Rough linear transport equation with an irregular drift

preprint2015arXivOpen access

Abstract

We study the linear transport equation ∂∂tu(t,x)+b(t,x)⋅∇u(t,x)+∇u(t,x)⋅∂∂tX(t)=0,u(0,x)=u0(x) \frac{\partial}{\partial t} u ( t,x ) +b ( t,x ) \cdot \nabla u ( t,x ) + \nabla u ( t,x ) \cdot \frac{\partial}{\partial t} X ( t ) =0, \hspace{2em} u ( 0,x ) =u_{0} ( x ) where bb is a vectorfield of limited regularity and XX a vector-valued Hölder continuous driving term. Using the theory of controlled rough paths we give a meaning to the weak formulation of the PDE and solve that equation for smooth vectorfields bb. In the case of the fractional Brownian motion a phenomenon of regularization by noise is displayed.

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