Rough linear transport equation with an irregular drift

DOI10.1007/S40072-016-0069-YMaRDI QIDQ338202zbMATH OpenOpenAlexWikidataFDO

Authors R. Catellier

Publication date 4 November 2016

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

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

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)

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.

Recommendations

• On a transport equation with nonlocal drift
• Linear transport equations with discontinuous coefficients
• Transport and continuity equations with (very) rough noise
• scientific article; zbMATH DE number 7633643
• Asymptotic approximations to a linear transport equation
• Homogenization of a spectral equation with drift in linear transport
• Diffusion asymptotics for linear transport with low regularity
• scientific article; zbMATH DE number 4023989
• Asymptotic behaviour of a transport equation
• scientific article; zbMATH DE number 3939856

Cites work

• scientific article; zbMATH DE number 3870002 (Why is no real title available?)
• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
• A course on rough paths. With an introduction to regularity structures
• Averaging along irregular curves and regularisation of ODEs
• Controlling rough paths
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Differential equations driven by rough signals
• Existence, uniqueness, stability and differentiability properties of the flow associated to weakly differentiable vector fields
• Fourier analysis and nonlinear partial differential equations
• Geometric versus non-geometric rough paths
• Multidimensional stochastic processes as rough paths. Theory and applications.
• Nonlinear PDEs with modulated dispersion. I: Nonlinear Schrödinger equations
• Ordinary differential equations, transport theory and Sobolev spaces
• Regularization by noise and stochastic Burgers equations
• Remarks on the stochastic transport equation with Hölder drift
• Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
• Stochastic Equations in Infinite Dimensions
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Stochastic analysis, rough path analysis and fractional Brownian motions.
• Stochastic partial differential equations: a rough paths view on weak solutions via Feynman-Kac
• Well-posedness of the transport equation by stochastic perturbation

Cited in

(22)

• An energy method for rough partial differential equations
• On nonlinear rough paths
• A priori estimates for rough PDEs with application to rough conservation laws
• Averaging along irregular curves and regularisation of ODEs
• Initial-boundary value problem for transport equations driven by rough paths
• Transport and continuity equations with (very) rough noise
• Mixing for Generic Rough Shear Flows
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion
• Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion
• Noiseless regularisation by noise
• Unbounded rough drivers
• The transport equation and zero quadratic variation processes
• An Itô formula for rough partial differential equations and some applications
• Nonlinear Young differential equations: a review
• Remarks on the stochastic transport equation with Hölder drift
• Well-posedness by noise for scalar conservation laws
• Prevalence of \(\rho\)-irregularity and related properties
• Regularization by noise for rough differential equations driven by Gaussian rough paths
• Quasilinear rough partial differential equations with transport noise
• The It{\^o}-Tanaka Trick: a non-semimartingale approach
• Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension

This page was built for publication: Rough linear transport equation with an irregular drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q338202)