Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift

DOI10.1007/S40072-014-0031-9MaRDI QIDQ487666zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, Franco Flandoli, Michael Röckner

Publication date 23 January 2015

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.7148

zbMATH Keywords

uniquenesscommutator estimatesOrnstein-Uhlenbeck semigroupcontinuity equations in Hilbert spacesstochastic calculus of variationsweakly differentiable drift

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Initial value problems for linear first-order PDEs (35F10) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)

Abstract: We prove uniqueness for continuity equations in Hilbert spaces $H$. The corresponding drift $F$ is assumed to be in a first order Sobolev space with respect to some Gaussian measure. As in previous work on the subject, the proof is based on commutator estimates which are infinite dimensional analogues to the classical ones due to DiPerna-Lions. Our general approach is, however, quite different since, instead of considering renormalized solutions, we prove a dense range condition implying uniqueness. In addition, compared to known results by Ambrosio-Figalli and Fang-Luo, we use a different approximation procedure, based on a more regularizing Ornstein-Uhlenbeck semigroup and consider Sobolev spaces of vector fields taking values in $H$ rather than the Cameron-Martin space of the Gaussian measure. This leads to different conditions on the derivative of $F$, which are incompatible with previous work on the subject. Furthermore, we can drop the usual exponential integrability conditions on the Gaussian divergence of $F$, thus improving known uniqueness results in this respect.

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Cited in

(10)

• On continuity equations in infinite dimensions with non-Gaussian reference measure
• Continuity equation in llogl for the 2D Euler equations under the enstrophy measure
• \(\rho\)-white noise solution to 2D stochastic Euler equations
• On the uniqueness of solutions to continuity equations
• Lusin-type approximation of Sobolev by Lipschitz functions, in Gaussian and \(\mathrm{RCD}(K,\infty)\) spaces
• Absolutely continuous solutions for continuity equations in Hilbert spaces
• A cost on paths of measures which induces the Fokker-Planck equation
• Uniqueness of hypersurfaces in weighted product spaces via maximum principles for the drift Laplacian
• Lagrangian flows driven by \(BV\) fields in Wiener spaces
• Weak vorticity formulation of 2D Euler equations with white noise initial condition

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