Well-posedness of first order semilinear PDEs by stochastic perturbation

DOI10.1016/J.NA.2013.10.022MaRDI QIDQ2436734zbMATHOpenAlexFDO

Authors Christian Olivera

Publication date 26 February 2014

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.7404

zbMATH Keywords

stochastic perturbationstochastic characteristic methodcommuting lemmafirst-order stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented in [2]. The proof is based on in the stochastic characteristics method and a version of the commuting Lemma.

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Cites work

• scientific article; zbMATH DE number 3883346 (Why is no real title available?)
• scientific article; zbMATH DE number 3868361 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• Stochastic partial differential equations
• The interaction between noise and transport mechanisms in PDEs
• Well-posedness of the transport equation by stochastic perturbation

Cited in

(4)

• Well-posedness of stochastic partial differential equations with Lyapunov condition
• Random initial conditions for semi-linear PDEs
• The density of the solution to the stochastic transport equation with fractional noise
• The transport equation and zero quadratic variation processes

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