Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations

DOI10.1007/S40818-018-0052-1zbMATH Open1410.35118arXiv1706.01997OpenAlexW2963048334WikidataQ129117718 ScholiaQ129117718MaRDI QIDQ667932FDOQ667932

Authors: David P. Herzog, Jonathan C. Mattingly, N. Glatt-Holtz 

Publication date: 4 March 2019

Published in: Annals of PDE (Search for Journal in Brave)

Abstract: We establish the dual notions of scaling and saturation from geometric control theory in an infinite-dimensional setting. This generalization is applied to the low-mode control problem in a number of concrete nonlinear partial differential equations. We also develop applications concerning associated classes of stochastic partial differential equations (SPDEs). In particular, we study the support properties of probability laws corresponding to these SPDEs as well as provide applications concerning the ergodic and mixing properties of invariant measures for these stochastic systems.

Full work available at URL: https://arxiv.org/abs/1706.01997

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zbMATH Keywords

Malliavin calculusgeometric control theorystochastic partial differential equations (SPDEs)degenerate stochastic forcing and hypoellipticityfluid turbulence

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) Hypoelliptic equations (35H10) PDEs with randomness, stochastic partial differential equations (35R60) Control/observation systems governed by partial differential equations (93C20) Geometric methods (93B27) Control of turbulent flows (76F70)

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Cited In (10)

• Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations
• Lagrangian chaos and scalar advection in stochastic fluid mechanics
• Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes
• A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations
• Lower bounds on the Lyapunov exponents of stochastic differential equations
• Quantitative spectral gaps for hypoelliptic stochastic differential equations with small noise
• Controllability and ergodicity of three dimensional primitive equations driven by a finite-dimensional force
• Approximate controllability of nonlinear parabolic PDEs in arbitrary space dimension
• Large Prandtl number asymptotics in randomly forced turbulent convection
• Scaling limit for stochastic control problems in population dynamics

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