We consider the linear transport equation with a globally Hölder 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 Itô-Tanaka type.

Well-posedness of the transport equation by stochastic perturbation

PRIOLA, Enrico
2010-01-01

Abstract

We consider the linear transport equation with a globally Hölder 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 Itô-Tanaka type.
2010
180
1
53
http://arxiv.org/pdf/0809.1310v2
http://www.springer.com/math/journal/222
transport equation; well-posedness; stochastic perturbation
F. Flandoli; M. Gubinelli; E. Priola
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/71380
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