Stochastically Symplectic Maps and Their Applications to Navier-Stokes Equation

Abstract

Poincare's invariance principle for Hamiltonian flows implies Kelvin's principle for solution to Incompressible Euler Equation. Iyer-Constantin Circulation Theorem offers a stochastic analog of Kelvin's principle for Navier-Stokes Equation. Weakly symplectic diffusions are defined to produce stochastically symplectic flows in a systematic way. With the aid of symplectic diffusions, we produce a family of martigales associated with solutions to Navier-Stokes Equation that in turn can be used to prove Iyer-Constantin Circulation Theorem. We also review some basic facts in symplectic and contact geometry and their applications to Euler Equation.