Random Perturbation of PDEs and Fluid Dynamic Models

Flandoli, Franco.

Random Perturbation of PDEs and Fluid Dynamic Models École d’Été de Probabilités de Saint-Flour XL – 2010 / [electronic resource] : by Franco Flandoli. - X, 182 p. 10 illus. online resource. - École d'Été de Probabilités de Saint-Flour, 2015 0721-5363 ; . - École d'Été de Probabilités de Saint-Flour, 2015 .

1. Introduction to Uniqueness and Blow-up -- 2. Regularization by Additive Noise -- 3. Dyadic Models -- 4. Transport Equation -- 5. Other Models. Uniqueness and Singularities.

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.

9783642182310

10.1007/978-3-642-18231-0 doi


Distribution (Probability theory.
Probability Theory and Stochastic Processes.

QA273.A1-274.9 QA274-274.9

519.2
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