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

Recommendations

• Stochastic regularization for transport equations
• Well-posedness of the stochastic transport equation with unbounded drift
• Well-posedness of the vector advection equations by stochastic perturbation
• Remarks on the stochastic transport equation with Hölder drift
• Noise prevents singularities in linear transport equations

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)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Vorticity and incompressible flow
• Title not available (Why is that?)
• Ordinary differential equations, transport theory and Sobolev spaces
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Interior Schauder estimates for parabolic differential- (or difference-) equations via the maximum principle
• Title not available (Why is that?)
• Elliptic and Parabolic Second-Order PDEs with Growing Coefficients
• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence, uniqueness, stability and differentiability properties of the flow associated to weakly differentiable vector fields
• Transport equation and Cauchy problem for BV vector fields
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong solutions of stochastic equations with singular time dependent drift
• Title not available (Why is that?)
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• Uniqueness of Solutions of Stochastic Differential Equations
• Integration of Brownian vector fields.
• Existence of strong solutions for Itô's stochastic equations via approximations
• Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
• Title not available (Why is that?)
• Nonuniqueness of bounded solutions for some BV outside a hyperplane vector field
• Global flows for stochastic differential equations without global Lipschitz conditions
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
• Wong-Zakai approximations of stochastic evolution equations
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Generalized calculus and sdes with non regular drift
• Oscillatory solutions to transport equations

Cited In (only showing first 100 items - show all)

• On the convergence of stochastic transport equations to a deterministic parabolic one
• Noise prevents infinite stretching of the passive field in a stochastic vector advection equation
• A simple method for the existence of a density for stochastic evolutions with rough coefficients
• Remarks on Stochastic Navier-Stokes Equations
• Stochastic Navier-Stokes equations and related models
• The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions
• Regularization by noise and flows of solutions for a stochastic heat equation
• Non-explosion by Stratonovich noise for ODEs
• Stochastic continuity equation with nonsmooth velocity
• On the \(L^\infty\)-uniqueness of dynamical systems with small random perturbation
• One-dimensional space-discrete transport subject to Lévy perturbations
• Stability estimates for singular SDEs and applications
• Scattering for stochastic nonlinear Schrödinger equations
• \(L^q(L^p)\)-theory of stochastic differential equations
• On the stochastic Euler-Poincaré equations driven by pseudo-differential/multiplicative noise
• Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• Flows Driven by Banach Space-Valued Rough Paths
• Continuous Wong-Zakai approximations of random attractors for quasi-linear equations with nonlinear noise
• A random transport-diffusion equation
• A regularity theorem for quasilinear parabolic systems under random perturbations
• Differentiability in perturbation parameter of measure solutions to perturbed transport equation
• Path-dependent convex conservation laws
• The second-order parabolic PDEs with singular coefficients and applications
• Well-posedness of the non-local conservation law by stochastic perturbation
• Stochastic nonlocal conservation laws on whole space
• On the Boltzmann equation with stochastic kinetic transport: global existence of renormalized martingale solutions
• A stochastic sewing lemma and applications
• 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction
• Selection of equilibria in a linear quadratic mean-field game
• Quantitative stability estimates for Fokker-Planck equations
• Strong existence and uniqueness for stable stochastic differential equations with distributional drift
• The transport equation and zero quadratic variation processes
• Generalized stochastic flows and applications to incompressible viscous fluids
• On the stochastic Dullin-Gottwald-Holm equation: global existence and wave-breaking phenomena
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths
• Well-posedness and large deviations for a class of SPDEs with Lévy noise
• Well-posedness by noise for scalar conservation laws
• Stochastic differential equations with singular coefficients on the straight line
• Multidimensional SDE with distributional drift and Lévy noise
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• \(W^{1,p}\)-solutions of the transport equation by stochastic perturbation
• On a class of stochastic transport equations for $L^2_loc$ vector fields
• On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes
• SDEs with random and irregular coefficients
• Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift
• The density of the solution to the stochastic transport equation with fractional noise
• Schauder estimates for nonlocal kinetic equations and applications
• Well-posedness of the stochastic transport equation with unbounded drift
• Well-posedness of first order semilinear PDEs by stochastic perturbation
• Strong solutions of stochastic differential equations with square integrable drift
• Strong solutions of a stochastic differential equation with irregular random drift
• Davie's type uniqueness for a class of SDEs with jumps
• Density for solutions to stochastic differential equations with unbounded drift
• Solution properties of a 3D stochastic Euler fluid equation
• Stochastic variational principles for dissipative equations with advected quantities
• Stochastic continuity equations with conservative noise
• Nonlinear Young integrals and differential systems in Hölder media
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Global existence for the stochastic Degasperis-Procesi equation
• Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
• Ergodicity of the stochastic fractional reaction-diffusion equation
• Existence and uniqueness of weak solutions to Ginzburg-Landau equation with external noise and stochastic perturbation
• Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
• Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations
• Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
• Regularization by noise in one-dimensional continuity equation
• On the Cauchy problem for the transport equation with random noise
• Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component
• From additive to transport noise in 2D fluid dynamics
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• Hölder flow and differentiability for SDEs with nonregular drift
• Wiener chaos and uniqueness for stochastic transport equation
• Harnack inequalities for SDEs with multiplicative noise and non-regular drift
• Transport equations with fractal noise-existence, uniqueness and regularity of the solution
• Averaging along irregular curves and regularisation of ODEs
• Uniqueness for a stochastic inviscid dyadic model
• On the Cauchy problem for Fokker-Planck-Kolmogorov equations with potential terms on arbitrary domains
• \(L^p\)-solutions of the stochastic transport equation
• \(L^p\)-solutions of Fokker-Planck equations
• Multidimensional stochastic differential equations with distributional drift
• Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
• Nonlinear PDEs with modulated dispersion. I: Nonlinear Schrödinger equations
• Noise and stability in reaction-diffusion equations
• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
• Transport equation on semidiscrete domains and Poisson–Bernoulli processes
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation
• Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Title not available (Why is that?)
• A comparison theorem for stochastic differential equations under the Novikov condition
• Well-posedness of the vector advection equations by stochastic perturbation
• Global solutions of aggregation equations and other flows with random diffusion
• Stochastic regularization effects of semi-martingales on random functions
• Rough linear transport equation with an irregular drift
• Transport equation driven by a stochastic measure
• Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes

This page was built for publication: Well-posedness of the transport equation by stochastic perturbation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q848717)