Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
From MaRDI portal
Publication:2279332
path-by-path uniquenessregularityregularization by noisestochastic continuity equationstochastic transport equation
Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Smoothness and regularity of solutions to PDEs (35B65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Abstract: In this paper linear stochastic transport and continuity equations with drift in critical spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity equation, starting from smooth initial conditions. Specifically, we first prove a result of Sobolev regularity of solutions, which is false for the corresponding deterministic equation. The technique needed to reach the critical case is new and based on parabolic equations satisfied by moments of first derivatives of the solution, opposite to previous works based on stochastic flows. The approach extends to higher order derivatives under more regularity of the drift term. By a duality approach, these regularity results are then applied to prove uniqueness of weak solutions to linear stochastic continuity and transport equations and certain well-posedness results for the associated stochastic differential equation (sDE) (roughly speaking, existence and uniqueness of flows and their regularity, strong uniqueness for the sDE when the initial datum has diffuse law). Finally, we show two types of examples: on the one hand, we present well-posed sDEs, when the corresponding ODEs are ill-posed, and on the other hand, we give a counterexample in the supercritical case.
Recommendations
Cites work
- 1D quintic nonlinear Schrödinger equation with white noise dispersion
- Additive noise destroys the random attractor close to bifurcation
- Averaging along irregular curves and regularisation of ODEs
- Backward uniqueness for parabolic equations
- Brownian motion with singular drift
- Davie's type uniqueness for a class of SDEs with jumps
- Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
- Doob-Meyer for rough paths
- Estimates and regularity results for the DiPerna-Lions flow
- Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
- Existence, uniqueness, stability and differentiability properties of the flow associated to weakly differentiable vector fields
- Fourier analysis and nonlinear partial differential equations
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
- Hölder flow and differentiability for SDEs with nonregular drift
- scientific article; zbMATH DE number 1574632 (Why is no real title available?)
- scientific article; zbMATH DE number 3883346 (Why is no real title available?)
- scientific article; zbMATH DE number 3129008 (Why is no real title available?)
- scientific article; zbMATH DE number 3149797 (Why is no real title available?)
- scientific article; zbMATH DE number 3868361 (Why is no real title available?)
- scientific article; zbMATH DE number 3664138 (Why is no real title available?)
- scientific article; zbMATH DE number 44587 (Why is no real title available?)
- scientific article; zbMATH DE number 50233 (Why is no real title available?)
- scientific article; zbMATH DE number 53676 (Why is no real title available?)
- scientific article; zbMATH DE number 635670 (Why is no real title available?)
- scientific article; zbMATH DE number 1142952 (Why is no real title available?)
- scientific article; zbMATH DE number 947827 (Why is no real title available?)
- scientific article; zbMATH DE number 928933 (Why is no real title available?)
- scientific article; zbMATH DE number 6149856 (Why is no real title available?)
- scientific article; zbMATH DE number 1417210 (Why is no real title available?)
- scientific article; zbMATH DE number 3308631 (Why is no real title available?)
- Lagrangian dispersion in Gaussian self-similar velocity ensembles
- Long-time behavior, invariant measures, and regularizing effects for stochastic scalar conservation laws
- Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
- Multidimensional stochastic differential equations with distributional drift
- Noise prevents collapse of Vlasov-Poisson point charges
- Noise prevents infinite stretching of the passive field in a stochastic vector advection equation
- Noise prevents singularities in linear transport equations
- Nonlinear PDEs with modulated dispersion. I: Nonlinear Schrödinger equations
- On a class of stochastic transport equations for $L^2_loc$ vector fields
- On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion
- On Stochastic Differential Equations with Locally Unbounded Drift
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- On the interior regularity of weak solutions of the Navier-Stokes equations
- On vector fields as generators of flows: A counterexample to Nelson's conjecture
- Ordinary differential equations, transport theory and Sobolev spaces
- Path-by-path regularization by noise for scalar conservation laws
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
- Regularization by noise for stochastic Hamilton-Jacobi equations
- Regularization by noise in one-dimensional continuity equation
- Remarks on the stochastic transport equation with Hölder drift
- Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise
- Rough linear transport equation with an irregular drift
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
- Singular stochastic differential equations.
- Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
- Some remarks on Davie's uniqueness theorem
- Stabilization and Destabilization by Noise in the Plane
- Stochastic continuity equations -- a general uniqueness result
- Stochastic continuity equations with conservative noise
- Stochastic differential equations with critical drifts
- Stochastic nonlinear Schrödinger equations: no blow-up in the non-conservative case
- Stochastic processes
- Stochastic regularization effects of semi-martingales on random functions
- Strong solutions of stochastic equations with singular time dependent drift
- The effect of noise on the Chafee-Infante equation: A nonlinear case study
- The stochastic Fubini theorem revisited
- Transport equation and Cauchy problem for BV vector fields
- Un teorema di unicita per le equazioni di Navier-Stokes
- Uniqueness for an inviscid stochastic dyadic model on a tree
- Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces
- Uniqueness of Solutions of Stochastic Differential Equations
- Well-posedness by noise for scalar conservation laws
- Well-posedness of the transport equation by stochastic perturbation
- Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition
- White noise driven parabolic SPDEs with measurable drift
- Wiener chaos and uniqueness for stochastic transport equation
Cited in
(92)- Weak regularization by stochastic drift: result and counter example
- Well-posedness of the stochastic transport equation with unbounded drift
- Regularization by noise for stochastic Hamilton-Jacobi equations
- Scaling limit of stochastic 2D Euler equations with transport noises to the deterministic Navier-Stokes equations
- 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction
- On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
- An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
- Stochastic regularization for transport equations
- Strong solutions of stochastic differential equations with square integrable drift
- On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
- Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
- Numerical simulations of nonlinear stochastic Newell-Whitehead-Segel equation and its measurable properties
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- Regularization of multiplicative SDEs through additive noise
- SDEs with critical time dependent drifts: weak solutions
- Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
- Stochastic transport equation with bounded and Dini continuous drift
- Gaussian invariant measures and stationary solutions of 2D primitive equations
- SDEs with random and irregular coefficients
- Stochastic transport equations with unbounded divergence
- Pathwise vs. path-by-path uniqueness
- Stochastic equations with time-dependent singular drift
- \(L^q(L^p)\)-theory of stochastic differential equations
- Well-posedness of the non-local conservation law by stochastic perturbation
- Stochastic differential equations with critical drifts
- On the convergence of stochastic transport equations to a deterministic parabolic one
- Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations
- Renormalization of stochastic continuity equations on Riemannian manifolds
- Noise prevents infinite stretching of the passive field in a stochastic vector advection equation
- The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions
- Regularization by noise in one-dimensional continuity equation
- Stochastic continuity equation with nonsmooth velocity
- A sufficient condition for the Kolmogorov 4/5 law for stationary martingale solutions to the 3D Navier-Stokes equations
- Existence and smoothness of the density for the stochastic continuity equation
- Global solutions of aggregation equations and other flows with random diffusion
- Rough linear transport equation with an irregular drift
- Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise
- On Davie's uniqueness for some degenerate SDEs
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- The It{\^o}-Tanaka Trick: a non-semimartingale approach
- Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
- Regularized vortex approximation for 2D Euler equations with transport noise
- Elliptic equations with VMO \(a,b\in L_d\), and \(c\in L_{d/2}\)
- Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
- On diffusion processes with drift in \(L_{d+1}\)
- Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
- Stochastic differential equations with critically irregular drift coefficients
- On diffusion processes with drift in a Morrey class containing \(L_{d+2}\)
- On strong solutions of Itô's equations with D and b in Morrey classes containing L_d
- Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
- Well-posedness of stochastic continuity equations on Riemannian manifolds
- Stochastic Lagrangian perturbation of Lie transport and applications to fluids
- Transport equation driven by a stochastic measure
- On potentials of Itô's processes with drift in \(L_{d+1}\)
- Sharp solvability for singular SDEs
- Once again on weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
- Local nonuniqueness for stochastic transport equations with deterministic drift
- A note on weak existence for singular SDEs
- Form-boundedness and SDEs with singular drift
- Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
- Non-uniqueness in law of transport-diffusion equation forced by random noise
- On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
- Prevalence of -irregularity and related properties
- Comparison of classical and path-by-path solutions to SDEs
- Strong solutions of SDEs with singular (form-bounded) drift via Röckner-Zhao approach
- Strong existence and uniqueness of solutions of SDEs with time dependent Kato class coefficients
- Yet another notion of irregularity through small ball estimates
- Generalized solutions to hyperbolic systems with random field coefficients
- Strong solutions of fractional Brownian sheet-driven stochastic differential equations with integrable drift
- Smoothness of solutions of hyperbolic stochastic partial differential equations with \(L^{\infty}\)-vector fields
- Taming singular stochastic differential equations: a numerical method
- Some remarks on Itô stochastic processes
- Strong regularization by noise for a class of kinetic SDEs driven by symmetric -stable processes
- Parabolic equations and SDEs with time-inhomogeneous Morrey drift
- Stochastic differential equations with low regularity growing drifts and applications
- SDEs with supercritical distributional drifts
- SDEs with critical time dependent drifts: strong solutions
- Remarks on parabolic Kolmogorov operator
- Transport noise restores uniqueness and prevents blow-up in geometric transport equations
- Stochastic equations with singular drift driven by fractional Brownian motion
- Gradient estimates of strong solutions for stochastic differential equations with square integrable drift
- Stochastic differential equations with critically low regularity growing drift
- On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
- Laplacian with singular drift in a critical borderline case
- Convergent finite difference schemes for stochastic transport equations
- Solution theory of fractional SDEs in complete subcritical regimes
- Malliavin calculus and stochastic differential equations
- Title not available (Why is no real title available?)
- Title not available (Why is no real title available?)
- Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition
- Transport and continuity equations with (very) rough noise
- Noiseless regularisation by noise
This page was built for publication: Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2279332)
