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 the stochastic LES.