English

Non-uniqueness in law of transport-diffusion equation forced by random noise

Analysis of PDEs 2022-03-28 v1 Probability

Abstract

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in Ito^\hat{\mathrm{o}}'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to probabilistic setting, we prove existence of a divergence-free vector field with spatial regularity in Sobolev space and corresponding solution to a transport-diffusion equation with spatial regularity in Lebesgue space, and consequently non-uniqueness in law at the level of probabilistically strong solutions globally in time.

Keywords

Cite

@article{arxiv.2203.13456,
  title  = {Non-uniqueness in law of transport-diffusion equation forced by random noise},
  author = {Ujjwal Koley and Kazuo Yamazaki},
  journal= {arXiv preprint arXiv:2203.13456},
  year   = {2022}
}