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The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…

Analysis of PDEs · Mathematics 2013-07-19 Elena Issoglio

We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form $\partial _tu-A_tu-f=(\dot X_t(x) \cdot \nabla + \dot Y_t(x))u$ on $[0,T]\times\mathbb{R}^d.$ To do so, we introduce a concept of…

Probability · Mathematics 2020-07-09 Antoine Hocquet , Torstein Nilssen

We consider the 2D Euler equation with bounded initial vorticity and perturbed by rough transport noise. We show that there exists a unique solution, which coincides with the starting condition advected by the Lagrangian flow. Moreover, the…

Analysis of PDEs · Mathematics 2024-11-01 Leonardo Roveri , Francesco Triggiano

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\circ \mathrm{d}W_i(s)+\left(V(x)+\mu\Delta…

Analysis of PDEs · Mathematics 2023-06-28 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

We investigate the abstract Cauchy problem for a quasilinear parabolic equation in a Banach space of the form \( du_t -L_t(u_t)u_t dt = N_t(u_t)dt + F(u_t)\cdot d\mathbf X_t \), where \( \mathbf X\) is a \( \gamma\)-H\"older rough path for…

Probability · Mathematics 2022-07-12 Antoine Hocquet , Alexandra Neamţu

We face the well-posedness of linear transport Cauchy problems $$\begin{cases}\dfrac{\partial u}{\partial t} + b\cdot\nabla u + c\,u = f&(0,T)\times{\mathbb R}^n\\u(0,\cdot)=u_0\in L^\infty&{\mathbb R}^n\end{cases}$$ under borderline…

Analysis of PDEs · Mathematics 2015-04-17 Albert Clop , Renjin Jiang , Joan Mateu , Joan Orobitg

The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…

Analysis of PDEs · Mathematics 2007-05-23 Francois James , Simona Mancini , Francois Bouchut

We investigate the inviscid 2D Boussinesq equations driven by rough transport noise of Kraichnan type with regularity index $\alpha\in (0,1/2)$. For all $1<p<\infty$, we establish the existence and uniqueness of probabilistic strong…

Probability · Mathematics 2025-04-30 Shuaijie Jiao , Dejun Luo

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

Analysis of PDEs · Mathematics 2008-03-24 Michael Caruana , Peter Friz

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

Analysis of PDEs · Mathematics 2010-11-09 Michael Caruana , Peter Friz , Harald Oberhauser

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Analysis of PDEs · Mathematics 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

In $n \geq 1$ spatial dimensions, we study the Cauchy problem for a quasilinear transport equation coupled to a quasilinear symmetric hyperbolic subsystem of a rather general type. For an open set (relative to a suitable Sobolev topology)…

Analysis of PDEs · Mathematics 2019-07-31 Jared Speck

We introduce a class of stochastic Allen-Cahn equations with a mobility coefficient and colored noise. For initial data with finite free energy, we analyze the corresponding Cauchy problem on the $d$-dimensional torus in the time interval…

Analysis of PDEs · Mathematics 2018-02-12 Lorenzo Bertini , Paolo Buttà , Adriano Pisante

We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak…

Probability · Mathematics 2021-02-23 Damir Kinzebulatov , Yuliy A. Semenov , Renming Song

We prove strong well-posedness results for the stochastic 2D Euler equations in vorticity form and generalized SQG equations, with $L^p$ initial data and driven by a spatially rough, incompressible transport noise of Kraichnan type.…

Probability · Mathematics 2026-01-12 Marco Bagnara , Lucio Galeati

We show global existence and non-uniqueness of probabilistically strong, analytically weak solutions of the three-dimensional Navier-Stokes equations perturbed by Stratonovich transport noise. We can prescribe either: \emph{i}) any…

Probability · Mathematics 2023-11-01 Umberto Pappalettera

We prove weak existence of Euler equation (or Navier-Stokes equation) perturbed by a multiplicative noise on bounded domains of $\mathbb R^2$ with Dirichlet boundary conditions and with periodic boundary conditions. Solutions are $H^1$…

Probability · Mathematics 2014-02-19 Ana Bela Cruzeiro , Iván Torrecilla

We consider the Navier-Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing the advecting velocity field by space-time dependent noise…

Analysis of PDEs · Mathematics 2018-08-02 Martina Hofmanová , James-Michael Leahy , Torstein Nilssen

We study the linear transport equation \[ \frac{\partial}{\partial t} u ( t,x ) +b ( t,x ) \cdot \nabla u ( t,x ) + \nabla u ( t,x ) \cdot \frac{\partial}{\partial t} X ( t ) =0, \hspace{2em} u ( 0,x ) =u_{0} ( x ) \] where $b$ is a…

Probability · Mathematics 2015-01-14 Rémi Catellier

In this note, we study the well-posedness of the Cauchy problem for the transport equation in the BMO space and certain Triebel-Lizorkin spaces.

Analysis of PDEs · Mathematics 2016-02-03 Albert Clop , Renjin Jiang , Joan Mateu , Joan Orobitg
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