Well-posedness of stochastic continuity equations on Riemannian manifolds
Abstract
We analyze continuity equations with Stratonovich stochasticity, , defined on a smooth closed Riemannian manifold with metric . The velocity field is perturbed by Gaussian noise terms driven by smooth spatially dependent vector fields on . The velocity belongs to with bounded in for , where is the dimension of (we do not assume ). We show that by carefully choosing the noise vector fields (and the number of them), the initial-value problem is well-posed in the class of weak 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 and the noise, a link that is somewhat hidden in the Euclidian case ( constant) \cite{Beck:2019,Flandoli-Gubinelli-Priola,Neves:2015aa}. The proof is based on an a priori estimate in , 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}
}