Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010 (Q621892)

This volume deals with the random perturbation of partial differential equations which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up. The aim is to show that noise may restore uniqueness or prevent blow-up. The book consists of five chapters and References. In Chapter 1 examples of non-uniqueness in ordinary and partial differential equations are presented. The author gives definitions of several types of uniqueness in an abstract scheme, for ordinary and stochastic differential equations. Examples of blow-up are considered. Chapter 2 is devoted to regularization by additive noise. The action of noise on non-regular functions is studied and the concept of occupation measure is introduced. The regularization of stochastic differential equations by additive noise is investigated. For infinite dimensional equations with additive noise, the uniqueness in law and path-wise uniqueness are proved. Chapter 3 deals with dyadic models. For the deterministic case, it is proved that uniqueness holds for all positive initial conditions, and non-uniqueness holds for certain negative ones. In the case of random perturbation the author proves weak uniqueness and existence of weak solutions for all initial conditions. In Chapter 4, the author proves the uniqueness of a weak solution to the deterministic transport equation. Examples of non-uniqueness for less regular coefficients are presented. For the Stratonovich linear stochastic transport equation the existence of a unique weak solution is proved. The proof of uniqueness by stochastic characteristics is presented, too. Chapter 5 contains a number of other examples, presented for different purposes, where not only the uniqueness problem but also emergence of singularities is discussed. The author gives a few examples where noise does not change the difficulties related to these two issues. Then, he presents two examples where singularities are prevented by noise: the continuity equation and vortex point motion. For nonlinear Schrödinger equations, he describes theoretical and numerical results for both issues. Finally, the author summarizes the attempts made on the 3D stochastic Navier-Stokes equations, in the direction of understanding uniqueness and singularities. The References consist of 201 items related to the considered problems.