Stochastic continuity equations with conservative noise
Analysis of PDEs
2020-06-19 v2 Probability
Abstract
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence and uniqueness of entropy solutions under hypotheses on the velocity field which are weaker than those required in the deterministic setting. This extends related results of [Flandoli, Gubinelli, Priola; Invent. Math., 2010] applicable for linear multiplicative noise to a non-linear setting. The existence proof relies on a duality argument which makes use of the regularity theory for fully non-linear parabolic equations.
Keywords
Cite
@article{arxiv.1710.04906,
title = {Stochastic continuity equations with conservative noise},
author = {Benjamin Gess and Scott Smith},
journal= {arXiv preprint arXiv:1710.04906},
year = {2020}
}
Comments
42 pages