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arXiv · 1710.04906

Stochastic continuity equations with conservative noise

Benjamin Gess·Scott Smith
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Abstract

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence and uniqueness of entropy solutions under hypotheses on the velocity field which are weaker than those required in the deterministic setting. This extends related results of [Flandoli, Gubinelli, Priola; Invent. Math., 2010] applicable for linear multiplicative noise to a non-linear setting. The existence proof relies on a duality argument which makes use of the regularity theory for fully non-linear parabolic equations.

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Benjamin Gess, Scott Smith. 2017-10-13. Stochastic continuity equations with conservative noise. https://arxiv.org/abs/1710.04906

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