Flows of vector fields: existence and (non)uniqueness results Maria - - PowerPoint PPT Presentation

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Flows of vector fields: existence and (non)uniqueness results Maria - - PowerPoint PPT Presentation

Flows of vector fields: existence and (non)uniqueness results Maria Colombo EPFL SB, Institute of Mathematics 2020 Fields Medal Symposium October 19 - 23, 2020 Incipit - Particles of clouds Flows of vector fields Maria Colombo We want to


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SLIDE 1

Flows of vector fields: existence and (non)uniqueness results

Maria Colombo

EPFL SB, Institute of Mathematics

2020 Fields Medal Symposium October 19 - 23, 2020

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SLIDE 2

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Incipit - Particles of clouds

We want to describe the motion of some particles of clouds in a windy day.

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SLIDE 3

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Incipit - Evolution of a single particle

We model the clouds as a gas/fluid with given velocity v(x) for each position x (direction and intensity). A single particle is transported along an integral curve of v d dt γ(t) = v(γ(t)) for any t ∈ [0, ∞). If we consider many particles at the same time, each of them will follow its own curve.

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SLIDE 4

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Incipit - Evolution of a single particle

We model the clouds as a gas/fluid with given velocity v(x) for each position x (direction and intensity). A single particle is transported along an integral curve of v d dt γ(t) = v(γ(t)) for any t ∈ [0, ∞). If we consider many particles at the same time, each of them will follow its own curve.

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SLIDE 5

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Incipit - Evolution of a distribution of particles

If the particles are many, we model them as a distribution, namely with a measure µ0. The distribution of pollutant µt evolves according to the PDE ∂tµt + v · ∇µt = 0.

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SLIDE 6

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Incipit - Evolution of a distribution of particles

If the particles are many, we model them as a distribution, namely with a measure µ0. The distribution of pollutant µt evolves according to the PDE ∂tµt + v · ∇µt = 0.

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SLIDE 7

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Incipit - Evolution of a distribution of particles

If the particles are many, we model them as a distribution, namely with a measure µ0. The distribution of pollutant µt evolves according to the PDE ∂tµt + v · ∇µt = 0.

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SLIDE 8

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Table of contents

1

Flow of vector fields and continuity equation

2

Smooth vs nonsmooth theory The Cauchy-Lipschitz theorem for smooth vector fields Lack of uniqueness of the flow for nonsmooth vector fields Regular Lagrangian Flows and the nonsmooth theory

3

A.e. uniqueness of integral curves

4

Ideas of the proof Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

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SLIDE 9

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The flow of a vector field

Given a vector field b : [0, ∞) × Rd → Rd, consider the flow X of b

  • d

dt X(t, x) = bt(X(t, x))

∀t ∈ [0, ∞) X(0, x) = x. It can be seen as a collection of trajectories X(·, x) labelled by x ∈ Rd; as a collection of diffeomorphisms X(t, ·) : Rd → Rd.

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Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The flow of a vector field

Given a vector field b : [0, ∞) × Rd → Rd, consider the flow X of b

  • d

dt X(t, x) = bt(X(t, x))

∀t ∈ [0, ∞) X(0, x) = x. It can be seen as a collection of trajectories X(·, x) labelled by x ∈ Rd; as a collection of diffeomorphisms X(t, ·) : Rd → Rd.

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SLIDE 11

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Continuity/transport equation

Consider the related PDE, named continuity equation

  • ∂tµt + div (btµt) = 0

in (0, ∞) × Rd µ0 given. When bt is sufficiently smooth and µt : Rd × [0, ∞) → R is a smooth function, all derivatives can be computed. Much less is needed to give a distributional sense to the PDE (e.g. bt bounded and µt finite measures). When divbt ≡ 0, the continuity equation is equivalent to the transport equation ∂tµt + b · ∇µt = 0.

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SLIDE 12

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Continuity/transport equation

Consider the related PDE, named continuity equation

  • ∂tµt + div (btµt) = 0

in (0, ∞) × Rd µ0 given. When bt is sufficiently smooth and µt : Rd × [0, ∞) → R is a smooth function, all derivatives can be computed. Much less is needed to give a distributional sense to the PDE (e.g. bt bounded and µt finite measures). When divbt ≡ 0, the continuity equation is equivalent to the transport equation ∂tµt + b · ∇µt = 0.

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SLIDE 13

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Continuity/transport equation

Consider the related PDE, named continuity equation

  • ∂tµt + div (btµt) = 0

in (0, ∞) × Rd µ0 given. When bt is sufficiently smooth and µt : Rd × [0, ∞) → R is a smooth function, all derivatives can be computed. Much less is needed to give a distributional sense to the PDE (e.g. bt bounded and µt finite measures). When divbt ≡ 0, the continuity equation is equivalent to the transport equation ∂tµt + b · ∇µt = 0.

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SLIDE 14

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Connection between continuity equation and flows

Solutions of the CE flow along integral curves of b Given b, its flow X an initial distribution of mass µ0 ∈ P

  • Rd

, a solution of the CE is µt := X(t, ·)#µ0. Recall that the measure X(t, ·)#µ0 is defined by

  • Rd ϕ(x) d[X(t, ·)#µ0](x) =
  • Rd ϕ(X(t, x)) dµ0(x)

∀ϕ : Rd → R. Indeed, for any test function ϕ ∈ C ∞

c (Rd) we have

d dt

  • Rd ϕ dµt = d

dt

  • Rd ϕ(X(t, x)) dµ0(x) =
  • Rd ∇ϕ(X) · ∂tX dµ0

=

  • Rd ∇ϕ(X) · bt(X) dµ0 =
  • Rd ∇ϕ · bt dµt.

This is the distributional formulation of the continuity equation.

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SLIDE 15

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Connection between continuity equation and flows

Solutions of the CE flow along integral curves of b Given b, its flow X an initial distribution of mass µ0 ∈ P

  • Rd

, a solution of the CE is µt := X(t, ·)#µ0. Recall that the measure X(t, ·)#µ0 is defined by

  • Rd ϕ(x) d[X(t, ·)#µ0](x) =
  • Rd ϕ(X(t, x)) dµ0(x)

∀ϕ : Rd → R. Indeed, for any test function ϕ ∈ C ∞

c (Rd) we have

d dt

  • Rd ϕ dµt = d

dt

  • Rd ϕ(X(t, x)) dµ0(x) =
  • Rd ∇ϕ(X) · ∂tX dµ0

=

  • Rd ∇ϕ(X) · bt(X) dµ0 =
  • Rd ∇ϕ · bt dµt.

This is the distributional formulation of the continuity equation.

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Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Connection between continuity equation and flows

Solutions of the CE flow along integral curves of b Given b, its flow X an initial distribution of mass µ0 ∈ P

  • Rd

, a solution of the CE is µt := X(t, ·)#µ0. Recall that the measure X(t, ·)#µ0 is defined by

  • Rd ϕ(x) d[X(t, ·)#µ0](x) =
  • Rd ϕ(X(t, x)) dµ0(x)

∀ϕ : Rd → R. Indeed, for any test function ϕ ∈ C ∞

c (Rd) we have

d dt

  • Rd ϕ dµt = d

dt

  • Rd ϕ(X(t, x)) dµ0(x) =
  • Rd ∇ϕ(X) · ∂tX dµ0

=

  • Rd ∇ϕ(X) · bt(X) dµ0 =
  • Rd ∇ϕ · bt dµt.

This is the distributional formulation of the continuity equation.

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SLIDE 17

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Regularity of b matters

Is the solution of the continuity equation starting from µ0 unique? YES if ∇b is bounded Given a solution νt to CE, set νt = X(t, ·)−1

# νt. An analogous

computation shows that d dt

  • Rd ϕ d

νt = 0, so X(t, ·)−1

# νt =

νt = ν0 = µ0 ⇒ νt := X(t, ·)#µ0. NO if b is less regular As soon as uniqueness for the ODE fails.

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Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Regularity of b matters

Is the solution of the continuity equation starting from µ0 unique? YES if ∇b is bounded Given a solution νt to CE, set νt = X(t, ·)−1

# νt. An analogous

computation shows that d dt

  • Rd ϕ d

νt = 0, so X(t, ·)−1

# νt =

νt = ν0 = µ0 ⇒ νt := X(t, ·)#µ0. NO if b is less regular As soon as uniqueness for the ODE fails.

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SLIDE 19

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Regularity of b matters

Is the solution of the continuity equation starting from µ0 unique? YES if ∇b is bounded Given a solution νt to CE, set νt = X(t, ·)−1

# νt. An analogous

computation shows that d dt

  • Rd ϕ d

νt = 0, so X(t, ·)−1

# νt =

νt = ν0 = µ0 ⇒ νt := X(t, ·)#µ0. NO if b is less regular As soon as uniqueness for the ODE fails.

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Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Table of contents

1

Flow of vector fields and continuity equation

2

Smooth vs nonsmooth theory The Cauchy-Lipschitz theorem for smooth vector fields Lack of uniqueness of the flow for nonsmooth vector fields Regular Lagrangian Flows and the nonsmooth theory

3

A.e. uniqueness of integral curves

4

Ideas of the proof Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

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SLIDE 21

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Theory for smooth vector fields

Cauchy-Lipschitz Theorem Let bt a vector field with ∇bt bounded. Then for every x ∈ Rd there exists a unique solution X(·, x) : [0, ∞) → Rd of the ODE. Moreover, the map X(t, ·) is locally Lipschitz in space.

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Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Theory for smooth vector fields

Cauchy-Lipschitz Theorem Let bt a vector field with ∇bt bounded. Then for every x ∈ Rd there exists a unique solution X(·, x) : [0, ∞) → Rd of the ODE. Moreover, the map X(t, ·) is locally Lipschitz in space.

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SLIDE 23

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Why caring about less regular vector fields?

Less regular vector fields appear in fluid dynamics, when a fluid or a gas develop a turbulent behavior or a discontinuity/singularity (shear flows, shock waves...) in quantum theory, to study the semiclassical limit of the Schrödinger equation with rough potentials [Ambrosio, F., Friesecke, Giannoulis, Paul, ’11], [Figalli, Ligabò, Paul, ’12] [Figalli, Klein, Markowich, and Sparber, ’14]; in models from meteorology, to prove existence of solutions of the semigeostrophic system in 2d and 3d [Ambrosio, C., De Philippis, Figalli, ’12, ’14]; in kinetic equations, to provide a lagrangian description of solutions to the Vlasov-Poisson system [Ambrosio, C., Figalli, ’15, ’17].

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Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Nonsmooth theory: lack of uniqueness

One-dimensional autonomous vector field with lack of uniqueness b(x) = 2

  • |x|,

x ∈ R Given x0 = −c2 < 0, the 1-parameter family of curves that stop at the

  • rigin for an arbitrary time T ≥ 0, solve the ODE.

x

x0 = −c2 c x c + T (t − c − T)2 −(t − c)2 t

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SLIDE 25

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Nonsmooth theory: lack of uniqueness

x t x t

Between all the possible integral curves, a “better selection” could be made by the ones that do not stop in 0. In other words, we wish to select a collection of integral curves that “do not concentrate”.

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SLIDE 26

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Selection of a flow

Regular lagrangian flows Given a vector field b : (0, T) × Rd → Rd, the map X : [0, ∞) × Rd → Rd is a regular Lagrangian flow of b if: (i) for L d-a.e. x ∈ Rd, X(·, x) solves the ODE ˙ x(t) = bt(x(t)) starting from x; (ii) X(t, ·)#L d ≤ CL d for every t ∈ [0, T] and for some C > 0. Theorem ([Di Perna-Lions ’89], [Ambrosio ’04]) Let us assume that |∇bt| ∈ L1

loc(Rd), div bt ∈ L∞(Rd) and

|bt(x)| 1 + |x| ∈ L1(Rd) + L∞(Rd). Then there exists a unique regular Lagrangian flow X of b.

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SLIDE 27

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Selection of a flow

Regular lagrangian flows Given a vector field b : (0, T) × Rd → Rd, the map X : [0, ∞) × Rd → Rd is a regular Lagrangian flow of b if: (i) for L d-a.e. x ∈ Rd, X(·, x) solves the ODE ˙ x(t) = bt(x(t)) starting from x; (ii) X(t, ·)#L d ≤ CL d for every t ∈ [0, T] and for some C > 0. Theorem ([Di Perna-Lions ’89], [Ambrosio ’04]) Let us assume that |∇bt| ∈ L1

loc(Rd), div bt ∈ L∞(Rd) and

|bt(x)| 1 + |x| ∈ L1(Rd) + L∞(Rd). Then there exists a unique regular Lagrangian flow X of b.

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SLIDE 28

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Remarks on the DiPerna-Lions theorem

The regularity assumption |∇bt| ∈ L1

loc(Rd) can be replaced by

Assumption For every compactly supported µ0 ∈ L∞(Rd) there exists a unique bounded, compactly supported solution of the CE starting from µ0. This is satisfied by several classes of vector fields: when locally ∇bt is a matrix-valued finite measure (namely, bt is a function of bounded variation BVloc(Rd; Rd) function), [Ambrosio 04]; by singular integrals of L1 functions, for instance convolutions of the form h ∗

x |x|d with h ∈ L1(Rd), [Bouschut, Crippa 13] and of

measures, with some additional structure [Bohun, Bouschut, Crippa 13].

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SLIDE 29

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Remarks on the DiPerna-Lions theorem

The regularity assumption |∇bt| ∈ L1

loc(Rd) can be replaced by

Assumption For every compactly supported µ0 ∈ L∞(Rd) there exists a unique bounded, compactly supported solution of the CE starting from µ0. This is satisfied by several classes of vector fields: when locally ∇bt is a matrix-valued finite measure (namely, bt is a function of bounded variation BVloc(Rd; Rd) function), [Ambrosio 04]; by singular integrals of L1 functions, for instance convolutions of the form h ∗

x |x|d with h ∈ L1(Rd), [Bouschut, Crippa 13] and of

measures, with some additional structure [Bohun, Bouschut, Crippa 13].

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SLIDE 30

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Remarks on the DiPerna-Lions theorem

a different approach to this result was proposed by [Crippa, De Lellis, 08]. To show the uniqueness of the flow, they consider a functional of the type Φδ(t) :=

  • log
  • 1 + |X1(t, x) − X2(t, x)|

δ

  • dx

t ∈ [0, T]; the assumption div bt ∈ L∞(Rd) can be weakened to div bt ∈ BMO(Rd) [Mucha, 2010], [C., Crippa, Spirito 2016].

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SLIDE 31

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - existence and uniqueness

The real difficulty is with uniqueness. Well posedness of the CE ⇒ uniqueness of the flow. (in the class of bounded, compactly supported solutions). Assume by contradiction that there exists a set A ⊆ Rd such that two flows X(·, x) and Y(·, x) start at every x ∈ A. Taking a subset, we can assume that the two flows are disjoint at a later time t0.

X(·, x) Y(·, x) t0

Evolve L d|A with X and Y to violate the well posedness.

slide-32
SLIDE 32

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - existence and uniqueness

The real difficulty is with uniqueness. Well posedness of the CE ⇒ uniqueness of the flow. (in the class of bounded, compactly supported solutions). Assume by contradiction that there exists a set A ⊆ Rd such that two flows X(·, x) and Y(·, x) start at every x ∈ A. Taking a subset, we can assume that the two flows are disjoint at a later time t0.

X(·, x) Y(·, x) t0

Evolve L d|A with X and Y to violate the well posedness.

slide-33
SLIDE 33

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - existence and uniqueness

The real difficulty is with uniqueness. Well posedness of the CE ⇒ uniqueness of the flow. (in the class of bounded, compactly supported solutions). Assume by contradiction that there exists a set A ⊆ Rd such that two flows X(·, x) and Y(·, x) start at every x ∈ A. Taking a subset, we can assume that the two flows are disjoint at a later time t0.

X(·, x) Y(·, x) t0

Evolve L d|A with X and Y to violate the well posedness.

slide-34
SLIDE 34

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

Proof of the well posedness of the CE. Proposition ([DiPerna-Lions, ’89], [Ambrosio ’04]) for any divergence free b ∈ L1

t W 1,1x,loc, u0 ∈ L∞ c

there exists a unique solution u ∈ L∞

t L∞x,c to

∂tut + div (btut) = 0 The statement holds more in general when the integrability of ∇b is coupled with the integrability of u (DiPerna-Lions range).

slide-35
SLIDE 35

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

Proof of the well posedness of the CE. Proposition ([DiPerna-Lions, ’89], [Ambrosio ’04]) for any divergence free b ∈ L1

t W 1,1x,loc, u0 ∈ L∞ c

there exists a unique solution u ∈ L∞

t L∞x,c to

∂tut + div (btut) = 0 The statement holds more in general when the integrability of ∇b is coupled with the integrability of u (DiPerna-Lions range).

slide-36
SLIDE 36

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

Proof of the well posedness of the CE. Proposition ([DiPerna-Lions, ’89], [Ambrosio ’04]) Let r, p ∈ [1, ∞] satisfy 1 p + 1 r ≤ 1. Then, for any divergence free b ∈ L1

t W 1,p x

, u0 ∈ Lr

c there exists a

unique solution u ∈ L∞

t Lr x to

∂tut + div (btut) = 0 The statement holds more in general when the integrability of ∇b is coupled with the integrability of u (DiPerna-Lions range).

slide-37
SLIDE 37

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

By linearity, we show that any bounded, compactly supported solution u(t, x) of the CE ∂tut + div (btut) = 0 u0(0, ·) = 0 = ⇒ u(t, ·) ≡ 0 for any t > 0. Formally, multiply the equation by u and integrate d dt

  • Rd

u(t, x)2 2 dx =

  • Rd u∂tu dx = −
  • Rd u div (ub) dx

=

  • Rd u∇u · b dx =
  • Rd

u2 2 div b dx ≤ C

  • Rd

u2 2 dx This computation doesn’t make sense because u is not regular.

slide-38
SLIDE 38

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

By linearity, we show that any bounded, compactly supported solution u(t, x) of the CE ∂tut + div (btut) = 0 u0(0, ·) = 0 = ⇒ u(t, ·) ≡ 0 for any t > 0. Formally, multiply the equation by u and integrate d dt

  • Rd

u(t, x)2 2 dx =

  • Rd u∂tu dx = −
  • Rd u div (ub) dx

=

  • Rd u∇u · b dx =
  • Rd

u2 2 div b dx ≤ C

  • Rd

u2 2 dx This computation doesn’t make sense because u is not regular.

slide-39
SLIDE 39

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

By linearity, we show that any bounded, compactly supported solution u(t, x) of the CE ∂tut + div (btut) = 0 u0(0, ·) = 0 = ⇒ u(t, ·) ≡ 0 for any t > 0. Formally, multiply the equation by u and integrate d dt

  • Rd

u(t, x)2 2 dx =

  • Rd u∂tu dx = −
  • Rd u div (ub) dx

=

  • Rd u∇u · b dx =
  • Rd

u2 2 div b dx ≤ C

  • Rd

u2 2 dx This computation doesn’t make sense because u is not regular.

slide-40
SLIDE 40

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

We repeat the computation after convolving the equation with a smooth kernel ρε. The function uε = u ∗ ρε solves ∂tuε

t + div (btuε t ) = div (btuε t ) − div (btut)ε = Cε(ut, bt).

To handle the commutator, we employ the lemma Lemma If u ∈ L∞

c (Rd) and |∇b| ∈ L1 loc(Rd), then

lim

ε→0 Cε(u, b) = 0

in L1(Rd). Uniqueness ⇒ Existence. Consider a smooth approximation bε of the vector field b by convolution and consider the approximating flows Xε. They converge (in a suitable weak sense) to a limit collection of curves, which is the limit flow by uniqueness.

slide-41
SLIDE 41

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

We repeat the computation after convolving the equation with a smooth kernel ρε. The function uε = u ∗ ρε solves ∂tuε

t + div (btuε t ) = div (btuε t ) − div (btut)ε = Cε(ut, bt).

To handle the commutator, we employ the lemma Lemma If u ∈ L∞

c (Rd) and |∇b| ∈ L1 loc(Rd), then

lim

ε→0 Cε(u, b) = 0

in L1(Rd). Uniqueness ⇒ Existence. Consider a smooth approximation bε of the vector field b by convolution and consider the approximating flows Xε. They converge (in a suitable weak sense) to a limit collection of curves, which is the limit flow by uniqueness.

slide-42
SLIDE 42

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Idea of the proof - well posedness

We repeat the computation after convolving the equation with a smooth kernel ρε. The function uε = u ∗ ρε solves ∂tuε

t + div (btuε t ) = div (btuε t ) − div (btut)ε = Cε(ut, bt).

To handle the commutator, we employ the lemma Lemma If u ∈ L∞

c (Rd) and |∇b| ∈ L1 loc(Rd), then

lim

ε→0 Cε(u, b) = 0

in L1(Rd). Uniqueness ⇒ Existence. Consider a smooth approximation bε of the vector field b by convolution and consider the approximating flows Xε. They converge (in a suitable weak sense) to a limit collection of curves, which is the limit flow by uniqueness.

slide-43
SLIDE 43

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Table of contents

1

Flow of vector fields and continuity equation

2

Smooth vs nonsmooth theory The Cauchy-Lipschitz theorem for smooth vector fields Lack of uniqueness of the flow for nonsmooth vector fields Regular Lagrangian Flows and the nonsmooth theory

3

A.e. uniqueness of integral curves

4

Ideas of the proof Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

slide-44
SLIDE 44

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Two questions

Question: a.e. uniqueness of integral curves Does any divergence free b ∈ L1

t W 1,p x

admit a unique integral curve (namely, γ ∈ W 1,1(0, T) solution of the ODE ˙ γ(t) = b(t, γ)) for a.e. initial datum x ∈ Rd? Open since the pioneering works of DiPerna-Lions and Ambrosio. (Related) question: well posedness of the CE Let b ∈ L1

t W 1,p x

divergence free. Is the CE ∂tu + div (bu) = 0 well-posed in the class of positive solutions u ∈ L∞

t Lr x under the

minimal summability requirement 1

r + 1 p∗ < 1, namely 1 p + 1 r < 1 + 1 d ?

The answer to this second question is positive in the DiPerna-Lions’ range of exponents 1

r + 1 p ≤ 1.

slide-45
SLIDE 45

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Two questions

Question: a.e. uniqueness of integral curves Does any divergence free b ∈ L1

t W 1,p x

admit a unique integral curve (namely, γ ∈ W 1,1(0, T) solution of the ODE ˙ γ(t) = b(t, γ)) for a.e. initial datum x ∈ Rd? Open since the pioneering works of DiPerna-Lions and Ambrosio. (Related) question: well posedness of the CE Let b ∈ L1

t W 1,p x

divergence free. Is the CE ∂tu + div (bu) = 0 well-posed in the class of positive solutions u ∈ L∞

t Lr x under the

minimal summability requirement 1

r + 1 p∗ < 1, namely 1 p + 1 r < 1 + 1 d ?

The answer to this second question is positive in the DiPerna-Lions’ range of exponents 1

r + 1 p ≤ 1.

slide-46
SLIDE 46

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Two questions

Question: a.e. uniqueness of integral curves Does any divergence free b ∈ L1

t W 1,p x

admit a unique integral curve (namely, γ ∈ W 1,1(0, T) solution of the ODE ˙ γ(t) = b(t, γ)) for a.e. initial datum x ∈ Rd? Open since the pioneering works of DiPerna-Lions and Ambrosio. (Related) question: well posedness of the CE Let b ∈ L1

t W 1,p x

divergence free. Is the CE ∂tu + div (bu) = 0 well-posed in the class of positive solutions u ∈ L∞

t Lr x under the

minimal summability requirement 1

r + 1 p∗ < 1, namely 1 p + 1 r < 1 + 1 d ?

The answer to this second question is positive in the DiPerna-Lions’ range of exponents 1

r + 1 p ≤ 1.

slide-47
SLIDE 47

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p > d: a.e. uniqueness

For any b ∈ Lip then |b(x) − b(y)| ≤ C|x − y| ∀x, y, Let X(·, x) be the RLF, γx an integral curve from x ∈ Rd. d dt |X(t, x) − γx(t)| ≤ |b(X(t, x)) − b(γx(t))| ≤ C|X(t, x) − γx(t)| By Gronwall inequality, if b ∈ Lip we have everywhere uniqueness. If b ∈ W 1,p, p > d, we have a.e. uniqueness [Caravenna, Crippa - Jabin].

slide-48
SLIDE 48

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p > d: a.e. uniqueness

For any b ∈ Lip then |b(x) − b(y)| ≤ C|x − y| ∀x, y, Let X(·, x) be the RLF, γx an integral curve from x ∈ Rd. d dt |X(t, x) − γx(t)| ≤ |b(X(t, x)) − b(γx(t))| ≤ C|X(t, x) − γx(t)| By Gronwall inequality, if b ∈ Lip we have everywhere uniqueness. If b ∈ W 1,p, p > d, we have a.e. uniqueness [Caravenna, Crippa - Jabin].

slide-49
SLIDE 49

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p > d: a.e. uniqueness

Lusin-Lipschitz inequality For any b ∈ W 1,p then there exists g ∈ Lp such that |b(x) − b(y)| ≤ (g(x) + g(y))|x − y| ∀x, y p > 1, Let X(·, x) be the RLF, γx an integral curve from x ∈ Rd. d dt |X(t, x) − γx(t)| ≤ |b(X(t, x)) − b(γx(t))| ≤ C|X(t, x) − γx(t)| By Gronwall inequality, if b ∈ Lip we have everywhere uniqueness. If b ∈ W 1,p, p > d, we have a.e. uniqueness [Caravenna, Crippa - Jabin].

slide-50
SLIDE 50

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p > d: a.e. uniqueness

Lusin-Lipschitz inequality For any b ∈ W 1,p then there exists g ∈ Lp such that |b(x) − b(y)| ≤ (g(x) + g(y))|x − y| ∀x, y p > 1, |b(x) − b(y)| ≤ g(x)|x − y| ∀x p > d. Let X(·, x) be the RLF, γx an integral curve from x ∈ Rd. d dt |X(t, x) − γx(t)| ≤ |b(X(t, x)) − b(γx(t))| ≤ C|X(t, x) − γx(t)| By Gronwall inequality, if b ∈ Lip we have everywhere uniqueness. If b ∈ W 1,p, p > d, we have a.e. uniqueness [Caravenna, Crippa - Jabin].

slide-51
SLIDE 51

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p > d: a.e. uniqueness

(Asymmetric) Lusin-Lipschitz inequality For any b ∈ W 1,p then there exists g ∈ Lp such that |b(x) − b(y)| ≤ (g(x) + g(y))|x − y| ∀x, y p > 1, |b(x) − b(y)| ≤ g(x)|x − y| ∀x p > d. Let X(·, x) be the RLF, γx an integral curve from x ∈ Rd. We use the asymmetric Lusin inequality d dt |X(t, x) − γx(t)| ≤ |b(X(t, x)) − b(γx(t))| ≤ g(X(t, x))|X(t, x) − γx(t)| By Gronwall inequality, if b ∈ Lip we have everywhere uniqueness. If b ∈ W 1,p, p > d, we have a.e. uniqueness [Caravenna, Crippa - Jabin].

slide-52
SLIDE 52

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p > d: a.e. uniqueness

(Asymmetric) Lusin-Lipschitz inequality For any b ∈ W 1,p then there exists g ∈ Lp such that |b(x) − b(y)| ≤ (g(x) + g(y))|x − y| ∀x, y p > 1, |b(x) − b(y)| ≤ g(x)|x − y| ∀x p > d. Let X(·, x) be the RLF, γx an integral curve from x ∈ Rd. We use the asymmetric Lusin inequality d dt |X(t, x) − γx(t)| ≤ |b(X(t, x)) − b(γx(t))| ≤ g(X(t, x))|X(t, x) − γx(t)| By Gronwall inequality, if b ∈ Lip we have everywhere uniqueness. If b ∈ W 1,p, p > d, we have a.e. uniqueness [Caravenna, Crippa - Jabin].

slide-53
SLIDE 53

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p < d: uniqueness of RLF

Key observation: for a.e. x it holds T g(X(t, x)) dt < ∞. Indeed, integrating in x and by incompressibility T g(X(t, ·))Lp dt ≤ C T gLp dt ≤ CT∇b(t, ·)Lp < ∞. Does the Lusin-Lipschitz inequality imply uniqueness for p < d? [Crippa, De Lellis] used it to infer uniqueness of the RLF. d dt |X(t, x) − γx(t)| ≤ |u(X(t, x)) − u(γx(t))| ≤

  • g(X(t, x)) + g(γx(t))
  • |X(t, x) − γx(t)|

For a.e. x it holds T

0 g(X(t, x)) + g(Y(t, x)) dt < ∞.

slide-54
SLIDE 54

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p < d: uniqueness of RLF

Key observation: for a.e. x it holds T g(X(t, x)) dt < ∞. Indeed, integrating in x and by incompressibility T g(X(t, ·))Lp dt ≤ C T gLp dt ≤ CT∇b(t, ·)Lp < ∞. Does the Lusin-Lipschitz inequality imply uniqueness for p < d? [Crippa, De Lellis] used it to infer uniqueness of the RLF. d dt |X(t, x) − γx(t)| ≤ |u(X(t, x)) − u(γx(t))| ≤

  • g(X(t, x)) + g(γx(t))
  • |X(t, x) − γx(t)|

For a.e. x it holds T

0 g(X(t, x)) + g(Y(t, x)) dt < ∞.

slide-55
SLIDE 55

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p < d: uniqueness of RLF

Key observation: for a.e. x it holds T g(X(t, x)) dt < ∞. Indeed, integrating in x and by incompressibility T g(X(t, ·))Lp dt ≤ C T gLp dt ≤ CT∇b(t, ·)Lp < ∞. Does the Lusin-Lipschitz inequality imply uniqueness for p < d? [Crippa, De Lellis] used it to infer uniqueness of the RLF. d dt |X(t, x) − Y(t, x)| ≤ |u(X(t, x)) − u(Y(t, x))| ≤

  • g(X(t, x)) + g(Y(t, x))
  • |X(t, x) − Y(t, x)|

For a.e. x it holds T

0 g(X(t, x)) + g(Y(t, x)) dt < ∞.

slide-56
SLIDE 56

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p < d: uniqueness of RLF

Key observation: for a.e. x it holds T g(X(t, x)) dt < ∞. Indeed, integrating in x and by incompressibility T g(X(t, ·))Lp dt ≤ C T gLp dt ≤ CT∇b(t, ·)Lp < ∞. Does the Lusin-Lipschitz inequality imply uniqueness for p < d? [Crippa, De Lellis] used it to infer uniqueness of the RLF. d dt |X(t, x) − Y(t, x)| ≤ |u(X(t, x)) − u(Y(t, x))| ≤

  • g(X(t, x)) + g(Y(t, x))
  • |X(t, x) − Y(t, x)|

For a.e. x it holds T

0 g(X(t, x)) + g(Y(t, x)) dt < ∞.

slide-57
SLIDE 57

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Main result

If p < d then the a.e. uniqueness for trajectories does not hold. Theorem ([Brué-C.-DeLellis, ’20]) For every d ≥ 2, p < d and s < ∞ there exist a divergence free velocity field b ∈ Ct(W 1,p

x

∩ Ls

x) and a set A ⊂ Td such that

L d(A) > 0; for any x ∈ A there are at least two integral curves of b starting at x. What goes wrong if we consistently choose a bad trajectory? The corresponding flow does not satisfy the bounded compressibility condition X(t, ·)#L d ≤ CL d and hence it cannot be a RLF. How can we detect the bad trajectories? By the stability of regular Lagrangian flows, they cannot be seen as limits of regular approximations.

slide-58
SLIDE 58

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p = d

Ingredients of proof: Ambrosio’s superposition principle to connect the a.e. uniqueness

  • f trajectories to uniqueness results for positive solutions to (CE).

Non-uniqueness theorem for positive solutions to (CE) based on convex integration type techniques borrowed from [Modena-Székelyhidi ’18]. What about the critical case p = d? If ∇b ∈ L1

t Ld,1 x , the a.e. uniqueness for integral curves holds.

Recall that f Lr,q := ∞

  • λL d({|f | ≥ λ})1/rq dxλ

λ 1/q and Lq ⊂ Ld,1 ⊂ Ld for any q > d.

slide-59
SLIDE 59

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p = d

Ingredients of proof: Ambrosio’s superposition principle to connect the a.e. uniqueness

  • f trajectories to uniqueness results for positive solutions to (CE).

Non-uniqueness theorem for positive solutions to (CE) based on convex integration type techniques borrowed from [Modena-Székelyhidi ’18]. What about the critical case p = d? If ∇b ∈ L1

t Ld,1 x , the a.e. uniqueness for integral curves holds.

Recall that f Lr,q := ∞

  • λL d({|f | ≥ λ})1/rq dxλ

λ 1/q and Lq ⊂ Ld,1 ⊂ Ld for any q > d.

slide-60
SLIDE 60

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The case p = d

Ingredients of proof: Ambrosio’s superposition principle to connect the a.e. uniqueness

  • f trajectories to uniqueness results for positive solutions to (CE).

Non-uniqueness theorem for positive solutions to (CE) based on convex integration type techniques borrowed from [Modena-Székelyhidi ’18]. What about the critical case p = d? If ∇b ∈ L1

t Ld,1 x , the a.e. uniqueness for integral curves holds.

Recall that f Lr,q := ∞

  • λL d({|f | ≥ λ})1/rq dxλ

λ 1/q and Lq ⊂ Ld,1 ⊂ Ld for any q > d.

slide-61
SLIDE 61

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Table of contents

1

Flow of vector fields and continuity equation

2

Smooth vs nonsmooth theory The Cauchy-Lipschitz theorem for smooth vector fields Lack of uniqueness of the flow for nonsmooth vector fields Regular Lagrangian Flows and the nonsmooth theory

3

A.e. uniqueness of integral curves

4

Ideas of the proof Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

slide-62
SLIDE 62

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Superposition solutions - informally

Take a vector field b with two different flows. Then we observed that both X1(t, ·)#µ0 and X2(t, ·)#µ0 solve the CE starting from µ0. By linearity, λX1(t, ·)#µ0 + (1 − λ)X2(t, ·)#µ0 is a solution as well. We can interpret this as "choosing X1 with probability λ and X2 with probability 1 − λ”.

slide-63
SLIDE 63

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Ambrosio’s superposition principle

A measure valued solution µ ∈ L∞

t (M+) to (CE) with velocity b is a

superposition solution if for µ0-a.e. x ∈ Td there exists ηx ∈ P(C([0, T], Td)) such that ηx is concentrated on integral curves of b starting at x; we have the representation formula µ = (et)#(µ0 ⊗ ηx),

  • φ dµt =

φ(γ(t)) dηx(γ)

  • dµ0(x).

Superposition solutions are averages of integral curves of u. Theorem ( [Ambrosio ’04] ) Let b : [0, T] × Td → Rd, µ ∈ L∞

t (M+) solution of CE with

T

  • |b(t, x)| dµt(x) dt < ∞.

Then it is a superposition solution.

slide-64
SLIDE 64

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Ambrosio’s superposition principle

A measure valued solution µ ∈ L∞

t (M+) to (CE) with velocity b is a

superposition solution if for µ0-a.e. x ∈ Td there exists ηx ∈ P(C([0, T], Td)) such that ηx is concentrated on integral curves of b starting at x; we have the representation formula µ = (et)#(µ0 ⊗ ηx),

  • φ dµt =

φ(γ(t)) dηx(γ)

  • dµ0(x).

Superposition solutions are averages of integral curves of u. Theorem ( [Ambrosio ’04] ) Let b : [0, T] × Td → Rd, µ ∈ L∞

t (M+) solution of CE with

T

  • |b(t, x)| dµt(x) dt < ∞.

Then it is a superposition solution.

slide-65
SLIDE 65

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Ambrosio’s superposition principle

A measure valued solution µ ∈ L∞

t (M+) to (CE) with velocity b is a

superposition solution if for µ0-a.e. x ∈ Td there exists ηx ∈ P(C([0, T], Td)) such that ηx is concentrated on integral curves of b starting at x; we have the representation formula µ = (et)#(µ0 ⊗ ηx),

  • φ dµt =

φ(γ(t)) dηx(γ)

  • dµ0(x).

Superposition solutions are averages of integral curves of u. Theorem ( [Ambrosio ’04] ) Let b : [0, T] × Td → Rd, µ ∈ L∞

t (M+) solution of CE with

T

  • |b(t, x)| dµt(x) dt < ∞.

Then it is a superposition solution.

slide-66
SLIDE 66

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Lagrangian uniqueness vs Eulerian uniqueness

A.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE). Proposition Let b ∈ L1

t W 1,1 x

divergence free whose integral curves are unique a.e. and X its RLF. Then positive solutions µ ∈ L∞

t L1 x to (CE) are unique and have the

representation µt = (Xt)#µ0 for any t ∈ [0, T]. Indeed, by the superposition principle and a.e. uniqueness of integral curves, ηx ∈ P(C([0, T], Td)) must satisfy ηx := δX(·,t). Hence

  • φ dµt =

φ(γ(t)) d(γ) dµ0(x) =

  • φ(X(t, x)) dµ0(x).
slide-67
SLIDE 67

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Lagrangian uniqueness vs Eulerian uniqueness

A.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE). Proposition Let b ∈ L1

t W 1,1 x

divergence free whose integral curves are unique a.e. and X its RLF. Then positive solutions µ ∈ L∞

t L1 x to (CE) are unique and have the

representation µt = (Xt)#µ0 for any t ∈ [0, T]. Indeed, by the superposition principle and a.e. uniqueness of integral curves, ηx ∈ P(C([0, T], Td)) must satisfy ηx := δX(·,t). Hence

  • φ dµt =

φ(γ(t)) d(γ) dµ0(x) =

  • φ(X(t, x)) dµ0(x).
slide-68
SLIDE 68

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Lagrangian uniqueness vs Eulerian uniqueness

A.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE). Proposition Let b ∈ L1

t W 1,1 x

divergence free whose integral curves are unique a.e. and X its RLF. Then positive solutions µ ∈ L∞

t L1 x to (CE) are unique and have the

representation µt = (Xt)#µ0 for any t ∈ [0, T]. Indeed, by the superposition principle and a.e. uniqueness of integral curves, ηx ∈ P(C([0, T], Td)) must satisfy ηx := δX(·,t). Hence

  • φ dµt =

φ(γ(t)) d(γ) dµ0(x) =

  • φ(X(t, x)) dµ0(x).
slide-69
SLIDE 69

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Lagrangian uniqueness vs Eulerian uniqueness

A.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE). Proposition Let b ∈ L1

t W 1,1 x

divergence free whose integral curves are unique a.e. and X its RLF. Then positive solutions µ ∈ L∞

t L1 x to (CE) are unique and have the

representation µt = (Xt)#µ0 for any t ∈ [0, T]. Indeed, by the superposition principle and a.e. uniqueness of integral curves, ηx ∈ P(C([0, T], Td)) must satisfy ηx := δX(·,t). Hence

  • φ dµt =

φ(γ(t)) dηx(γ) dµ0(x) =

  • φ(X(t, x)) dµ0(x).
slide-70
SLIDE 70

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Lagrangian uniqueness vs Eulerian uniqueness

A.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE). Proposition Let b ∈ L1

t W 1,1 x

divergence free whose integral curves are unique a.e. and X its RLF. Then positive solutions µ ∈ L∞

t L1 x to (CE) are unique and have the

representation µt = (Xt)#µ0 for any t ∈ [0, T]. Indeed, by the superposition principle and a.e. uniqueness of integral curves, ηx ∈ P(C([0, T], Td)) must satisfy ηx := δX(·,t). Hence

  • φ dµt =

φ(γ(t)) dδX(·,t)(γ) dµ0(x) =

  • φ(X(t, x)) dµ0(x).
slide-71
SLIDE 71

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Sharp summability, p > n

(Related) question: well posedness of the CE Let b ∈ L1

t W 1,p x

divergence free. Is the CE well-posed in the class of positive solutions u ∈ L∞

t Lr x under the minimal summability

requirement 1

r + 1 p∗ < 1, namely 1 p + 1 r < 1 + 1 d ?

From Ambrosio’s superposition principle and the a.e. uniqueness of integral curves for p > d we infer that Corollary (Caravenna-Crippa 2018) Let b ∈ W 1,p, p > d. Positive solutions of CE are well-posed under the minimal summability requirement u ∈ L∞L1.

slide-72
SLIDE 72

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Sharp summability, p > n

(Related) question: well posedness of the CE Let b ∈ L1

t W 1,p x

divergence free. Is the CE well-posed in the class of positive solutions u ∈ L∞

t Lr x under the minimal summability

requirement 1

r + 1 p∗ < 1, namely 1 p + 1 r < 1 + 1 d ?

From Ambrosio’s superposition principle and the a.e. uniqueness of integral curves for p > d we infer that Corollary (Caravenna-Crippa 2018) Let b ∈ W 1,p, p > d. Positive solutions of CE are well-posed under the minimal summability requirement u ∈ L∞L1.

slide-73
SLIDE 73

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Interpolating I

Is there a (p-dependent) family of inequalities which interpolates between |b(x) − b(y)| ≤ (g(x) + g(y))|x − y| p < d |b(x) − b(y)| ≤ g(x)|x − y| p > d ? Theorem (Brué-Colombo-De Lellis (2020)) Let b ∈ W 1,p, 1 < p < d, α ∈ [0, p

d ). Then there exists g ∈ Lp such

that |b(x) − b(y)| ≤ (g(x) + g(x)αg(y)1−α)|x − y| ∀x, y . Remark The range of α is optimal.

slide-74
SLIDE 74

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Interpolating I

Is there a (p-dependent) family of inequalities which interpolates between |b(x) − b(y)| ≤ (g(x) + g(y))|x − y| p < d |b(x) − b(y)| ≤ g(x)|x − y| p > d ? Theorem (Brué-Colombo-De Lellis (2020)) Let b ∈ W 1,p, 1 < p < d, α ∈ [0, p

d ). Then there exists g ∈ Lp such

that |b(x) − b(y)| ≤ (g(x) + g(x)αg(y)1−α)|x − y| ∀x, y . Remark The range of α is optimal.

slide-75
SLIDE 75

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Interpolating I

Is there a (p-dependent) family of inequalities which interpolates between |b(x) − b(y)| ≤ (g(x) + g(y))|x − y| p < d |b(x) − b(y)| ≤ g(x)|x − y| p > d ? Theorem (Brué-Colombo-De Lellis (2020)) Let b ∈ W 1,p, 1 < p < d, α ∈ [0, p

d ). Then there exists g ∈ Lp such

that |b(x) − b(y)| ≤ (g(x) + g(x)αg(y)1−α)|x − y| ∀x, y . Remark The range of α is optimal.

slide-76
SLIDE 76

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Interpolating II

Corollary Let b ∈ W 1,p, p < d. Positive solutions u ∈ L∞

t Lr x of the CE are well

posed in the range of exponent 1 r + 1 p < 1 + 1 d − 1 p − 1 p . This range strictly contains the DiPerna-Lions range 1

p + 1 r ≤ 1 but it

is strictly contained in the range for which the equations make sense

1 p + 1 r < 1 + 1 d . What happens in between? Partial result by

[Cheskidov, Luo ’20].

slide-77
SLIDE 77

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Interpolating II

Corollary Let b ∈ W 1,p, p < d. Positive solutions u ∈ L∞

t Lr x of the CE are well

posed in the range of exponent 1 r + 1 p < 1 + 1 d − 1 p − 1 p . This range strictly contains the DiPerna-Lions range 1

p + 1 r ≤ 1 but it

is strictly contained in the range for which the equations make sense

1 p + 1 r < 1 + 1 d . What happens in between? Partial result by

[Cheskidov, Luo ’20].

slide-78
SLIDE 78

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Nonuniqueness by convex integration

If we produce an example of nonuniqueness of positive solutions of the continuity equations in some range of exponents we have disproved the a.e. uniqueness of integral curves. Theorem ([B.-Colombo-DeLellis, ’20] ) Let d ≥ 2, p ∈ (1, ∞), r ∈ [1, ∞], 1

r + 1 r ′ = 1 be such that

1 p + 1 r > 1 + 1 d . Then there exist a divergence-free vector field b ∈ Ct(W 1,p

x

∩ Lr ′

x ),

a positive, nonconstant u ∈ CtLr

x with u(0, ·) = 1

which solve CE.

slide-79
SLIDE 79

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Nonuniqueness by convex integration

If we produce an example of nonuniqueness of positive solutions of the continuity equations in some range of exponents we have disproved the a.e. uniqueness of integral curves. Theorem ([B.-Colombo-DeLellis, ’20] ) Let d ≥ 2, p ∈ (1, ∞), r ∈ [1, ∞], 1

r + 1 r ′ = 1 be such that

1 p + 1 r > 1 + 1 d . Then there exist a divergence-free vector field b ∈ Ct(W 1,p

x

∩ Lr ′

x ),

a positive, nonconstant u ∈ CtLr

x with u(0, ·) = 1

which solve CE.

slide-80
SLIDE 80

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Nonuniqueness by convex integration

If we produce an example of nonuniqueness of positive solutions of the continuity equations in some range of exponents we have disproved the a.e. uniqueness of integral curves. Theorem ([B.-Colombo-DeLellis, ’20] ) Let d ≥ 2, p ∈ (1, ∞), r ∈ [1, ∞], 1

r + 1 r ′ = 1 be such that

1 p + 1 r > 1 + 1 d . Then there exist a divergence-free vector field b ∈ Ct(W 1,p

x

∩ Lr ′

x ),

a positive, nonconstant u ∈ CtLr

x with u(0, ·) = 1

which solve CE.

slide-81
SLIDE 81

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Remarks

The main theorem follows: any velocity field obtained in the previous theorem does not have the a.e. uniqueness for integral

  • curves. Indeed

Since div b = 0, the function ¯ u ≡ 1 solves CE. The u constructed in this theorem is a second distinct solution! As seen before, a.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE).

The construction is based on convex integration scheme, as in the groundbreaking works [DeLellis-Székelyhidi, ’09-’13], [Isett ’16] for the Euler equation and [Buckmaster-Vicol ’17] for Navier-Stokes. The first ill-posedness result for (CE) with Sobolev velocity field has been proven in [Modena-Székelyhidi, ’18], [Modena-Sattig, ’19]. Main novelties: positive solutions, a simpler convex integration scheme in any dimension.

slide-82
SLIDE 82

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Remarks

The main theorem follows: any velocity field obtained in the previous theorem does not have the a.e. uniqueness for integral

  • curves. Indeed

Since div b = 0, the function ¯ u ≡ 1 solves CE. The u constructed in this theorem is a second distinct solution! As seen before, a.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE).

The construction is based on convex integration scheme, as in the groundbreaking works [DeLellis-Székelyhidi, ’09-’13], [Isett ’16] for the Euler equation and [Buckmaster-Vicol ’17] for Navier-Stokes. The first ill-posedness result for (CE) with Sobolev velocity field has been proven in [Modena-Székelyhidi, ’18], [Modena-Sattig, ’19]. Main novelties: positive solutions, a simpler convex integration scheme in any dimension.

slide-83
SLIDE 83

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Remarks

The main theorem follows: any velocity field obtained in the previous theorem does not have the a.e. uniqueness for integral

  • curves. Indeed

Since div b = 0, the function ¯ u ≡ 1 solves CE. The u constructed in this theorem is a second distinct solution! As seen before, a.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE).

The construction is based on convex integration scheme, as in the groundbreaking works [DeLellis-Székelyhidi, ’09-’13], [Isett ’16] for the Euler equation and [Buckmaster-Vicol ’17] for Navier-Stokes. The first ill-posedness result for (CE) with Sobolev velocity field has been proven in [Modena-Székelyhidi, ’18], [Modena-Sattig, ’19]. Main novelties: positive solutions, a simpler convex integration scheme in any dimension.

slide-84
SLIDE 84

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Remarks

The main theorem follows: any velocity field obtained in the previous theorem does not have the a.e. uniqueness for integral

  • curves. Indeed

Since div b = 0, the function ¯ u ≡ 1 solves CE. The u constructed in this theorem is a second distinct solution! As seen before, a.e. uniqueness of integral curves implies uniqueness of positive solutions to (CE).

The construction is based on convex integration scheme, as in the groundbreaking works [DeLellis-Székelyhidi, ’09-’13], [Isett ’16] for the Euler equation and [Buckmaster-Vicol ’17] for Navier-Stokes. The first ill-posedness result for (CE) with Sobolev velocity field has been proven in [Modena-Székelyhidi, ’18], [Modena-Sattig, ’19]. Main novelties: positive solutions, a simpler convex integration scheme in any dimension.

slide-85
SLIDE 85

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Comments about the proof

We start from CE solved with an error

  • ∂tuq + div (bquq) = div Rq

div bq = 0 Solutions are obtained through an inductive procedure as u = limq→∞ uq, u = limq→∞ bq and limq→∞RqL1 = 0. We look for bq+1 = bq + aBq+1, uq+1 = uq + bUq+1, where Bq and Uq are "highly oscillating" time-dependent versions of Mikado-flows (Cf. [Daneri-Székelyhidi ’17]). a and b are "slow"

  • functions. They cancel the error when interact

|Rq − abBqUq| ≪ 1. We exploit the scaling invariances of the equation by making Bq and Uq concentrated ([Buckmaster-Vicol, ’17]). Heuristic idea: Ill-posedness happens when u "concentrates" where b is far from being Lipschitz (i.e. ∇b is "big").

slide-86
SLIDE 86

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Comments about the proof

We start from CE solved with an error

  • ∂tuq + div (bquq) = div Rq

div bq = 0 Solutions are obtained through an inductive procedure as u = limq→∞ uq, u = limq→∞ bq and limq→∞RqL1 = 0. We look for bq+1 = bq + aBq+1, uq+1 = uq + bUq+1, where Bq and Uq are "highly oscillating" time-dependent versions of Mikado-flows (Cf. [Daneri-Székelyhidi ’17]). a and b are "slow"

  • functions. They cancel the error when interact

|Rq − abBqUq| ≪ 1. We exploit the scaling invariances of the equation by making Bq and Uq concentrated ([Buckmaster-Vicol, ’17]). Heuristic idea: Ill-posedness happens when u "concentrates" where b is far from being Lipschitz (i.e. ∇b is "big").

slide-87
SLIDE 87

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

Comments about the proof

We start from CE solved with an error

  • ∂tuq + div (bquq) = div Rq

div bq = 0 Solutions are obtained through an inductive procedure as u = limq→∞ uq, u = limq→∞ bq and limq→∞RqL1 = 0. We look for bq+1 = bq + aBq+1, uq+1 = uq + bUq+1, where Bq and Uq are "highly oscillating" time-dependent versions of Mikado-flows (Cf. [Daneri-Székelyhidi ’17]). a and b are "slow"

  • functions. They cancel the error when interact

|Rq − abBqUq| ≪ 1. We exploit the scaling invariances of the equation by making Bq and Uq concentrated ([Buckmaster-Vicol, ’17]). Heuristic idea: Ill-posedness happens when u "concentrates" where b is far from being Lipschitz (i.e. ∇b is "big").

slide-88
SLIDE 88

Flows of vector fields Maria Colombo Flows and continuity equation Smooth vs nonsmooth theory

Cauchy-Lipschitz thm Lack of uniqueness The nonsmooth theory: RLF

A.e. uniqueness

  • f integral curves

Ideas

Ambrosio’s superposition principle Interpolation Ill-posedness of CE by convex integration

The end

Thank you for your attention! ∗

∗ and thanks to D. Strütt, EPFL, for the first pictures and animation