| Literature DB >> 27118922 |
Darryl D Holm1, Tomasz M Tyranowski1.
Abstract
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.Entities:
Keywords: cylindrical stochastic processes; geometric mechanics; stochastic soliton dynamics; symmetry reduced variational principles
Year: 2016 PMID: 27118922 PMCID: PMC4841489 DOI: 10.1098/rspa.2015.0827
Source DB: PubMed Journal: Proc Math Phys Eng Sci ISSN: 1364-5021 Impact factor: 2.704