Quasilinear rough partial differential equations with transport noise
Abstract
We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form on the torus , where is two-step enhancement of a family of coefficients , akin to a geometric rough path with H\"older regularity Using energy estimates, we provide sufficient conditions that guarantee existence in any dimension, and uniqueness in the case when is divergence-free. We then focus on the one-dimensional scenario, with slightly more regular coefficients. Improving the a priori estimates of the first results, we prove existence of a class of solutions whose spatial derivatives satisfy a Ladyzhenskaya-Prodi-Serrin type condition. Uniqueness is shown in the same class, by obtaining an estimate on the difference of two solutions. The latter is obtained by establishing a link with a certain backward dual equation combined with a (rough) iteration lemma \`a la Moser.
Cite
@article{arxiv.1808.09867,
title = {Quasilinear rough partial differential equations with transport noise},
author = {Antoine Hocquet},
journal= {arXiv preprint arXiv:1808.09867},
year = {2020}
}
Comments
Published version; 42 pages