AbstractSmooth solutions of the incompressible Euler equations are characterized by the property that circulation around material loops is conserved. This is the Kelvin theorem. Likewise, smooth solutions of Navier–Stokes are characterized by a generalized Kelvin's theorem, introduced by Constantin–Iyer (2008). In this note, we introduce a class of stochastic fluid equations, whose smooth solutions are characterized by natural extensions of the Kelvin theorems of their deterministic counterparts, which hold along certain noisy flows. These equations are called the stochastic Euler–Poincaré and stochastic Navier–Stokes–Poincaré equations respectively. The stochastic Euler–Poincaré equations were previously derived from a stochastic variational principle by Holm (2015), which we briefly review. Solutions of these equations do not obey pathwise energy conservation/dissipation in general. In contrast, we also discuss a class of stochastic fluid models, solutions of which possess energy theorems but do not, in general, preserve circulation theorems.
Correction to: Transient analysis of piecewise homogeneous Markov fluid models
