Renormalization of stochastic continuity equations on Riemannian manifolds

DOI10.1016/J.SPA.2021.08.009zbMATH Open1483.58009arXiv1912.10731OpenAlexW3196471330WikidataQ115341114 ScholiaQ115341114MaRDI QIDQ2239258FDOQ2239258

Authors: Luca Galimberti, Kenneth H. Karlsen 

Publication date: 3 November 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We consider the initial-value problem for stochastic continuity equations of the form ${\displaystyle }$ partial_t ho + ext{div}_h left[ ho left(u(t,x) + sum_{i=1}^N a_i(x)circ frac{dW^i}{dt} ight) ight] = 0, ${\displaystyle }$ defined on a smooth closed Riemanian manifold $M$ with metric $h$, where the Sobolev regular velocity field $u$ is perturbed by Gaussian noise terms $dot{W}_i(t)$ driven by smooth spatially dependent vector fields $a_i(x)$ on $M$. Our main result is that weak ($L^2$) solutions are renormalized solutions, that is, if $ho$ is a weak solution, then the nonlinear composition $S(ho)$ is a weak solution as well, for any "reasonable" function $S:mathbbRomathbbR$. 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 $mathcal{C}_{v}arepsilon(ho,D)$ between (first/second order) geometric differential operators $D$ and the regularization device ($varepsilon$ is the scaling parameter). This work, which is related to the "Euclidean" result in Punshon-Smith (2017), reveals some structural effects that noise and nonlinear domains have on the dynamics of weak solutions.

Full work available at URL: https://arxiv.org/abs/1912.10731

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zbMATH Keywords

Riemannian manifolduniquenessweak solutionchain rulehyperbolic equationstochastic continuity equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Weak solutions to PDEs (35D30) Hyperbolic equations on manifolds (58J45) Diffusion processes and stochastic analysis on manifolds (58J65) Initial value problems for linear first-order PDEs (35F10)

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Cited In (5)

• Well-posedness of stochastic continuity equations on Riemannian manifolds
• Second order commutator estimates in renormalisation theory for SPDEs with gradient-type noise
• Stochastic transport equations with unbounded divergence
• Stochastic Lagrangian perturbation of Lie transport and applications to fluids
• Stochastic integrals and Gelfand integration in Fréchet spaces

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