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Random Perturbation of PDEs and Fluid Dynamic Models

by Flandoli, Franco.
Authors: SpringerLink (Online service) Series: Lecture Notes in Mathematics, 0075-8434 ; . 2015 Physical details: IX, 176p. 10 illus. online resource. ISBN: 3642182313 Subject(s): Mathematics. | Distribution (Probability theory). | Mathematics. | Probability Theory and Stochastic Processes.
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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.

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