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Open AccessJournal ArticleDOI

Well-posedness of the transport equation by stochastic perturbation

TLDR
In this paper, it was shown that a multiplicative stochastic perturbation of Brownian type is enough to render the linear transport equation well-posed. But it was not shown that multiplicative perturbations alone are sufficient to render a deterministic PDE wellposed.
Abstract
We consider the linear transport equation with a globally Holder continuous and bounded vector field, with an integrability condition on the divergence. While uniqueness may fail for the deterministic PDE, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of a PDE of fluid dynamics that becomes well-posed under the influence of a (multiplicative) noise. The key tool is a differentiable stochastic flow constructed and analyzed by means of a special transformation of the drift of Ito-Tanaka type.

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Stochastic flows and stochastic differential equations

寛 国田
TL;DR: In this article, the authors consider continuous semimartingales with spatial parameter and stochastic integrals, and the convergence of these processes and their convergence in stochastically flows.
Journal ArticleDOI

Noise Prevents Singularities in Linear Transport Equations

TL;DR: In this paper, a stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated, and it is shown that a certain Sobolev degree of regularity is maintained, which implies continuity of solutions.
Journal ArticleDOI

Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

TL;DR: In this article, a new proof of the pathwise uniqueness result of Krylov and Rockner is given, which concerns SDEs with drift having only certain integrability properties, and the proof is formulated in such a way that the only major tool is a good regularity theory for the heat equation forced by a function with the same regularity of the drift.
Journal ArticleDOI

Pathwise uniqueness for singular SDEs driven by stable processes

TL;DR: In this article, the authors prove pathwise uniqueness for stochastic dierential equations driven by non-degenerate symmetric L evy processes with values in R d having a bounded and -Holder continuous drift term.
References
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Continuous martingales and Brownian motion

Daniel Revuz, +1 more
TL;DR: In this article, the authors present a comprehensive survey of the literature on limit theorems in distribution in function spaces, including Girsanov's Theorem, Bessel Processes, and Ray-Knight Theorem.
Book

Stochastic integration and differential equations

TL;DR: In this article, the authors propose a method for general stochastic integration and local times, which they call Stochastic Differential Equations (SDEs), and expand the expansion of Filtrations.
Book

Stochastic differential equations and diffusion processes

TL;DR: In this article, Stochastic Differential Equations and Diffusion Processes are used to model the diffusion process in stochastic differential equations. But they do not consider the nonlinearity of diffusion processes.
Book

Stochastic Equations in Infinite Dimensions

TL;DR: In this paper, the existence and uniqueness of nonlinear equations with additive and multiplicative noise was investigated. But the authors focused on the uniqueness of solutions and not on the properties of solutions.
Journal ArticleDOI

Ordinary differential equations, transport theory and Sobolev spaces.

TL;DR: In this paper, the existence, uniqueness and stability results for ordinary differential equations with coefficients in Sobolev spaces were derived from corresponding results on linear transport equations which are analyzed by the method of renormalized solutions.
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