Random Perturbation of PDEs and Fluid Dynamic Models
École d’Été de Probabilités de Saint-Flour XL – 2010
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Beschreibung
This volume deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up. The aim is to show that noise may restore uniqueness or prevent blow-up. This is not a general or easy-to-apply rule, and the theory presented in the book is in fact a series of examples with a few unifying ideas. The role of additive and bilinear multiplicative noise is described and a variety of examples are included, from abstract parabolic evolution equations with non-Lipschitz nonlinearities to particular fluid dynamic models, like the dyadic model, linear transport equations and motion of point vortices.
The book deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up. The aim is to show that noise may restore uniqueness or prevent blow-up. This is not a general or easy-to-apply rule, and the theory presented in the book is in fact a series of examples with a few unifying ideas. The role of additive and bilinear multiplicative noise is described and a variety of examples are included, from abstract parabolic evolution equations with non-Lipschitz nonlinearities to particular fluid dynamic models, like the dyadic model, linear transport equations and motion of point vortices.
Sometimes SPDEs perform better than PDEs: the book aims to understand when and why Non traditional research directions in SPDE theory are presented The interaction between noise and uniqueness or singularities is investigated Stochastic fluid dynamic models are treated by special techniques Includes supplementary material: sn.pub/extras
Autor*in
Franco Flandoli
Themen in »Random Perturbation of PDEs and Fluid Dynamic Models«
60H15, 60H10, 60J65, 35R60, 35Q35, 35B44, 76B03 Blow-up Stochastic Fluid Dynamics Stochastic Partial Differential Equations Uniqueness