SINGULAR KINETIC EQUATIONS AND APPLICATIONS

• 成果类型: Article
• 署名作者: Hao, Zimo; Zhang, Xicheng; Zhu, Rongchan; Zhu, Xiangchan
• 署名单位: University of Bielefeld; Beijing Institute of Technology; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/23-AOP1666
• 发表日期: 2024
• 页码: 576-657
• 关键词: distribution dependent sdes; mean-field limit; mckean-vlasov; hypoelliptic regularity; well-posedness; propagation; chaos; EXISTENCE; uniqueness; systems

摘要

In this paper we study singular kinetic equations on R-2d by the paracontrolled distribution method introduced in Gubinelli, Imkeller and Perkowski (Forum Math. Pi 3 (2015) e6-75). We first develop paracontrolled calculus in the kinetic setting and use it to establish the global well-posedness for the linear singular kinetic equations under the assumptions that the products of singular terms are well defined. We also demonstrate how the required products can be defined in the case that singular term is a Gaussian random field by probabilistic calculation. Interestingly, although the terms in the zeroth Wiener chaos of regularization approximation are not zero, they converge in suitable weighted Besov spaces, and no renormalization is required. As applications the global well-posedness for a nonlinear kinetic equation with singular coefficients is obtained by the entropy method. Moreover, we also solve the martingale problem for nonlinear kinetic distribution dependent stochastic differential equations with singular drifts.