Well-posedness of the transport equation by transport noise by Flandoli, Gubinelli, and Priola (Inventiones Mathematicae, 2010).
Ujjwal Koley (Associate Professor -G, TIFR CAM)
| Speaker |
Ujjwal Koley (Associate Professor -G, TIFR CAM)
|
|---|---|
| When |
Dec 12, 2024
from 04:00 PM to 05:00 PM |
| Where | LH-111, First Floor |
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PIZZA TALK
Title: Well-posedness of the transport equation by transport noise by Flandoli, Gubinelli, and Priola (Inventiones Mathematicae, 2010).
Title: Well-posedness of the transport equation by transport noise by Flandoli, Gubinelli, and Priola (Inventiones Mathematicae, 2010).
Abstract: We first discuss uniqueness of (stochastic) differential equations with additive noise and singular drift. We then consider a linear transport equation and show that uniqueness may fail for the deterministic PDE, but a stochastic perturbation of Brownian type is enough to restore the uniqueness.