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Well-posedness of the transport equation by stochastic perturbation

Articolo
Data di Pubblicazione:
2010
Abstract:
We consider the linear transport equation with a globally Hölder continuous and bounded vector field, with an integrability condition on the divergence. While uniqueness may fail for the deterministic PDE, 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 a PDE of fluid dynamics that becomes well-posed under the influence of a (multiplicative) noise. The key tool is a differentiable stochastic flow constructed and analyzed by means of a special transformation of the drift of Itô-Tanaka type.
Tipologia CRIS:
03A-Articolo su Rivista
Keywords:
transport equation; well-posedness; stochastic perturbation
Elenco autori:
F. Flandoli; M. Gubinelli; E. Priola
Link alla scheda completa:
https://iris.unito.it/handle/2318/71380
Pubblicato in:
INVENTIONES MATHEMATICAE
Journal
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URL

http://arxiv.org/pdf/0809.1310v2; http://www.springer.com/math/journal/222
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