Related papers: Transport and continuity equations with (very) rou…
A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…
We investigate the creation and properties of eventual vacuum regions in the weak solutions of the continuity equation, in general, and in the weak solutions of compressible Navier--Stokes equations, in particular. The main results are…
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not…
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The…
We study a system of two coupled transport equations with freezing. The solutions freeze in time when they are equal. We prove existence and uniqueness of continuous solutions if the initial conditions are continuous. We discuss several…
In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the…
Under general assumptions on the velocity field, it is possible to construct a flow that is forward untangled. Once such a flow has been selected, the associated transport problem is well-posed.
In this article we investigate the rough paths structure of a process $X_t$ living in a fixed Wiener chaos. Specifically, we formulate various types of rough lifts of $X_t$ and study their properties. As application, we study the…
We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be…
We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly.…
We consider the deterministic and stochastic versions of a first order non-autonomous differential equation which allows us to discuss the persistence of rivers ("fleuves") under noise.
We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
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…
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…
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…
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…
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…
We analyze the transport equation driven by a zero quadratic variation process. Using the stochastic calculus via regularization and the Malliavin calculus techniques, we prove the existence, uniqueness and absolute continuity of the law of…
One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…