English

Rough linear transport equation with an irregular drift

Probability 2015-01-14 v1

Abstract

We study the linear transport equation tu(t,x)+b(t,x)u(t,x)+u(t,x)tX(t)=0,u(0,x)=u0(x) \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 bb is a vectorfield of limited regularity and XX a vector-valued H\"older continuous driving term. Using the theory of controlled rough paths we give a meaning to the weak formulation of the PDE and solve that equation for smooth vectorfields bb. In the case of the fractional Brownian motion a phenomenon of regularization by noise is displayed.

Keywords

Cite

@article{arxiv.1501.03000,
  title  = {Rough linear transport equation with an irregular drift},
  author = {Rémi Catellier},
  journal= {arXiv preprint arXiv:1501.03000},
  year   = {2015}
}
R2 v1 2026-06-22T07:59:43.717Z