derived here and a certain class of stochastic fluid dynamics models which preserve the geometric structure of deterministic ideal fluid dynamics. This geometric structure includes Eulerian and Lagrangian variational principles, Lie-Poisson Hamiltonian formulations and natural analogues of the Kelvin circulation theorem, all derived in the stochastic setting.
Year
DOI
Venue
2020
10.1007/s00332-020-09613-0
JOURNAL OF NONLINEAR SCIENCE
Keywords
DocType
Volume
Stochastic geometric mechanics,Lie derivatives with respect to stochastic vector fields,Pull-back by smooth maps with stochastic time parameterization
Journal
30
Issue
ISSN
Citations 
4
0938-8974
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Aythami Bethencourt de Léon100.34
Darryl D. Holm27519.23
Erwin Luesink300.34
So Takao400.34