Most probable flows for Kunita SDEs

09/08/2022

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by   Erlend Grong, et al.

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We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. These stochastic processes appear for example in fluid dynamics and shape analysis modelling coarse scale deterministic dynamics together with fine-grained noise. We show how the most probable flows can be identified by equipping the underlying domain with a Riemannian metric originating from the noise. The resulting equations are compared with the non-perturbed deterministic flow, both analytically and experimentally by integrating the equations with various choice of noise structures.