Stochastic Analysis Seminar – Zhongmin Qian (University of Oxford)

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Zhongmin Qian Title: Duality of conditional laws and stochastic large eddy simulation Abstract In this talk I shall present the duality of diffusion bridges and the forward type Feynman-Kac representation formulas for solutions of parabolic systems. I then describe the idea of applying functional integral representations to the study of the numerical solutions of incompressible Navier-Stokes equations. This leads to a natural closure scheme (without modelling) of Large Eddy Simulation (LES) for certain boundary turbulent flows. Finally I shall discuss several numerical experiments based on th…