English

Renormalization of stochastic continuity equations on Riemannian manifolds

Analysis of PDEs 2021-08-25 v2

Abstract

We consider the initial-value problem for stochastic continuity equations of the form tρ+divh[ρ(u(t,x)+i=1Nai(x)dWidt)]=0, \partial_t \rho + \text{div}_h \left[\rho \left(u(t,x) + \sum_{i=1}^N a_i(x)\circ \frac{dW^i}{dt}\right)\right] = 0, defined on a smooth closed Riemanian manifold MM with metric hh, where the Sobolev regular velocity field uu is perturbed by Gaussian noise terms W˙i(t)\dot{W}_i(t) driven by smooth spatially dependent vector fields ai(x)a_i(x) on MM. Our main result is that weak (L2L^2) solutions are renormalized solutions, that is, if ρ\rho is a weak solution, then the nonlinear composition S(ρ)S(\rho) is a weak solution as well, for any "reasonable" function S:RRS:\mathbb{R}\to\mathbb{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 Cε(ρ,D)\mathcal{C}_\varepsilon (\rho,D) between (first/second order) geometric differential operators DD and the regularization device (ε\varepsilon is the scaling parameter). This work, which is related to the "Euclidean" result in Punshon-Smith (2017), reveals some structural effects that noise and nonlinear domains have on the dynamics of weak solutions.

Keywords

Cite

@article{arxiv.1912.10731,
  title  = {Renormalization of stochastic continuity equations on Riemannian manifolds},
  author = {Luca Galimberti and Kenneth H. Karlsen},
  journal= {arXiv preprint arXiv:1912.10731},
  year   = {2021}
}