Well-Posedness of Stochastic Continuity Equations onRiemannian Manifolds

Citation:

Luca GALIMBERTI,Kenneth H. KARLSEN.Well-Posedness of Stochastic Continuity Equations onRiemannian Manifolds[J].Chinese Annals of Mathematics B,2024,45(1):81~122
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Authors:

Luca GALIMBERTI; Kenneth H. KARLSEN

Foundation:

This work was supported by the Research Council of Norway through the projects Stochastic Conservation Laws (No. 250674) and (in part) Waves and Nonlinear Phenomena (No. 250070).
Abstract: The authors analyze continuity equations with Stratonovich stochasticity, ?ρ + divh h ρ ? u(t, x) +XN i=1 ai(x)W˙ i(t) i = 0 defined on a smooth closed Riemannian manifold M with metric h. The velocity field u is perturbed by Gaussian noise terms W˙ 1(t), · · · , W˙ N (t) driven by smooth spatially dependent vector fields a1(x), · · · , aN (x) on M. The velocity u belongs to L 1 tW1,2 x with divh u bounded in L p t,x for p > d + 2, where d is the dimension of M (they do not assume divh u ∈ L ∞t,x). For carefully chosen noise vector fields ai (and the number N of them), they show that 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 is based on a L 2 estimate, which is obtained by a duality method, and a weak compactness argument.

Keywords:

Stochastic continuity equation, Riemannian manifold, Hyperbolic equation, Non-smooth velocity field, Weak solution, Existence, Uniqueness

Classification:

60H15, 35L02, 58J45, 35D30
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