Most Probable Flows for Kunita SDEs

Applied Mathematics & Optimization(2024)

引用 0|浏览0
暂无评分
摘要
We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in fluid dynamics and shape analysis modelling coarse scale deterministic dynamics together with fine-grained noise. We treat this infinite dimensional problem by equipping the underlying domain with a Riemannian metric originating from the noise. The resulting most probable flows are compared with the non-perturbed deterministic flow, both analytically and experimentally by integrating the equations with various choice of noise structures.
更多
查看译文
关键词
Kunita flows,Most probable paths,Onsager–Machlup,Stochastic geometric mechanics
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要