English

Well-posedness of stochastic continuity equations on Riemannian manifolds

Analysis of PDEs 2024-01-18 v2

Abstract

We analyze continuity equations with Stratonovich stochasticity, ρ+divh[ρ(u(t,x)+i=1Nai(x)W˙i(t))]=0\partial \rho+ div_h \left[ \rho \circ\left(u(t,x)+\sum_{i=1}^N a_i(x) \dot W_i(t) \right) \right]=0, defined on a smooth closed Riemannian manifold MM with metric hh. The velocity field uu is perturbed by Gaussian noise terms W˙1(t),,W˙N(t)\dot W_1(t),\ldots,\dot W_N(t) driven by smooth spatially dependent vector fields a1(x),,aN(x)a_1(x),\ldots,a_N(x) on MM. The velocity uu belongs to Lt1Wx1,2L^1_t W^{1,2}_x with divhudiv_h u bounded in Lt,xpL^p_{t,x} for p>d+2p>d+2, where dd is the dimension of MM (we do not assume divhuLt,xdiv_h u \in L^\infty_{t,x}). We show that by carefully choosing the noise vector fields aia_i (and the number NN of them), the initial-value problem is well-posed in the class of weak L2L^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 reveals a link between the nonlinear structure of the underlying domain MM and the noise, a link that is somewhat hidden in the Euclidian case (aia_i constant) \cite{Beck:2019,Flandoli-Gubinelli-Priola,Neves:2015aa}. The proof is based on an a priori estimate in L2L^2, which is obtained by a duality method, and a weak compactness argument.

Keywords

Cite

@article{arxiv.2101.06934,
  title  = {Well-posedness of stochastic continuity equations on Riemannian manifolds},
  author = {Luca Galimberti and Kenneth H. Karlsen},
  journal= {arXiv preprint arXiv:2101.06934},
  year   = {2024}
}