English

Regular Flows for Diffusions with Rough Drifts

Probability 2014-05-23 v1

Abstract

According to DiPerna-Lions theory, velocity fields with weak derivatives in LpL^p 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 dd-dimensional diffusion with a drift in Lr,qL^{r,q} space (rr for the spatial variable and qq for the temporal variable) possesses weak derivatives with stretched exponential bounds, provided that r/d+2/q<1r/d+2/q<1. 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 HH satisfies HLr,q\nabla H\in L^{r,q} with r/d+2/q<1r/d+2/q<1. As our second application we derive a Constantin-Iyer type circulation formula for certain weak solutions of Navier-Stokes equation.

Keywords

Cite

@article{arxiv.1405.5856,
  title  = {Regular Flows for Diffusions with Rough Drifts},
  author = {Fraydoun Rezakhanlou},
  journal= {arXiv preprint arXiv:1405.5856},
  year   = {2014}
}
R2 v1 2026-06-22T04:21:21.579Z