I will introduce an exact stochastic representation for certain non-linear transport equations (e.g. 3D-Navier-Stokes, Burgers) based on noisy Lagrangian paths, and use this to construct a (stochastic) particle system for the Navier-Stokes equations. On any fixed time interval, this particle system converges to the Navier-Stokes equations as the number of particles goes to infinity.

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Last updated: 21 Jun 2024