On a transport equation with nonlocal drift

In \cite{CordobaCordobaFontelos05}, C\'ordoba, C\'ordoba, and Fontelos proved that for some initial data, the following nonlocal-drift variant of the 1D Burgers equation does not have global classical solutions $$\partial_t \theta +u \; \partial_x \theta = 0, \qquad u = H \theta,$$ where $H$ is the Hilbert transform. We provide four essentially different proofs of this fact. Moreover, we study possible H\"older regularization effects of this equation and its consequences to the equation with diffusion $$\partial_t \theta + u \; \partial_x \theta + \Lambda^\gamma \theta = 0, \qquad u = H \theta,$$ where $\Lambda = (-\Delta)^{1/2}$, and $1/2 \leq \gamma <1$. Our results also apply to the model with velocity field $u = \Lambda^s H \theta$, where $s \in (-1,1)$. We conjecture that solutions which arise as limits from vanishing viscosity approximations are bounded in the H\"older class in $C^{(s+1)/2}$, for all positive time.