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Random Perturbation of PDEs and Fluid Dynamic Models

École d’Été de Probabilités de Saint-Flour XL – 2010

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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.

Informations bibliographiques

mars 2011, 182 Pages, Lecture Notes in Mathematics, École d'Été de Probabilités de Saint-Flour, Anglais
Springer
978-3-642-18230-3

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