Renormalization of stochastic continuity equations on Riemannian manifolds (Q2239258)

The authors study initial value problems for stochastic continuity equations on smooth closed Riemannian manifolds \(M\) with metric \(h\), of the form \[ \partial_{t}\rho + \operatorname{div}_{h}\left[ \rho \left( u(t,x) + \sum_{i=1}^{N} a_{i}(x) \circ \frac{d W^{i}}{dt} \right) \right]=0, \tag{1} \] for Sobolev velocity fields \(u\), perturbed by Gaussian noise terms driven by that independent Wiener processes \(W^{i}\), where \(a_{i}\) are smooth spatially dependent vector fields on M (with the stochastic integrals interpreted in the Stratonovich sense), supplemented with initial data \(\rho(0)=\rho_{0} \in L^2(M)\). This type of equation is very interesting both from the mathematical point of view as well as from the point of view of applications (e.g. in fluid mechanics). The deterministic case (\(a_{i}=0\)) has been studied and existence of weak solution was shown using the DiPerna-Lions theory of renormalized solutions [\textit{R. J. DiPerna} and \textit{P. L. Lions}, Invent. Math. 98, No. 3, 511--547 (1989; Zbl 0696.34049)], both in the Euclidean and the smooth closed manifold case and there are important extensions by \textit{L. Ambrosio} [ibid. 158, No. 2, 227--260 (2004; Zbl 1075.35087)] in the case of BV velocity fields). We recall that a renormalized solution \(\rho\) is a weak solution such that \(S(\rho)\) is also a weak solution for any ``reasonable'' \(S : {\mathbb R} \to {\mathbb R}\). The stochastic case for Lipschitz type coefficients has been studied by \textit{H. Kunita} [Stochastic flows and stochastic differential equations. Cambridge etc.: Cambridge University Press (1990; Zbl 0743.60052)] in the Euclidean case, whereas results by \textit{S. Attanasio} and \textit{F. Flandoli} [Commun. Partial Differ. Equations 36, No. 7--9, 1455--1474 (2011; Zbl 1237.60048)] establish the renormalization property for BV velocity field and constant \(a_{i}\), revealing an interesting regularization by noise property of the equation (in the sense that the renormalization property implies uniqueness without the usual \(L^{\infty}\) assumption on the divergence of \(u\)) which has become a recurrent theme in the study of stochastic transport or continuity equations. Extensions in the case of stochastic continuity equations in Itō form in the Euclidean domain with spatially dependent noise coefficients were obtained in [\textit{S. Punshon-Smith} and \textit{S. Smith}, Arch. Ration. Mech. Anal. 229, No. 2, 627--708 (2018; Zbl 1394.35313)] and [\textit{J. A. Rossmanith} et al., J. Comput. Phys. 199, No. 2, 631--662 (2004; Zbl 1126.76350)]. In this paper the authors study problem (1) in the generalized setting already mentioned above, and their main result is the renormalization property for weak \(L^2\) solutions of (1). As a corollary they deduce the uniqueness of weak solutions and an a priori estimate under the usual condition that \(\operatorname{div}_{h} u \in L_{t}^{1}L^{\infty}\). The proof consists of a systematic procedure for regularizing tensor fields on a manifold, a convenient choice of atlas to simplify technical computations linked to the Christoffel symbols, and several DiPerna-Lions type commutators between (first/second order) geometric differential operators and the regularization device.