论文标题

非线性fokker-planck方程和麦基恩 - 维拉索夫sdes的唯一性:退化案例

Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case

论文作者

Barbu, Viorel, Röckner, Michael

论文摘要

这项工作与(可能是堕落的)fokker-planck方程$ρ_t_t-Δβ(ρ)+{\ rm div}(db(ρ)= 0 $ in $ in $ in $(0,\ iftty)\ times \ nims \ ntimbb c^d, ρ_0(x)$。在$β:\ mathbb {r} \ to \ mathbb {r},\,\,\,\,b:\ mathbb {r} \ to \ mathbb {r} $和$ d:\ mathbb {r MathBb {r}^d \ to \ to \ to \ toreeq w flof \ ge1下, $ρ(t)= s(t)ρ_0:[0,\ infty)\ to l^1(\ mathbb {r}^d)$作为非线性半群理论意义上的温和解决方案。该流在$ l^\ infty(((0,t)\ times \ times \ times \ mathbb {r}^d)\ cap l^1((((0,t)\ times \ times \ mathbb {r}^d),$ $ \ $ $ \ forall t> 0 $,schwartz分布解决方案$(0,\ intip)\ ntiles)\ n $此外,对于$ρ_0\ in L^1(\ Mathbb {r}^d)\ Cap H^{ - 1}(\ Mathbb {r}^d)$,$ t \ to s(t)ρ_0$与$ [0,\ infty)$ in $ h^n n n n n n n o $ in $ [0,\ 1} $ n nord and py in $ [0,\ ind}($ nord)。作为主要应用程序,证明了相应的麦克基 - 维拉索夫SDES的弱独特性。

This work is concerned with the existence and uniqueness of generalized (mild or distributional) solutions to (possibly degenerate) Fokker-Planck equations $ρ_t-Δβ(ρ)+{\rm div}(Db(ρ)ρ)=0$ in $(0,\infty)\times\mathbb{R}^d,$ $ρ(0,x) \equiv ρ_0(x)$. Under suitable assumptions on $β:\mathbb{R}\to\mathbb{R},\,b:\mathbb{R}\to\mathbb{R}$ and $D:\mathbb{R}^d\to\mathbb{R}^d$, $d\ge1$, this equation generates a unique flow $ρ(t)=S(t)ρ_0:[0,\infty)\to L^1(\mathbb{R}^d)$ as a mild solution in the sense of nonlinear semigroup theory. This flow is also unique in the class of $L^\infty((0,T)\times\mathbb{R}^d)\cap L^1((0,T)\times\mathbb{R}^d),$ $\forall T>0$, Schwartz distributional solutions on $(0,\infty)\times\mathbb{R}^d$. Moreover, for $ρ_0\in L^1(\mathbb{R}^d)\cap H^{-1}(\mathbb{R}^d)$, $t\to S(t)ρ_0$ is differentiable from the right on $[0,\infty)$ in $H^{-1}(\mathbb{R}^d)$-norm. As a main application, the weak uniqueness of the corresponding McKean-Vlasov SDEs is proven.

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