The Geometry of Stochastic Fluid Dynamics
Darryl D. Holm
Abstract
Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal fluid flow. This paper is a pedagogical review of the recent developments of the mathematical framework of stochastic geometric mechanics obtained from Lie group-invariant stochastic variational principles in the context of model building for upper ocean dynamics, The paper is divided into the following five parts. Part I discusses the origins of geometric mechanics applications in deterministic fluid dynamics. Part II focuses on the example of the deterministic 3D Euler Boussinesq (EB) equations. Part III adds stochastic transport to the 3D Euler Boussinesq (EB) and derives its SALT equations. (SALT is the abbreviation of Stochastic Advection by Lie Transport.) Part IV focuses on Lagrangian Averaged Stochastic Lie Transport, abbreviated as LA-SALT. LA-SALT treats atmospheric `climate' as the ensemble expectation, while the atmospheric `weather' is treated as a field of pathwise fluctuations, as discussed in Ed Lorenz's famous 1995 lecture. Part V applies SALT and LA-SALT to create stochastic Ocean--Atmosphere Models, abbreviated as SOAM.. The SOAM approach brings us back to Hasselmann's 1976 paradigm, which decomposes a general climate model into its deterministic and stochastic parts.
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