Well-posedness of the transport equation by stochastic perturbation
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 th...
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Veröffentlicht in: | Inventiones mathematicae 2010-04, Vol.180 (1), p.1-53 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | 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. |
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ISSN: | 0020-9910 1432-1297 |
DOI: | 10.1007/s00222-009-0224-4 |