Renormalization of stochastic continuity equations on Riemannian manifolds

被引:6
|
作者
Galimberti, Luca [1 ]
Karlsen, Kenneth H. [2 ]
机构
[1] NTNU Norwegian Univ Sci & Technol, Dept Math Sci, NO-7491 Trondheim, Norway
[2] Univ Oslo, Dept Math, POB 1053, N-0316 Oslo, Norway
基金
芬兰科学院;
关键词
Stochastic continuity equation; Riemannian manifold; Hyperbolic equation; Weak solution; Chain rule; Uniqueness; HYPERBOLIC CONSERVATION-LAWS; WELL-POSEDNESS THEORY; DIFFERENTIAL-EQUATIONS; GENERALIZED FLOWS; REGULARIZATION; UNIQUENESS; EXISTENCE;
D O I
10.1016/j.spa.2021.08.009
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the initial-value problem for stochastic continuity equations of the form partial derivative t rho + div(h) [rho(u(t, x) + Sigma(N)(i=1) a(i)(x) o dw(i)/dt)] = 0, defined on a smooth closed Riemannian manifold M with metric h, where the Sobolev regular velocity field u is perturbed by Gaussian noise terms (W) over dot(i)(t) driven by smooth spatially dependent vector fields a(i)(x) on M. Our main result is that weak (L-2) solutions are renormalized solutions, that is, if rho is a weak solution, then the nonlinear composition S(rho) is a weak solution as well, for any "reasonable" function S : R -> R. The proof consists of a systematic procedure for regularizing tensor fields on a manifold, a convenient choice of atlas to simplify technical computations linked to the Christoffel symbols, and several DiPerna-Lions type commutators C-epsilon(rho, D) between (first/second order) geometric differential operators D and the regularization device (epsilon is the scaling parameter). This work, which is related to the "Euclidean" result in Punshon-Smith (0000), reveals some structural effects that noise and nonlinear domains have on the dynamics of weak solutions. (C) 2021 The Author(s). Published by Elsevier B.V.
引用
收藏
页码:195 / 244
页数:50
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