Quasi-invariance under flows generated by non-linear PDEs

DOI10.1142/S0219530523500264MaRDI QIDQ6145801zbMATH OpenFDO

Authors Jörg-Uwe Löbus

Publication date 9 January 2024

Published in Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.0200

zbMATH Keywords

Boltzmann equationchange of measureFleming-Viot systemnonlinear PDEquasi-invariance

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Boltzmann equations (35Q20) PDEs with measure (35R06) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05)

Abstract: The paper is concerned with the change of probability measures $mu$ along non-random probability measure valued trajectories $u_t$, $tin[-1,1]$. Typically solutions to non-linear PDEs, modeling spatial development as time progresses, generate such trajectories. Depending on in which direction the map $uequiv{u}_{0}mapsto{u}_t$ does not exit the state space, for $tin[-1,0]$ or for $tin[0,1]$, quasi-invariance of the measure $mu$ under the map $umapsto{u}_t$ is established and the Radon-Nikodym derivative of $mucirc{u}_t$ with respect to $mu$ is determined. It is also investigated how Fr'echet differentiability of the solution map of the PDE can contribute to the existence of this Radon-Nikodym derivative. The first application is a certain Boltzmann type equation. Here the Fr'echet derivative of the solution map is calculated explicitly and quasi-invariance is established. The second application is a PDE related to the asymptotic behavior of a Fleming-Viot type particle system. Here quasi-invariance is obtained and it is demonstrated how this result can be used in order to derive a corresponding integration by parts formula.

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