Initial-boundary value problem for transport equations driven by rough paths
Author:
Dai Noboriguchi
Journal:
Theor. Probability and Math. Statist. 110 (2024), 167-183
MSC (2020):
Primary 35L04, 60H15
DOI:
https://doi.org/10.1090/tpms/1212
Published electronically:
May 10, 2024
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Abstract: In this paper, we are interested in the initial Dirichlet boundary value problem for a transport equation driven by weak geometric Hölder $p$-rough paths. We introduce a notion of solutions to rough partial differential equations with boundary conditions. Consequently, we will establish a well-posedness for such a solution under some assumptions stated below. Moreover, the solution is given explicitly.
References
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References
- H. Amann, Ordinary differential equations. An introduction to nonlinear analysis, W. de Gruyter, Berlin, 1990. MR 1071170
- L. Arlotti, J. Banasiak, and B. Lods, Semigroups for general transport equations with abstract boundary conditions, arXiv:math.AP/0610808.
- L. Ambrosio, Transport equation and Cauchy problem for BV vector fields, Invent. Math. 158 (2004), 227–260. MR 2096794
- C. Bardos, Problèmes aux limites pour les équations aux dérivées partielles du premier ordre à coefficients réels; théorèmes d’approximation; application à l’équation de transport, Ann. Sci. École Norm. Sup. (4), 3 (1970), 185–233. MR 274925
- F. Boyer, Trace theorems and spatial continuity properties for the solutions of the transport equation, Differential Integral Equations, 18 (2005), no. 8, 891–934. MR 2150445
- M. Caruana and P. Friz, Partial differential equations driven by rough paths, J. Differential Equations 247 (2009), no. 1, 140–173. MR 2510132
- G. Crippa, C. Donadello, and V. Spinolo, Initial-boundary value problems for continuity equations with BV coefficients, arXiv:1304.0975v1. MR 3212249
- A. Debussche and J. Vovelle, Scalar conservation laws with stochastic forcing, J. Funct. Anal. 259 (2010), 1014–1042. MR 2652180
- R. DiPerna and P.-L. Lions, Ordinary differential equations, transport theory and Sobolev spaces, Invent. Math. 98 (1989), 511–547. MR 1022305
- F. Flandoli, M. Gubinelli, and E. Priola, Well-posedness of the transport equation by stochastic perturbation, Invent. Math., 180 (2010), no. 1, 1–53. MR 2593276
- P. Friz and N. Victoir, Multidimensional stochastic processes as rough paths theory and applications, Cambridge University Press, 2010. MR 2604669
- T. Funaki, Construction of a solution of random transport equation with boundary condition, J. Math. Soc. Japan 31 (1979), no. 4, 719–744. MR 544688
- M. Hofmanová, Scalar conservation laws with rough flux and stochastic forcing, Stoch. Partial Differ. Equ. Anal. Comput. 4 (2016), 635–690. MR 3538012
- M. Hofmanová, A Bhatnagar–Gross–Kross approximation to stochastic scalar conservation laws, Ann. Inst. Henri Poincaré Probab. Stat. 51 (2015), no. 4, 1500–1528. MR 3414456
- C. Imbert and J. Vovelle, A kinetic formulation for multidimensional scalar conservation laws with boundary conditions and applications, SIAM J. Math. Anal. 36 (2004), 214–232. MR 2083859
- K. Kobayasi and D. Noboriguchi, Well-posedness for stochastic scalar conservation laws with the initial-boundary condition, J. Math. Anal. Appl. 461 (2018), 1416–1458. MR 3765499
- K. Kobayasi and D. Noboriguchi, A stochastic conservation law with nonhomogeneous Dirichlet boundary conditions, Acta Math. Vietnam. 41 (2016), no. 4, 607–632. MR 3574057
- H. Kunita, Stochastic flows and stochastic differential equations, Cambridge University Press, 1990. MR 1070361
- P.-L. Lions, B. Perthame, and P. E. Souganidis, Scalar conservation laws with rough (stochastic) fluxes, Stoch. Partial Differ. Equ. Anal. Comput. 1 (2013), no. 4, 664–686. MR 3327520
- P.-L. Lions, B. Perthame, and P. E. Souganidis, Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case, Stoch. Partial Differ. Equ. Anal. Comput. 2 (2014), no. 4, 517–538. MR 3274890
- T. J. Lyons and Z. Qian, System control and rough paths, Oxford University Press, 2002. MR 2036784
- S. Mischler, On the trace problem for the solutions of the Vlasov equations, Comm. Part. Diff. Eq. 25 (2000), no. 7-8, 1415–1443. MR 1765137
- W. Neves and C. Olivera, Initial-boundary value problem for stochastic transport equations, Stoch. Partial Differ. Equ. Anal. Comput. 9 (2021), no. 3, 674–701. MR 4297236
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Additional Information
Dai Noboriguchi
Affiliation:
Waseda University Senior High School, 3-31-1 Kamishakujii, Nerima-ku, Tokyo, 177-0044, Japan
Email:
nobo@waseda.jp
Keywords:
Initial-boundary value problem,
transport equation,
rough paths
Received by editor(s):
August 5, 2022
Accepted for publication:
March 7, 2023
Published electronically:
May 10, 2024
Additional Notes:
The author was supported by Waseda University Grant for Special Research Projects (No. 2021C-361 and No. 2022C-286).
Article copyright:
© Copyright 2024
Taras Shevchenko National University of Kyiv