English

Quasilinear rough partial differential equations with transport noise

Probability 2020-12-16 v3 Analysis of PDEs

Abstract

We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form dui(aij(u)ju)dt=dXti(x)iut,\mathrm{d} u-\partial_i(a^{ij}(u)\partial_j u)\mathrm{d} t =\mathrm{d} \mathbf{X}_t^i(x)\partial_i u_t, u0L2u_0\in L^2 on the torus Td\mathbb T^d, where X\mathbf{X} is two-step enhancement of a family of coefficients (Xti(x))i=1,d(X^i_t(x))_{i=1,\dots d}, akin to a geometric rough path with H\"older regularity α>1/3.\alpha>1/3. Using energy estimates, we provide sufficient conditions that guarantee existence in any dimension, and uniqueness in the case when XX 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 L(L1)L^\infty(L^1) 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.

Keywords

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

R2 v1 2026-06-23T03:48:04.136Z