Well-posedness of the transport equation by stochastic perturbation

DOI10.1007/S00222-009-0224-4zbMATH Open1200.35226arXiv0809.1310OpenAlexW2055459591MaRDI QIDQ848717FDOQ848717

Authors: Massimiliano Gubinelli, Franco Flandoli, E. Priola 

Publication date: 5 March 2010

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Abstract: We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of partial differential equation that become well-posed under the influece of noise. The key tool is a differentiable stochastic flow constructed and analysed by means of a special transformation of the drift of Ito-Tanaka type.

Full work available at URL: https://arxiv.org/abs/0809.1310

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zbMATH Keywords

stochastic perturbationexistence and uniqueness of solutionsTransport equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic analysis applied to problems in fluid mechanics (76M35)

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