Rough linear transport equation with an irregular drift

被引:16
|
作者
Catellier, Remi [1 ]
机构
[1] Univ Rennes 1, IRMAR, Ctr Henri Lebesgue, Rennes, France
关键词
Stochastic partial differential equations; Regularization by noise; Rough paths; Method of characteristics;
D O I
10.1007/s40072-016-0069-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the linear transport equation partial derivative/partial derivative t u(t, x) + b(t, x) . del u(t, x)+ del u(t, x) . partial derivative/partial derivative t X(t) = 0, u(0, x) = u(0)(x) where b is a vector field of limited regularity and X a vector-valued Hlder continuous driving term. Using the theory of controlled rough paths we give a meaning to the weak formulation of the partial differential equation and solve this equation for smooth vector fields b. In the case of the fractional Brownian motion a phenomenon of regularization by noise is displayed.
引用
收藏
页码:477 / 534
页数:58
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