Active scalar equation and Monge Ampere equation: Difference between pages

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A general class of equations is often referred to as ''active scalars''. It consists of solving the Cauchy problem for the transport equation
The Monge-Ampere equation refers to  
\begin{align}
\[ \det D^2 u = f(x). \]
\theta(x,t) &= \theta_0(x) \\
The right hand side $f$ is always nonnegative. We look for a convex function $u$ which solves the equation.
\partial_t \theta + u \cdot \nabla \theta &= 0
\end{align}
where the vector field $u$ is related to $\theta$ by some operator.  


The case $u = \nabla^\perp (-\Delta)^{-1} \theta$, in two space dimensions, corresponds to the vorticity formulation of the 2D Euler equation. The case $u = \nabla^\perp (-\Delta)^{-1/2} \theta$, in two space dimensions, corresponds to the inviscid [[surface quasi-geostrophic equation]]. If we consider the full range of exponents $u = \nabla^\perp (-\Delta)^{-s} \theta$, the equation is known to be well posed in the classical sense if $s \geq 1$. For any $s<1$, the possible break down of classical solutions in finite time is an open problem.
The equation is uniformly elliptic when restricted to a subset of functions which are uniformly $C^{1,1}$ and strictly convex. Moreover, the operator
\[ MA(D^2 u) := \left( \det (D^2 u) \right)^{1/n} = \inf \{ a_{ij} \partial_{ij} u : \det \{a_{ij}\} = 1 \},\]
is concave.


As a model for the equations of fluid dynamics, the vector field $u$ is taken to be divergence free. The opposite case when $u$ is the gradient of a potential (or strictly speaking its dual equation) is studied in the context of the [[aggregation equation]] and the [[nonlocal porous medium equation]].
{{stub}}
 
== General properties ==
In two space dimensions, under the general choice $u = \nabla^\perp (-\Delta)^{-s} \theta$, the vector field $u$ is divergence free. Therefore the transport equation enjoys all properties of divergence free flows: all $L^p$ norms of $\theta$ are conserved, the distribution function of $\theta$ is conserved, the set of points where the trajectories cross has measure zero, etc...
 
On the other hand, the following $s$-dependent energy is preserved by the flow:
\[||\theta||_{\dot H^{-s}}^2 = \int \theta (-\Delta)^{-s} \theta \ dx.\]
 
The equation reduces to 2D Euler if $s=1$, and to inviscid SQG if $s=1/2$. The operator determining the velocity is more singular the smaller $s$ is. On the other hand, the conserved energy becomes a stronger quantity. The problem is known to be locally well posed for $s \in [0,1]$.<ref name="CGCCW"/>
 
== 2D Euler (well posedness) ==
The usual Euler equation refers to the system
\begin{align}
\partial_t u + u \cdot \nabla u &= -\nabla p \\
\mathrm{div} \ u &= 0
\end{align}
where $u$ is a vector valued function and $p$ is a scalar function.
 
In 2D, the vorticity $\omega(x,y) = \partial_x u_2 - \partial_y u_1$ satisfies the active scalar equation
\[ \partial_t \omega + u \cdot \nabla \omega = 0 \]
where $u = \nabla^\perp (-\Delta)^{-1} \omega$.
 
The equation is (borderline) well posed for the following reason. The $L^\infty$ norm of $\omega$ is clearly preserved since it is a transport equation. In order to obtain higher regularity estimates on $\omega$ we need to estimate the rate by which the trajectories of the flow by $u$ approach each other. The most usual way to do this is by estimating the Lipschitz norm of $u$. The fact that $\omega \in L^\infty$ uniformly in time does not immediately imply that $u$ is Lipschitz. Instead it implies the borderline weaker condition $u \in LogLip$. Thus, in particular $u$ satisfies the Osgood condition and the flow trajectories are uniquely defined. From this property of the flow one can easily derive higher regularity estimates for $\omega$ that grow doubly exponentially in time.
 
== Inviscid [[surface quasi-geostrophic equation]] ==
The inviscid SQG equation corresponds to the choice $u = \nabla^{\perp} (-\Delta)^{-1/2} \theta$. In this case the velocity is given by an operator of order zero applied to $\theta$, which always gives a divergence free drift. From the $L^\infty$ a priori estimate on $\theta$, the vector field $u$ stays bounded in $BMO$.
 
This is a case which attracts a lot of interest. The known results coincide with the general case of active scalar equations for $s$ in the range $(0,1)$. The classical well posedness of the equation for large time is still an open problem.
 
== References ==
{{reflist|refs=
<ref name="CGCCW">{{Citation | last1=Chae | first1=D. | last2=Gancedo | first2=F. | last3=Córdoba | first3=D. | last4=Constantin | first4=Peter | last5=Wu | first5=Jun | title=Generalized surface quasi-geostrophic equations with singular velocities | year=2011 | journal=Arxiv preprint arXiv:1101.3537}}</ref>
}}

Revision as of 16:46, 8 April 2015

The Monge-Ampere equation refers to \[ \det D^2 u = f(x). \] The right hand side $f$ is always nonnegative. We look for a convex function $u$ which solves the equation.

The equation is uniformly elliptic when restricted to a subset of functions which are uniformly $C^{1,1}$ and strictly convex. Moreover, the operator \[ MA(D^2 u) := \left( \det (D^2 u) \right)^{1/n} = \inf \{ a_{ij} \partial_{ij} u : \det \{a_{ij}\} = 1 \},\] is concave.

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