Publication Date:
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.
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.
Iris type:
1.1 Articolo in rivista
Keywords:
transport equation; well-posedness; stochastic perturbation
List of contributors:
Flandoli, F.; Gubinelli, M.; Priola, E.
Published in: