Stochastic averaging lemmas for kinetic equations

DOI10.5802/SLSEDP.21MaRDI QIDQ2354253zbMATH OpenOpenAlexWikidataFDO

Authors P.-L. Lions, Ben{ôı}t Perthame, Panagiotis E. Souganidis

Publication date 10 July 2015

Published in Séminaire Laurent Schwartz. EDP et Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1204.0317

zbMATH Keywords

averaging lemmasfractional Sobolev spacesstochastic conservation lawsstochastic kinetic equations

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We develop a class of averaging lemmas for stochastic kinetic equations. The velocity is multiplied by a white noise which produces a remarkable change in time scale. Compared to the deterministic case and as far as we work in $L^2$, the nature of regularity on averages is not changed in this stochastic kinetic equation and stays in the range of fractional Sobolev spaces at the price of an additional expectation. However all the exponents are changed; either time decay rates are slower (when the right hand side belongs to $L^2$), or regularity is better when the right hand side contains derivatives. These changes originate from a different space/time scaling in the deterministic and stochastic cases. Our motivation comes from scalar conservation laws with stochastic fluxes where the structure under consideration arises naturally through the kinetic formulation of scalar conservation laws.

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Cited in

(24)

• A priori estimates for rough PDEs with application to rough conservation laws
• Path-dependent convex conservation laws
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