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arXiv 0809.1310math.APmath.PR
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随机扰动下输运方程的适定性

Well-posedness of the transport equation by stochastic perturbation

Franco Flandoli, Massimiliano Gubinelli, Enrico Priola

摘要:

考虑了具有全局Holder连续有界向量场的线性迁移方程.虽然这个确定性偏微分方程可能不是适定性的,我们证明了一个乘法随机扰动的布朗型是足以使方程适定性。这似乎是第一个明确的例子偏微分方程,成为适定的影响下的噪音。关键的工具是一个可微的随机流构造和分析的伊藤-田中型漂移的一个特殊的变换。

英文摘要:

We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of partial differential equation that become well-posed under the influece of noise. The key tool is a differentiable stochastic flow constructed and analysed by means of a special transformation of the drift of Ito-Tanaka type.

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