We prove the existence and uniqueness of positive analytical solutions with positive initial data to the mean field equation (the Dyson equation) of the Dyson Brownian motion through the complex Burgers equation with a force term on the upper half complex plane. These solutions converge to a steady state given by Wigner’s semicircle law. A unique global weak solution with nonnegative initial data to the Dyson equation is obtained, and some explicit solutions are given by Wigner’s semicircle laws. We also construct a bi-Hamiltonian structure for the system of real and imaginary components of the complex Burgers equation (coupled Burgers system). We establish a kinetic formulation for the coupled Burgers system and prove the existence and uniqueness of entropy solutions. The coupled Burgers system in Lagrangian variable naturally leads to two interacting particle systems, the Fermi–Pasta–Ulam–Tsingou model with nearest-neighbor interactions, and the Calogero–Moser model. These two particle systems yield the same Lagrangian dynamics in the continuum limit.
more »
« less
Positive Solutions of Transport Equations and Classical Nonuniqueness of Characteristic curves
Abstract The seminal work of DiPerna and Lions (Invent Math 98(3):511–547, 1989) guarantees the existence and uniqueness of regular Lagrangian flows for Sobolev vector fields. The latter is a suitable selection of trajectories of the related ODE satisfying additional compressibility/semigroup properties. A long-standing open question is whether the uniqueness of the regular Lagrangian flow is a corollary of the uniqueness of the trajectory of the ODE for a.e. initial datum. Using Ambrosio’s superposition principle, we relate the latter to the uniqueness of positive solutions of the continuity equation and we then provide a negative answer using tools introduced by Modena and Székelyhidi in the recent groundbreaking work (Modena and Székelyhidi in Ann PDE 4(2):38, 2018). On the opposite side, we introduce a new class of asymmetric Lusin–Lipschitz inequalities and use them to prove the uniqueness of positive solutions of the continuity equation in an integrability range which goes beyond the DiPerna–Lions theory.
more »
« less
- Award ID(s):
- 1946175
- PAR ID:
- 10463330
- Date Published:
- Journal Name:
- Archive for Rational Mechanics and Analysis
- Volume:
- 240
- Issue:
- 2
- ISSN:
- 0003-9527
- Page Range / eLocation ID:
- 1055 to 1090
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be absolutely continuous with respect to the Lebesgue measure in general. For such velocity fields, the well-posedness of first- and second-order linear transport equations in Lebesgue spaces is established, as well as the existence and uniqueness of regular ODE and SDE Lagrangian flows. These results are then applied to the study of certain nonconservative, nonlinear systems of transport type, which are used to model mean field games in a finite state space. A notion of weak solution is identified for which unique minimal and maximal solutions exist, which do not coincide in general. A selection-by-noise result is established for a relevant example to demonstrate that different types of noise can select any of the admissible solutions in the vanishing noise limit.more » « less
-
When a plane shock hits a two-dimensional wedge head on, it experiences a reflection-diffraction process, and then a self-similar reflected shock moves outward as the original shock moves forward in time. The experimental, computational, and asymptotic analysis has indicated that various patterns occur, including regular reflection and Mach reflection. The von Neumann's conjectures on the transition from regular to Mach reflection involve the existence, uniqueness, and stability of regular shock reflection-diffraction configurations, generated by concave cornered wedges for compressible flow. In this paper, we discuss some recent developments in the study of the von Neumann's conjectures. More specifically, we discuss the uniqueness and stability of regular shock reflection-diffraction configurations governed by the potential flow equation in an appropriate class of solutions. We first show that the transonic shocks in the global solutions obtained in Chen-Feldman [19] are convex. Then we establish the uniqueness of global shock reflection-diffraction configurations with convex transonic shocks for any wedge angle larger than the detachment angle or the critical angle. Moreover, the solution under consideration is stable with respect to the wedge angle. Our approach also provides an alternative way of proving the existence of the admissible solutions established first in [19].more » « less
-
Abstract This paper aims at proving the local boundedness and continuity of solutions of the heat equation in the context of Dirichlet spaces under some rather weak additional assumptions. We consider symmetric local regular Dirichlet forms, which satisfy mild assumptions concerning (1) the existence of cut‐off functions, (2) a local ultracontractivity hypothesis, and (3) a weak off‐diagonal upper bound. In this setting, local weak solutions of the heat equation, and their time derivatives, are shown to be locally bounded; they are further locally continuous, if the semigroup admits a locally continuous density function. Applications of the results are provided including discussions on the existence of locally bounded heat kernel; structure results for ancient (local weak) solutions of the heat equation.more » « less
-
It is well known that the monotonicity condition, either in Lasry–Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and solutions to mean field game systems. In the literature, the monotonicity conditions are always taken in a fixed direction. In this paper, we propose a new type of monotonicity condition in the opposite direction, which we call the anti-monotonicity condition, and establish the global well-posedness for mean field game master equations with non-separable Hamiltonians. Our anti-monotonicity condition allows our data to violate both the Lasry–Lions monotonicity and the displacement monotonicity conditions.more » « less
An official website of the United States government

