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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…

Analysis of PDEs · Mathematics 2023-07-13 Pierre-Louis Lions , Benjamin Seeger

The aim of this work is to investigate semi-Lagrangian approximation schemes on unstructured grids for viscous transport and conservative equations with measurable coefficients that satisfy a one-sided Lipschitz condition. To establish the…

Numerical Analysis · Mathematics 2025-05-15 Fabio Camilli , Adriano Festa , Luciano Marzufero

Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood…

Analysis of PDEs · Mathematics 2025-02-18 Lucio Galeati , James-Michael Leahy , Torstein Nilssen

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 study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

Probability · Mathematics 2022-05-05 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan

We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in…

Analysis of PDEs · Mathematics 2011-11-01 J. A. Carrillo , L. C. F. Ferreira , J. C. Precioso

We consider two-dimensional autonomous divergence free vector-fields in $\Lde_{loc}$. Under a condition on direction of the flow and on the set of critical points, we prove the existence and uniqueness of a stable a.e. flow and of…

Analysis of PDEs · Mathematics 2013-10-04 Maxime Hauray

The seminal work of DiPerna and Lions [Invent. Math., 98, 1989] guarantees the existence and uniqueness of regular Lagrangian flows for Sobolev vector fields. The latter is a suitable selection of trajectories of the related ODE satisfying…

Analysis of PDEs · Mathematics 2021-05-05 Elia Bruè , Maria Colombo , Camillo De Lellis

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

Probability · Mathematics 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows which are families of probability distributions on the space of solutions to the associated ODEs, which no longer satisfy…

Chaotic Dynamics · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

The recently developed theory of Lagrangian flows for transport equations with low regularity coefficients enables to consider non BV vector fields. We apply this theory to prove existence and stability of global Lagrangian solutions to the…

Analysis of PDEs · Mathematics 2014-12-22 Anna Bohun , Gianluca Crippa , Francois Bouchut

We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…

Machine Learning · Computer Science 2022-01-12 Swann Marx , Edouard Pauwels

An analysis of the error of the upwind scheme for transport equation with discontinuous coefficients is provided. We consider here a velocity field that is bounded and one-sided Lipschitz continuous. In this framework, solutions are defined…

Numerical Analysis · Mathematics 2016-02-19 François Delarue , Frédéric Lagoutière , Nicolas Vauchelet

In this work we present a condition for the regularity, in both space and Malliavin sense, of strong solutions to SDEs driven by Brownian motion. We conjecture that this condition is optimal. As a consequence, we are able to improve the…

Probability · Mathematics 2015-09-11 David Banos , Torstein Nilssen

We consider the transport equation with a velocity field satisfying the Osgood condition. The weak formulation is not meaningful in the usual Lebesgue sense, meaning that the usual DiPerna--Lions treatment of the problem is not applicable…

Analysis of PDEs · Mathematics 2025-06-26 Ulrik Skre Fjordholm , Ola Isaac Høgåsen Mæhlen

The transport of many kinds of singular structures in a medium, such as vortex points/lines/sheets in fluids, dislocation loops in crystalline plastic solids, or topological singularities in magnetism, can be expressed in terms of the…

Analysis of PDEs · Mathematics 2022-07-11 Paolo Bonicatto , Giacomo Del Nin , Filip Rindler

We use the vorticity transportation equation as the start point--with the help of stream function for two-dimensional planar incompressible flows--to obtain exact solutions that characterize evolution and dynamics of the flows. These…

Mathematical Physics · Physics 2018-09-18 Lang Xia

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

We consider compressible fluid flow on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ both an energetic variational approach and the first law of thermodynamics to make a…

Mathematical Physics · Physics 2022-12-20 Hajime Koba

We prove existence of a unique global-in-time weak solutions of the Navier-Stokes equations that govern the motion of a compressible viscous fluid with density-dependent viscosity in two-dimensional space. The initial velocity belongs to…

Analysis of PDEs · Mathematics 2024-09-18 Sagbo Marcel Zodji
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