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Related papers: Stochastic transport equation with singular drift

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In this article we prove path-by-path uniqueness in the sense of Davie \cite{Davie07} and Shaposhnikov \cite{Shaposhnikov16} for SDE's driven by a fractional Brownian motion with a Hurst parameter $H\in(0,\frac{1}{2})$, uniformly in the…

Analysis of PDEs · Mathematics 2021-06-15 Oussama Amine , Abdol-Reza Mansouri , Frank Proske

We construct a large class of examples of non-uniqueness for the linear transport equation and the transport-diffusion equation with divergence-free vector fields in Sobolev spaces $W^{1,p}$.

Analysis of PDEs · Mathematics 2018-04-24 Stefano Modena , László Székelyhidi

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

Probability · Mathematics 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which…

Analysis of PDEs · Mathematics 2018-04-24 Christian Olivera

In this paper, we establish the existence of weak solutions for distribution-dependent stochastic differential equations (DDSDEs) driven by a broad class of L\'{e}vy noises, where the drift coefficients satisfy specific integrability…

Probability · Mathematics 2026-04-15 Mingkun Ye

We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…

Probability · Mathematics 2025-04-01 Oleg Butkovsky , Leonid Mytnik

We prove pathwise (hence strong) uniqueness of solutions to stochastic evolution equations in Hilbert spaces with merely measurable bounded drift and cylindrical Wiener noise, thus generalizing Veretennikov's fundamental result on…

Probability · Mathematics 2013-10-14 G. Da Prato , F. Flandoli , E. Priola , M. Röckner

We prove weak uniqueness of mild solutions for general classes of SPDEs on a Hilbert space. The main novelty is that the drift is only defined on a Sobolev-type subspace and no H\"older-continuity assumptions are required. This framework…

Probability · Mathematics 2024-06-21 Federico Bertacco , Carlo Orrieri , Luca Scarpa

We prove the unique weak solvability of stochastic differential equations with time-inhomogeneous drift in essentially the largest (scaling-invariant) Morrey class, i.e.\,with integrability parameter $q>1$ close to $1$. The constructed weak…

Probability · Mathematics 2023-03-08 D. Kinzebulatov

In this paper we investigate the well-posedness of the Cauchy problem for a Schr\"odinger operator with singular lower order terms. We allow distributional coefficients and we approach this problem via the regularising methods at the core…

Analysis of PDEs · Mathematics 2024-02-13 Alexandre Arias Junior , Alessia Ascanelli , Marco Cappiello , Claudia Garetto

The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…

Probability · Mathematics 2020-12-15 Sam Baguley , Leif Doering , Andreas Kyprianou

We study the mean curvature flow with given non-smooth transport term and forcing term, in suitable Sobolev spaces. We prove the global existence of the weak solutions for the mean curvature flow with the terms, by using the modified…

Analysis of PDEs · Mathematics 2019-10-16 Keisuke Takasao

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 that for bounded, divergence-free vector fields in $L^1_{loc}((0,+\infty);BV_{loc}(R^d;R^d))$, regularisation by convolution of the vector field selects a single solution of the transport equation for any integrable initial datum.…

Analysis of PDEs · Mathematics 2024-09-17 Jules Pitcho

In this paper we analyse the selection problem for weak solutions of the transport equation with rough vector field. We answer in the negative the question whether solutions of the equation with a regularized vector field converge to a…

Analysis of PDEs · Mathematics 2022-03-25 Gennaro Ciampa , Gianluca Crippa , Stefano Spirito

We establish the well-posedness of SDE with the additive noise when a singular drift belongs to the critical spaces. We prove that if the drift belongs to the Orlicz-critical space $L^{q,1}([0,T],L^p_x)$ for $p,q\in (1,\infty)$ satisfying…

Probability · Mathematics 2018-10-08 Kyeongsik Nam

We give an example of a bounded divergence free autonomous vector field in $\mathbb R^3$ (and of a nonautonomous bounded divergence free vector field in $\mathbb R^2$) and of a bounded initial data for which the Cauchy problem for the…

Analysis of PDEs · Mathematics 2020-11-25 Camillo De Lellis , Vikram Giri

Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces,…

Probability · Mathematics 2025-06-04 Michael Röckner , Guohuan Zhao

In this Note, we study a transport-diffusion equation with rough coefficients and we prove that solutions are unique in a low-regularity class.

Analysis of PDEs · Mathematics 2016-05-16 Guillaume Lévy

In this paper, we revisit the notion of temporal intermittency to obtain sharp nonuniqueness results for linear transport equations. We construct divergence-free vector fields with sharp Sobolev regularity $L^1_t W^{1,p}$ for all $p<\infty$…

Analysis of PDEs · Mathematics 2022-04-20 Alexey Cheskidov , Xiaoyutao Luo