ترغب بنشر مسار تعليمي؟ اضغط هنا

Stochastic transport equation with bounded and Dini continuous drift

59   0   0.0 ( 0 )
 نشر من قبل Guangying Lv
 تاريخ النشر 2021
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

The results established by Flandoli, Gubinelli and Priola ({it Invent. Math.} {bf 180} (2010) 1--53) for stochastic transport equation with bounded and H{o}lder continuous drift are generalized to bounded and Dini continuous drift. The uniqueness of $L^infty$-solutions is established by the It^o--Tanaka trick partially solving the uniqueness problem, which is still open, for stochastic transport equation with only bounded measurable drift. Moreover the existence and uniqueness of stochastic diffeomorphisms flows for a stochastic differential equation with bounded and Dini continuous drift is obtained.


قيم البحث

اقرأ أيضاً

We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$mathrm{d} X= u(omega,t,X), mathrm{d} t + frac12 sigma(omega,t,X)sigma(omega,t,X),mathrm{d} t + sigma(omega,t,X) , mathrm {d}W(t), $$ where the drift coefficient $u$ is random and irregular. The random and regular noise coefficient $sigma$ may vanish. The main contribution is a pathwise uniqueness result under the assumptions that $u$ belongs to $L^p(Omega; L^infty([0,T];dot{H}^1(mathbb{R})))$ for any finite $pge 1$, $mathbb{E}left|u(t)-u(0)right|_{dot{H}^1(mathbb{R})}^2 to 0$ as $tdownarrow 0$, and $u$ satisfies the one-sided gradient bound $partial_x u(omega,t,x) le K(omega, t)$, where the process $K(omega,t )>0$ exhibits an exponential moment bound of the form $mathbb{E} expBig(pint_t^T K(s),mathrm{d} sBig) lesssim {t^{-2p}}$ for small times $t$, for some $pge1$. This study is motivated by ongoing work on the well-posedness of the stochastic Hunter--Saxton equation, a stochastic perturbation of a nonlinear transport equation that arises in the modelling of the director field of a nematic liquid crystal. In this context, the one-sided bound acts as a selection principle for dissipative weak solutions of the stochastic partial differential equation (SPDE).
120 - Yue Wu 2021
In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical approximation via the backward Euler-Maruyama method. The existence of the random periodic solution is shown as the limits of the pull-back flows of the SDE and discretized SDE respectively. We establish a convergence rate of the strong error for the backward Euler-Maruyama method and obtain the weak convergence result for the approximation of the periodic measure.
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the correspond ing Kolmogorov equation whose coefficient is a distribution.
131 - Sebastian Hensel 2020
We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum. Heuristically, th is is expected to hold because Brownian motion has average spread rate $O(t^frac{1}{2})$ whereas the support of solutions to the deterministic PME grows only with rate $O(t^{frac{1}{m{+}1}})$. The rigorous proof relies on a contraction principle up to time-dependent shift for Wong-Zakai type approximations, the transformation to a deterministic PME with two copies of a Brownian path as the lateral boundary, and techniques from the theory of viscosity solutions.
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous continuous-time random walks with a constant drift: the process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence|for any drift strength|of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا