Communications in Mathematical Sciences

Volume 4 (2006)

Number 4

Stochastic Lagrangian transport and generalized relative entropies

Pages: 767 – 777

DOI: https://dx.doi.org/10.4310/CMS.2006.v4.n4.a5

Authors

Peter Constantin

Gautam Iyer

Abstract

We discuss stochastic representations of advection diffusion equations with variable diffusivity, stochastic integrals of motion and generalized relative entropies.

Keywords

Relative entropies, stochastic integrals of motion, stochastically passive scalars, stochastic Lagrangian transport

2010 Mathematics Subject Classification

Primary 60H30. Secondary 35K45, 60H05, 76F25, 76M35.

Full Text (PDF format)

Published 1 January 2006