Comptes Rendus
Partial Differential Equations/Probability Theory
Zero-noise solutions of linear transport equations without uniqueness: an example
[Solutions à bruit nul des équations linéaires de transport : un exemple]
Comptes Rendus. Mathématique, Volume 347 (2009) no. 13-14, pp. 753-756.

On considère un exemple unidimensionnel classique d'équation de transport linéaire sans unicité des solutions faibles. En présence d'une perturbation donnée par un bruit multiplicatif convenablement choisi, l'équation se révèle bien posée. On identifie les deux solutions de l'équation déterministe obtenues dans la limite ou le bruit s'annule. On prouve aussi que la solution de viscosité nulle existe et qu'elle est différente des deux autres.

We consider a classical one-dimensional example of linear transport equation without uniqueness of weak solutions. Under a suitable multiplicative noise perturbation, the equation is well posed. We identify the two solutions of the deterministic equation obtained in the zero-noise limit. In addition, we prove that the zero-viscosity solution exists and is different from them.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2009.04.027

Stefano Attanasio 1 ; Franco Flandoli 2

1 Scuola Normale Superiore, Piazza dei Cavalieri, 7, 56126 Pisa, Italy
2 Dipartimento di Matematica Applicata “U. Dini”, Università di Pisa, Via Buonarroti 1, 56127 Pisa, Italy
@article{CRMATH_2009__347_13-14_753_0,
     author = {Stefano Attanasio and Franco Flandoli},
     title = {Zero-noise solutions of linear transport equations without uniqueness: an example},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {753--756},
     publisher = {Elsevier},
     volume = {347},
     number = {13-14},
     year = {2009},
     doi = {10.1016/j.crma.2009.04.027},
     language = {en},
}
TY  - JOUR
AU  - Stefano Attanasio
AU  - Franco Flandoli
TI  - Zero-noise solutions of linear transport equations without uniqueness: an example
JO  - Comptes Rendus. Mathématique
PY  - 2009
SP  - 753
EP  - 756
VL  - 347
IS  - 13-14
PB  - Elsevier
DO  - 10.1016/j.crma.2009.04.027
LA  - en
ID  - CRMATH_2009__347_13-14_753_0
ER  - 
%0 Journal Article
%A Stefano Attanasio
%A Franco Flandoli
%T Zero-noise solutions of linear transport equations without uniqueness: an example
%J Comptes Rendus. Mathématique
%D 2009
%P 753-756
%V 347
%N 13-14
%I Elsevier
%R 10.1016/j.crma.2009.04.027
%G en
%F CRMATH_2009__347_13-14_753_0
Stefano Attanasio; Franco Flandoli. Zero-noise solutions of linear transport equations without uniqueness: an example. Comptes Rendus. Mathématique, Volume 347 (2009) no. 13-14, pp. 753-756. doi : 10.1016/j.crma.2009.04.027. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2009.04.027/

[1] L. Ambrosio Transport equation and Cauchy problem for BV vector fields, Invent. Math., Volume 158 (2004) no. 2, pp. 227-260

[2] R. Bafico; P. Baldi Small random perturbations of Peano phenomena, Stochastics, Volume 6 (1982), pp. 279-292

[3] R.J. DiPerna; P.-L. Lions Ordinary differential equations, transport theory and Sobolev spaces, Invent. Math., Volume 98 (1989) no. 3, pp. 511-547

[4] E. Weinan; E. Vanden-Eijnden A note on generalized flows, Phys. D, Volume 183 (2003) no. 3–4, pp. 159-174

[5] F. Flandoli; M. Gubinelli; E. Priola Well-posedness of the transport equation by stochastic perturbation | arXiv

[6] F. Flandoli; F. Russo Generalized calculus and SDEs with non-regular drift, Stochastics Stochastics Rep., Volume 72 (2002) no. 1–2, pp. 11-54

[7] M. Gradinaru; S. Herrmann; B. Roynette A singular large deviations phenomenon, Ann. Inst. H. Poincaré Probab. Statist., Volume 37 (2001) no. 5, pp. 555-580

[8] S. Herrmann Phénomène de Peano et grandes déviations [Large deviations for the Peano phenomenon], C. R. Acad. Sci. Paris, Sér. I Math., Volume 332 (2001) no. 11, pp. 1019-1024 (in French)

[9] N.V. Krylov Lectures on Elliptic and Parabolic Equations in Hölder Spaces, Graduate Studies in Mathematics, vol. 12, American Mathematical Society, Providence, RI, 1996

[10] D. Revuz; M. Yor Continuous Martingales and Brownian Motion, Springer-Verlag, Berlin, 1991

Cité par Sources :

Commentaires - Politique