Stochastic Methods in Fluid Mechanics

Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes have been used in several areas of science and technolog

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Sergio Chibbaro Jean-Pierre Minier Editors

Stochastic Methods in Fluid Mechanics

International Centre for Mechanical Sciences

CISM Courses and Lectures

Series Editors: The Rectors Friedrich Pfeiffer - Munich Franz G. Rammerstorfer - Wien Elisabeth Guazzelli - Marseille The Secretary General Bernhard Schrefler - Padua Executive Editor Paolo Serafini - Udine

The series presents lecture notes, monographs, edited works and proceedings in the field of Mechanics, Engineering, Computer Science and Applied Mathematics. Purpose of the series is to make known in the international scientific and technical community results obtained in some of the activities organized by CISM, the International Centre for Mechanical Sciences.

International Centre for Mechanical Sciences Courses and Lectures Vol. 548

For further volumes: www.springer.com/series/76

Sergio Chibbaro · Jean Pierre Minier Editors

Stochastic Methods in Fluid Mechanics

Editors Sergio Chibbaro Université Pierre Et Marie Curie, Paris, France Jean Pierre Minier R&D EDF, Chatou, France

ISSN 0254-1971 ISBN 978-3-7091-1621-0 ISBN 978-3-7091-1622-7 (eBook) DOI 10.1007/ 978-3-7091-1622-7 Springer Wien Heidelberg New York Dordrecht London © CISM, Udine 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. All contributions have been typeset by the authors Printed in Italy Printed on acid-free paper Springer is