Rough linear transport equation with an irregular drift

DOI10.1007/S40072-016-0069-YzbMATH Open1356.60097arXiv1501.03000OpenAlexW2282582044WikidataQ115375270 ScholiaQ115375270MaRDI QIDQ338202FDOQ338202

Authors: R. Catellier 

Publication date: 4 November 2016

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: We study the linear transport equation [ frac{partial}{partial t} u ( t,x ) +b ( t,x ) cdot

abla u ( t,x ) +

abla u ( t,x ) cdot frac{partial}{partial t} X ( t ) =0, hspace{2em} u ( 0,x ) =u_{0} ( x ) ] where $b$ is a vectorfield of limited regularity and $X$ a vector-valued H"older continuous driving term. Using the theory of controlled rough paths we give a meaning to the weak formulation of the PDE and solve that equation for smooth vectorfields $b$. In the case of the fractional Brownian motion a phenomenon of regularization by noise is displayed.

Full work available at URL: https://arxiv.org/abs/1501.03000

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zbMATH Keywords

stochastic partial differential equationsfractional Brownian motionrough pathsmethod of characteristicsnoise regularization

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

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Cited In (21)

• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• The It{\^o}-Tanaka Trick: a non-semimartingale approach
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• Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension
• Noiseless regularisation by noise

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