skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Explore Research Products in the PAR
It may take a few hours for recently added research products to appear in PAR search results.


This content will become publicly available on July 10, 2026

Title: Linear and nonlinear transport equations with coordinate-wise increasing velocity fields
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
Award ID(s):
2437066
PAR ID:
10632735
Author(s) / Creator(s):
;
Publisher / Repository:
EMS Press
Date Published:
Journal Name:
Annales de l'Institut Henri Poincaré C, Analyse non linéaire
Volume:
42
Issue:
4
ISSN:
0294-1449
Page Range / eLocation ID:
971 to 1036
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. ; ; (, Journal of Statistical Physics)
    null (Ed.)
    Abstract We formulate a class of stochastic partial differential equations based on Kelvin’s circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own average over realizations of this noise. We call these systems the Lagrangian averaged stochastic advection by Lie transport (LA SALT) equations. These equations are nonlinear and non-local, in both physical and probability space. Before taking this average, the equations recover the Stochastic Advection by Lie Transport (SALT) fluid equations introduced by Holm (Proc R Soc A 471(2176):20140963, 2015). Remarkably, the introduction of the non-locality in probability space in the form of momentum transported by its own mean velocity gives rise to a closed equation for the expectation field which comprises Navier–Stokes equations with Lie–Laplacian ‘dissipation’. As such, this form of non-locality provides a regularization mechanism. The formalism we develop is closely connected to the stochastic Weber velocity framework of Constantin and Iyer (Commun Pure Appl Math 61(3):330–345, 2008) in the case when the noise correlates are taken to be the constant basis vectors in $$\mathbb {R}^3$$ R 3 and, thus, the Lie–Laplacian reduces to the usual Laplacian. We extend this class of equations to allow for advected quantities to be present and affect the flow through exchange of kinetic and potential energies. The statistics of the solutions for the LA SALT fluid equations are found to be changing dynamically due to an array of intricate correlations among the physical variables. The statistical properties of the LA SALT physical variables propagate as local evolutionary equations which when spatially integrated become dynamical equations for the variances of the fluctuations. Essentially, the LA SALT theory is a non-equilibrium stochastic linear response theory for fluctuations in SALT fluids with advected quantities. 
    more » « less
  2. ; ; (, ESAIM: Control, Optimisation and Calculus of Variations)
    This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. The existence of an open-loop Nash equilibrium is characterized by the solvability of a system of mean-field forward-backward stochastic differential equations in an infinite horizon and the convexity of the cost functionals, and the closed-loop representation of an open-loop Nash equilibrium is given through the solution to a system of two coupled non-symmetric algebraic Riccati equations. The existence of a closed-loop Nash equilibrium is characterized by the solvability of a system of two coupled symmetric algebraic Riccati equations. Two-person mean-field linear-quadratic zero-sum stochastic differential games in an infinite horizon are also considered. Both the existence of open-loop and closed-loop saddle points are characterized by the solvability of a system of two coupled generalized algebraic Riccati equations with static stabilizing solutions. Mean-field linear-quadratic stochastic optimal control problems in an infinite horizon are discussed as well, for which it is proved that the open-loop solvability and closed-loop solvability are equivalent. 
    more » « less
  3. ; (, Probability, Uncertainty and Quantitative Risk)
    The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity conditions are crucial to guarantee the uniqueness of mean field equilibria and then the global wellposedness for master equations. In the literature the monotonicity condition could be the Lasry–Lions monotonicity, the displacement monotonicity, or the anti-monotonicity conditions. In this paper, we investigate these three types of monotonicity conditions for Mean Field Games of Controls and show their propagation along the solutions to the master equations with common noises. In particular, we extend the displacement monotonicity to semi-monotonicity, whose propagation result is new even for standard mean field games. This is the first step towards the global wellposedness theory for master equations of Mean Field Games of Controls. 
    more » « less
  4. ; ; (, Computer Methods in Applied Mechanics and Engineering)
    We present a divergence-free and $$\Hsp\LRp{div}$$-conforming hybridized discontinuous Galerkin (HDG) method and a computationally efficient variant called embedded-HDG (E-HDG) for solving stationary incompressible viso-resistive magnetohydrodynamic (MHD) equations. The proposed E-HDG approach uses continuous facet unknowns for the vector-valued solutions (velocity and magnetic fields) while it uses discontinuous facet unknowns for the scalar variable (pressure and magnetic pressure). This choice of function spaces makes E-HDG computationally far more advantageous, due to the much smaller number of degrees of freedom, compared to the HDG counterpart. The benefit is even more significant for three-dimensional/high-order/fine mesh scenarios. On simplicial meshes, the proposed methods with a specific choice of approximation spaces are well-posed for linear(ized) MHD equations. For nonlinear MHD problems, we present a simple approach exploiting the proposed linear discretizations by using a Picard iteration. The beauty of this approach is that the divergence-free and $$\Hsp\LRp{div}$$-conforming properties of the velocity and magnetic fields are automatically carried over for nonlinear MHD equations. We study the accuracy and convergence of our E-HDG method for both linear and nonlinear MHD cases through various numerical experiments, including two- and three-dimensional problems with smooth and singular solutions. The numerical examples show that the proposed methods are pressure robust, and the divergence of the resulting velocity and magnetic fields is machine zero for both smooth and singular problems. 
    more » « less
  5. ; (, Acta Mathematica)
    Tobias Ekholm (Ed.)
    We prove nonlinear asymptotic stability of a large class of monotonic shear flows among solutions of the 2D Euler equations in the channel $$\mathbb{T}\times[0,1]$$. More precisely, we consider shear flows $(b(y),0)$ given by a function $$b$$ which is Gevrey smooth, strictly increasing, and linear outside a compact subset of the interval $(0,1)$ (to avoid boundary contributions which are incompatible with inviscid damping). We also assume that the associated linearized operator satisfies a suitable spectral condition, which is needed to prove linear inviscid damping. Under these assumptions, we show that if $$u$$ is a solution which is a small and Gevrey smooth perturbation of such a shear flow $(b(y),0)$ at time $t=0$, then the velocity field $$u$$ converges strongly to a nearby shear flow as the time goes to infinity. This is the first nonlinear asymptotic stability result for Euler equations around general steady solutions for which the linearized flow cannot be explicitly solved. 
    more » « less
  • Citation Formats
  • MLA
  • APA
  • Chicago
  • BibTeX
  • Save / Share this Record
  • Send to Email