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Rapport (Rapport De Recherche) Année : 2008

On conditional McKean Lagrangian stochastic models

Résumé

This work is devoted to the well-posedness of a particle position--velocity system which is nonlinear in the sense of McKean. As the dynamics of the velocity depends on the conditional expectation w.r.t. its position, we have to deal with a singular interaction kernel between particles. This study is motivated by a new class of SDEs--PDEs systems, the so called Lagrangian stochastic models which are commonly used in the simulation of turbulent flows. After a short presentation of these systems, we prove existence and uniqueness results for a simplified model, and a propagation of chaos result for the corresponding interacting particle system.
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Dates et versions

inria-00345524 , version 1 (09-12-2008)
inria-00345524 , version 2 (15-12-2008)
inria-00345524 , version 3 (01-03-2009)
inria-00345524 , version 4 (10-07-2009)

Identifiants

  • HAL Id : inria-00345524 , version 2

Citer

Mireille Bossy, Jean-Francois Jabir, Denis Talay. On conditional McKean Lagrangian stochastic models. [Research Report] RR-6761, 2008, pp.35. ⟨inria-00345524v2⟩

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