Holm Darryl D, Tyranowski Tomasz M
Mathematics Department , Imperial College , London, UK.
Proc Math Phys Eng Sci. 2016 Mar;472(2187):20150827. doi: 10.1098/rspa.2015.0827.
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension, we numerically simulate singular solutions (peakons) of the stochastically perturbed Camassa-Holm (CH) equation derived using this method. These numerical simulations show that peakon soliton solutions of the stochastically perturbed CH equation persist and provide an interesting laboratory for investigating the sensitivity and accuracy of adding stochasticity to finite dimensional solutions of stochastic partial differential equations. In particular, some choices of stochastic perturbations of the peakon dynamics by Wiener noise (canonical Hamiltonian stochastic deformations, CH-SD) allow peakons to interpenetrate and exchange order on the real line in overtaking collisions, although this behaviour does not occur for other choices of stochastic perturbations which preserve the Euler-Poincaré structure of the CH equation (parametric stochastic deformations, P-SD), and it also does not occur for peakon solutions of the unperturbed deterministic CH equation. The discussion raises issues about the science of stochastic deformations of finite-dimensional approximations of evolutionary partial differential equation and the sensitivity of the resulting solutions to the choices made in stochastic modelling.
我们开发了一种变分方法来推导随机偏微分方程,其解遵循随机向量场的流。作为一维空间中的一个例子,我们对使用该方法导出的随机扰动的卡马萨 - 霍尔姆(CH)方程的奇异解(尖峰子)进行了数值模拟。这些数值模拟表明,随机扰动的CH方程的尖峰子孤子解持续存在,并为研究在随机偏微分方程的有限维解中添加随机性的灵敏度和准确性提供了一个有趣的实验平台。特别是,通过维纳噪声对尖峰子动力学进行随机扰动的某些选择(规范哈密顿随机变形,CH - SD)允许尖峰子在超车碰撞中在实线上相互穿透并交换顺序,尽管对于保留CH方程的欧拉 - 庞加莱结构的其他随机扰动选择(参数随机变形,P - SD)不会出现这种行为,并且对于未受扰动的确定性CH方程的尖峰子解也不会出现这种行为。该讨论提出了关于演化偏微分方程有限维近似的随机变形科学以及所得解对随机建模中所做选择的灵敏度的问题。