Random Perturbation of PDEs and Fluid Dynamic Models
École d’Été de Probabilités de Saint-Flour XL – 2010| By: | Franco Flandoli |
| Publisher: | Springer Nature |
| Print ISBN: | 9783642182303 |
| eText ISBN: | 9783642182310 |
| Edition: | 0 |
| Copyright: | 2011 |
| Format: | Page Fidelity |
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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.