Rough linear transport equation with an irregular drift (Q338202): Difference between revisions

The author studies the driven transport equation with initial condition \[ \frac{\partial}{\partial t} u(t,x) + b(t,x)\nabla u(t,x) + \nabla \frac{\partial}{\partial t} X(t)=0,\qquad u(0,x)=u_0(x), \] where \(b:\mathbb R^d\to \mathbb R^d\) is a sufficiently smooth vector field and \(X: [0,T]\to \mathbb R^d\) a vector-valued driving term. The author aims to investigate the regularization by the noise phenomenon at the level of this equation. The previous approaches are based on an approximating procedure in which \(X\) is approximated by a family of smooth functions \(X^\varepsilon\) and then the solution is defined as the limit of the approximating solutions. But replacing \(X\) by a more regular signal \(X^\varepsilon\) results in losing uniqueness. In order to overcome the difficulty and having a theory that can be applied for such processes as fractional Brownian motion, for which stochastic calculus is not available, the author uses the theory of controlled rough paths to define an extended class of weakly controlled solutions by replacing the stochastic integral with the rough integral. This is a way to describe the effects of irregular signals on nonlinear systems. Now uniqueness holds in a natural class of vector fields \(b\). The author proves also the existence of a strong controlled solution for the rough continuity equation. The proof is based on Taylor expansions of the potential solutions given by the method of characteristics. A brief discussion of the method of characteristics is given in Appendix 2 of the paper.