Related Experiment Video
Updated: Dec 18, 2025

An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids
Published on: December 4, 2017
Stochastic modelling in fluid dynamics: Itô versus Stratonovich
1Mathematics Department, Imperial College London, London, UK.
Abstract:
Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated Itô stochastic process (with zero mean) obtained from data which is taken in fixed Eulerian space. Suppose we also want to apply Hamilton's principle to derive the stochastic fluid equations for this situation. Now, the variational calculus for applying Hamilton's principle requires the Stratonovich process, so we must transform from Itô noise in the data frame to the equivalent Stratonovich noise. However, the transformation from the Itô process in the data frame to the corresponding Stratonovich process shifts the drift velocity of the transformed Lagrangian fluid trajectory out of the data frame into a non-inertial frame obtained from the Itô correction. The issue is, 'Will non-inertial forces arising from this transformation of reference frames make a difference in the interpretation of the solution behaviour of the resulting stochastic equations?' This issue will be resolved by elementary considerations.
More Related Videos
11:51Visually Based Characterization of the Incipient Particle Motion in Regular Substrates: From Laminar to Turbulent Conditions
Published on: February 22, 2018
11:00Experimental Investigation of Secondary Flow Structures Downstream of a Model Type IV Stent Failure in a 180° Curved Artery Test Section
Published on: July 19, 2016
Related Concept Videos
Typical Model Studies
Navier–Stokes Equations
Bernoulli's Equation for Flow Along a Streamline
Euler's Equations of Motion
Modeling and Similitude
Dimensionless Groups in Fluid Mechanics