Well-posedness of stochastic continuity equations on Riemannian manifolds

DOI10.1007/S11401-024-0005-9arXiv2101.06934OpenAlexW3123571241WikidataQ128379426 ScholiaQ128379426MaRDI QIDQ6153715FDOQ6153715

Authors: Luca Galimberti, Kenneth H. Karlsen 

Publication date: 14 February 2024

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Abstract: We analyze continuity equations with Stratonovich stochasticity, $partialho+di{v}_{h}left[hocircleft(u(t,x)+su{m}_{i=1}^N{a}_i(x)dot{W}_i(t)ight)ight]=0$, defined on a smooth closed Riemannian manifold $M$ with metric $h$. The velocity field $u$ is perturbed by Gaussian noise terms $dot{W}_1(t),ldots,dot{W}_N(t)$ driven by smooth spatially dependent vector fields $a_1(x),ldots,a_N(x)$ on $M$. The velocity $u$ belongs to $L_t^1{W}_x^{1,2}$ with $di{v}_{h}u$ bounded in $L_{t,x}^p$ for $p>d+2$, where $d$ is the dimension of $M$ (we do not assume $di{v}_{h}uin{L}^{i}nft{y}_{t,x}$). We show that by carefully choosing the noise vector fields $a_i$ (and the number $N$ of them), the initial-value problem is well-posed in the class of weak $L^2$ solutions, although the problem can be ill-posed in the deterministic case because of concentration effects. The proof of this "regularization by noise" result reveals a link between the nonlinear structure of the underlying domain $M$ and the noise, a link that is somewhat hidden in the Euclidian case ($a_i$ constant) cite{Beck:2019,Flandoli-Gubinelli-Priola,Neves:2015aa}. The proof is based on an a priori estimate in $L^2$, which is obtained by a duality method, and a weak compactness argument.

Full work available at URL: https://arxiv.org/abs/2101.06934

Recommendations

• Renormalization of stochastic continuity equations on Riemannian manifolds
• Stochastic continuity equations with conservative noise
• Regularization by noise in one-dimensional continuity equation
• Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds
• Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition

zbMATH Keywords

existenceRiemannian manifolduniquenessweak solutionhyperbolic equationstochastic continuity equationnon-smooth velocity field

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Weak solutions to PDEs (35D30) Hyperbolic equations on manifolds (58J45) First-order hyperbolic equations (35L02)

Cites Work

• Title not available (Why is that?)
• Ordinary differential equations, transport theory and Sobolev spaces
• Heat kernel and analysis on manifolds
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Transport equation and Cauchy problem for BV vector fields
• Well-posedness of the transport equation by stochastic perturbation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic partial differential equations on manifolds. II: Nonlinear filtering
• Extension of C ∞ Functions Defined in a Half Space
• Heat semi-group and generalized flows on complete Riemannian manifolds
• Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
• Title not available (Why is that?)
• Stochastic partial differential equations
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Vector-valued Morrey's embedding theorem and Hölder continuity in parabolic problems
• $C^\infty$ approximations of convex, subharmonic, and plurisubharmonic functions
• A wave propagation algorithm for hyperbolic systems on curved manifolds
• Title not available (Why is that?)
• Well-posedness theory for geometry-compatible hyperbolic conservation laws on manifolds
• Hyperbolic conservation laws on manifolds: total variation estimates and the finite volume method
• Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise
• Title not available (Why is that?)
• Stochastic continuity equations -- a general uniqueness result
• Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition
• Title not available (Why is that?)
• Multiphase averaging for generalized flows on manifolds
• Stochastic partial differential equations on manifolds. I
• On the Boltzmann equation with stochastic kinetic transport: global existence of renormalized martingale solutions
• Stochastic continuity equations with conservative noise
• Well-posedness by noise for scalar conservation laws
• The Hunter-Saxton equation with noise
• Renormalization of stochastic continuity equations on Riemannian manifolds
• Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds

This page was built for publication: Well-posedness of stochastic continuity equations on Riemannian manifolds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6153715)