Transport equations with fractal noise-existence, uniqueness and regularity of the solution

DOI10.4171/ZAA/1473MaRDI QIDQ1940974zbMATH OpenWikidataFDO

Authors E. Issoglio

Publication date 11 March 2013

Published in Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.3788

zbMATH Keywords

transport equationstochastic partial differential equationnon-smooth coefficientsfractional Brownian noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems on bounded smooth domains with Dirichlet boundary conditions by means of semigroup theory and fixed point arguments. Main ingredients are the definition of a product of a function and a (not too irregular) distribution as well as a corresponding norm estimate. As an application, transport stochastic partial differential equations driven by fractional Brownian noises are considered in the pathwise sense.

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Cited in

(13)

• Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise
• A Feynman-Kac result via Markov BSDEs with generalised drivers
• On the Cauchy problem for the transport equation with random noise
• Multidimensional stochastic differential equations with distributional drift
• The transport equation and zero quadratic variation processes
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• McKean SDEs with singular coefficients
• Forward-backward SDEs with distributional coefficients
• Transport and continuity equations with (very) rough noise
• Blow‐up regions for a class of fractional evolution equations with smoothed quadratic nonlinearities
• The density of the solution to the stochastic transport equation with fractional noise
• A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis
• A numerical scheme for stochastic differential equations with distributional drift

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