Related papers: Stochastic transport equation with singular drift

We study the equivalence between the weighted least gradient problem and the weighted Beckmann minimal flow problem or equivalently, the optimal transport problem with Riemannian cost. Thanks to this equivalence, we prove existence and…

Consider stochastic differential equations (SDEs) in $\Rd$: $dX_t=dW_t+b(t,X_t)\d t$, where $W$ is a Brownian motion, $b(\cdot, \cdot)$ is a measurable vector field. It is known that if $|b|^2(\cdot, \cdot)=|b|^2(\cdot)$ belongs to the Kato…

Consider the following time-dependent stable-like operator with drift $$ \mathscr{L}_t\varphi(x)=\int_{\mathbb{R}^d}\big[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\big]\sigma(t,x,z)\nu_\alpha(d z)+b(t,x)\cdot\nabla…

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and…

We prove existence, uniqueness and regularity of weak solutions of Kolmogorov--Fokker--Planck equations with either local or non-local diffusion in the velocity variable and rough diffusion coefficients or kernels. Our results cover the…

We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…

We are concerned with the (stochastic) Lagrangian trajectories associated with Euler or Navier-Stokes equations. First, in the vanishing viscosity limit, we establish sharp non-uniqueness results for positive solutions to transport…

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

We prove Sobolev regularity for distributional solutions to the Dirichlet problem for generators of $2s$-stable processes and exterior data, inhomogeneity in weighted $L^2$-spaces. This class of operators includes the fractional Laplacian.…

We consider the problem of loss and propagation of regularity of transport equation with Osgood vector field. As an application, we obtain a quantitative stability estimate for 2D incompressible Euler equation with generalized Yudovich…

We consider the problem of constructing weak solutions to the It\^{o} and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.

In this paper, we study flows associated to Sobolev vector fields with subexponentially integrable divergence. Our approach is based on the transport equation following DiPerna-Lions [DPL89]. A key ingredient is to use a quantitative…

In this paper, we prove pathwise uniqueness for stochastic systems of McKean-Vlasov type with singular drift, even in the measure argument, and uniformly non-degenerate Lipschitz diffusion matrix. Our proof is based on Zvonkin's…

A theorem is proved on the uniform estimation of the residual term of the asymptotic expansion with respect to a small parameter of the solution of the initial problem for a singularly perturbed differential operator weakly nonlinear…

This article studies the Cauchy problem for the Boltzmann equation with stochastic kinetic transport. Under a cut-off assumption on the collision kernel and a coloring hypothesis for the noise coefficients, we prove the global existence of…

We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…

The vortex-wave system is a model for the evolution of 2D incompressible fluids in which the vorticity is split into a finite sum of Dirac masses plus an Lp part. Existence of a weak solution for this system was recently proved by Lopes…

We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in $L^q_t C^{0, \alpha}_x$ for any $q \in [2, \infty)$ and $\alpha \in (0, 1)$. This result is achieved using a Zvonkin-type transformation for the SDE.…

We consider the following Dirichlet problems for elliptic equations with singular drift $\mathbf{b}$: \[ \text{(a) } -\operatorname{div}(A \nabla u)+\operatorname{div}(u\mathbf{b})=f,\quad \text{(b) } -\operatorname{div}(A^T \nabla…

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…