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Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent. (English) Zbl 1095.60020

Let \(\Delta\) be the Laplace operator on \(S^d\), acting on vector fields. The spectrum of \(\Delta\) is given by \(\{-c_{l,d}:l\geq 1\}\cup\{-c_{l,\delta}:l\geq 1\}\), where \(c_{l,d}=l(l+d-1)\), \(c_{l,\delta}=(l+1) (l+d-2)\). Let \(G_l\) and \(D_l\) be the eigenspaces associated to \(c_{l,d}\) and \(c_{l,\delta}\), respectively, \(D_{l,1}=\dim G_l\), \(D_{l,2}=\dim D_l\). By \(\{A^i_{l,k}:k=1,\dots,D_{l,1},l\geq 1\}\), \(i=1,2\), the orthonormal bases of \(G_l\) and \(D_l\) in \(L^2\) are denoted. Let \(a_l=\frac {a}{(l-1)^{1+\alpha}}\), \(b_l=\frac{b}{(l-1)^{1+\alpha}}\), \(\alpha>0\), \(a,b>0\), \(l\geq 2\) and \(\{B^i_{l,k}:l\geq 1,1\leq k\leq D_{l,i}\}\), \(i=1,2\), be two families of independent standard Brownian motions defined on a probability space \((\Omega,F,P)\). For \(\alpha=2\) the authors consider the Stratonovich stochastic differential equation on \(S^d\):
\[ dx_t^n= \sum^{2^n}_{l=1}\left\{\sqrt{\frac {da_l}{D_{l,1}}} \sum^{D_{l,1}}_{k=1}A^1_{l,k}(x_t^n)\circ dB^1_{l,k}(t)+\sqrt {\frac{db_l}{D_{l,2}}}\sum^{D_{l,2}}_{k=1}A^2_{l,k}(x^n_t)\circ dB^2_{l,k}(t) \right\},\quad x_0^n=x. \]
Using the specific properties of eigenvector fields, they prove that \(x_t^n(x)\) convergens uniformly in \((t,x)\in[0,T]\times S^d\). The uniform limit \(x_t(x)\), \(t\geq 0\), is the unique solution of the equation \[ dx_t= \sum^\infty_{l=1}\left\{\sqrt {\frac{da_l}{D_{l,1}}}\sum^{D_{l,1}}_{k=1}A^1_{l,k}(x_t)\circ dB^1_{l,k}(t)+\sqrt{\frac{db_l}{D_{l,2}}}\sum^{D_{l,2}}_{k=1} A^2_{l,k} (x_t)\circ dB^2_{l,k}(t)\right\},\quad x_0=x, \]
which gives rise to a flow of homeomorphisms.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60 Diffusion processes
34F05 Ordinary differential equations and systems with randomness
34A12 Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations
Full Text: DOI

References:

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