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.
Well-posedness of the transport equation by stochastic perturbation
E. Priola
2010-01-01
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.File in questo prodotto:
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