Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes
A talk in the Bielefeld Stochastic Afternoon series by
Yuqi Li
| Abstract: | This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type $ u_{t}-\sum_{i,j=1}^{d} D^{2}_{ij}(a_{ij}(x)\beta(x,u))+ \text{div}(b(x,u)u)=0 \quad \text{in}\; (0, \infty) \times \mathbb{R}^{d}$ with initial condition $u(0,x)\equiv u_{0}(x)$, where $a_{ij}$, $\beta$, and $b$ are suitable functions. Under suitable assumptions, this equation generates a continuous contraction semigroup $S(t): L^{1}(\mathbb{R}^{d}) \rightarrow L^{1}(\mathbb{R}^{d})$, and $u(t)=S(t)u_{0}$ is a mild solution to the equation. Our main contribution is to prove that this mild solution is unique in the much larger class of distributional solutions. This extends previous uniqueness results for the diagonal (also called isotropic) diffusion case $a_{ij} \equiv \delta_{ij}$. Another key analytical result of this paper is the uniqueness for distributional solutions of the associated linearized equation. As a main application, we prove weak uniqueness for the corresponding McKean-Vlasov SDEs. Moreover, we prove that, the probabilistically weak solution to the McKean-Vlasov SDEs is also the unique probabilistically strong solution. Furthermore, we establish a new $L^{\infty}$ estimate for mild solutions starting from data in $L^{1}\cap L^{\infty}$ and this estimate is used in the construction of nonlinear Markov processes. Finally, we prove that the path laws of the solutions to the McKean-Vlasov SDEs form a nonlinear Markov process in the sense of McKean. Joint work with Viorel Barbu and Michael Röckner. Within the CRC this talk is associated to the project(s): A5 |