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Transport noise restores uniqueness and prevents blow-up in geometric transport equations

Published 27 Nov 2022 in math.PR, math.AP, and math.DG | (2211.14695v1)

Abstract: In this work, we demonstrate well-posedness and regularisation by noise results for a class of geometric transport equations that contains, among others, the linear transport and continuity equations. This class is known as linear advection of $k$-forms. In particular, we prove global existence and uniqueness of $Lp$-solutions to the stochastic equation, driven by a spatially $\alpha$-H\"older drift $b$, uniformly bounded in time, with an integrability condition on the distributional derivative of $b$, and sufficiently regular diffusion vector fields. Furthermore, we prove that all our solutions are continuous if the initial datum is continuous. Finally, we show that our class of equations without noise admits infinitely many $Lp$-solutions and is hence ill-posed. Moreover, the deterministic solutions can be discontinuous in both time and space independently of the regularity of the initial datum. We also demonstrate that for certain initial data of class $C\infty_{0},$ the deterministic $Lp$-solutions blow up instantaneously in the space $L{\infty}_{loc}$. In order to establish our results, we employ characteristics-based techniques that exploit the geometric structure of our equations.

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