Regular Flows for Diffusions with Rough Drifts
Probability
2014-05-23 v1
Abstract
According to DiPerna-Lions theory, velocity fields with weak derivatives in spaces possess weakly regular flows. When a velocity field is perturbed by a white noise, the corresponding (stochastic) flow is far more regular in spatial variables; a -dimensional diffusion with a drift in space ( for the spatial variable and for the temporal variable) possesses weak derivatives with stretched exponential bounds, provided that . As an application we show that a Hamiltonian system that is perturbed by a white noise produces a symplectic flow provided that the corresponding Hamiltonian function satisfies with . As our second application we derive a Constantin-Iyer type circulation formula for certain weak solutions of Navier-Stokes equation.
Cite
@article{arxiv.1405.5856,
title = {Regular Flows for Diffusions with Rough Drifts},
author = {Fraydoun Rezakhanlou},
journal= {arXiv preprint arXiv:1405.5856},
year = {2014}
}