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 It'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}
}