Skip to main content

Regularization and Well-Posedness by Noise for Ordinary and Partial Differential Equations

  • Conference paper
  • First Online:
Stochastic Partial Differential Equations and Related Fields (SPDERF 2016)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 229))

Abstract

We give a brief introduction and overview of the topic of regularization and well-posedness by noise for ordinary and partial differential equations. The article is an attempt to outline in a concise fashion different directions of research in this field that have attracted attention in recent years. We close the article with a look on more recent developments in the field of nonlinear SPDE, focusing on stochastic scalar conservation laws and porous media equations. The article is tailored at master/PhD level, trying to allow a smooth introduction to the subject and pointing at a large list of references to allow further in-depth study.

Dedicated to Michael Röckner in honor of his 60th birthday.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 109.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 149.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Barbu, V.: Nonlinear differential equations of monotone types in Banach spaces. Springer monographs in mathematics. Springer, New York (2010)

    Google Scholar 

  2. Liu, W., Röckner, M.: Stochastic partial differential equations: an introduction. Universitext. Springer, Cham (2015)

    Google Scholar 

  3. DiPerna, R.J., Lions, P.-L.: Ordinary differential equations, transport theory and Sobolev spaces. Invent. Math. 98(3), 511–547 (1989)

    Article  MathSciNet  Google Scholar 

  4. Ambrosio, L.: Transport equation and Cauchy problem for \(BV\) vector fields. Invent. Math. 158(2), 227–260 (2004)

    Article  MathSciNet  Google Scholar 

  5. Crippa, G., De Lellis, C.: Estimates and regularity results for the diperna-lions flow. J. Reine Angew. Math. 616, 15–46 (2008)

    MathSciNet  MATH  Google Scholar 

  6. Ambrosio, L., Crippa, G.: Continuity equations and ODE flows with non-smooth velocity. Proc. R. Soc. Edinb. Sect. A 144(6), 1191–1244 (2014)

    Article  MathSciNet  Google Scholar 

  7. Flandoli, F.: Random perturbation of PDEs and fluid dynamic models. In: Lecture notes in mathematics, vol. 2015. Springer, Heidelberg (2011). Lectures from the 40th Probability Summer School held in Saint-Flour (2010)

    Google Scholar 

  8. Karatzas, I., Shreve, S.E.: Brownian motion and stochastic calculus. In: Graduate texts in mathematics, vol. 113, 2nd edn. Springer, New York (1991)

    Google Scholar 

  9. Revuz, D., Yor, M.: Fundamental principles of mathematical sciences. In: Continuous martingales and Brownian motion, vol 293 of Grundlehren der Mathematischen Wissenschaften, 3rd edn. Springer, Berlin (1999)

    Google Scholar 

  10. Veretennikov, A.J.: Strong solutions and explicit formulas for solutions of stochastic integral equations. Mat. Sb. (N.S.), 111(153)(3):434–452, 480 (1980)

    Google Scholar 

  11. Menoukeu-Pamen, O., Meyer-Brandis, T., Nilssen, T., Proske, F., Zhang, T.: A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s. Math. Ann. 357(2), 761–799 (2013)

    Article  MathSciNet  Google Scholar 

  12. Meyer-Brandis, T., Proske, F.: Construction of strong solutions of SDE’s via Malliavin calculus. J. Funct. Anal. 258(11), 3922–3953 (2010)

    Article  MathSciNet  Google Scholar 

  13. Krylov, N.V., Röckner, M.: Strong solutions of stochastic equations with singular time dependent drift. Probab. Theory Relat. Fields 131(2), 154–196 (2005)

    Article  MathSciNet  Google Scholar 

  14. Fedrizzi, E., Flandoli, F.: Pathwise uniqueness and continuous dependence of SDEs with non-regular drift. Stochastics 83(3), 241–257 (2011)

    Article  MathSciNet  Google Scholar 

  15. Banos, D., Duedahl, S., Meyer-Brandis, T., Proske, F.: Construction of malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the yamada-watanabe principle, (2015). arXiv:1503.09019

  16. Luo, D.: Quasi-invariance of the stochastic flow associated to Itô’s SDE with singular time-dependent drift. J. Theor. Probab. 28(4), 1743–1762 (2015)

    Article  Google Scholar 

  17. Flandoli, F., Gubinelli, M., Priola, E.: Well-posedness of the transport equation by stochastic perturbation. Invent. Math. 180(1), 1–53 (2010)

    Article  MathSciNet  Google Scholar 

  18. Mohammed, S.-E.A., Nilssen, T.K., Proske, F.N.: Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation. Ann. Probab. 43(3), 1535–1576 (2015)

    Article  MathSciNet  Google Scholar 

  19. Bogachev, V.I., Krylov, N.V., Röckner, M., Shaposhnikov, S.V.: Fokker-Planck-Kolmogorov equations. In: Mathematical surveys and monographs, vol. 207. American Mathematical Society, Providence, RI (2015)

    Google Scholar 

  20. Figalli, A.: Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients. J. Funct. Anal. 254(1), 109–153 (2008)

    Article  MathSciNet  Google Scholar 

  21. Le Bris, C., Lions, P.-L.: Existence and uniqueness of solutions to Fokker–Planck type equations with irregular coefficients. Commun. Partial Differ. Equ. 33(7–9), 1272–1317 (2008)

    Article  MathSciNet  Google Scholar 

  22. Trevisan, D.: Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients. Electron. J. Probab. 21(22), 41 (2016)

    Google Scholar 

  23. Röckner, M., Zhang, X.: Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients. C. R. Math. Acad. Sci. Paris 348(7–8), 435–438 (2010)

    Article  MathSciNet  Google Scholar 

  24. Haadem, S., Proske, F.: On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE’s with singular coefficients. J. Funct. Anal. 266(8), 5321–5359 (2014)

    Article  MathSciNet  Google Scholar 

  25. Priola, E.: Pathwise uniqueness for singular SDEs driven by stable processes. Osaka J. Math. 49(2), 421–447 (2012)

    MathSciNet  MATH  Google Scholar 

  26. Priola, E. Stochastic flow for SDEs with jumps and irregular drift term. In: Stochastic analysis, volume 105 of Banach Center Publications, pages 193–210. Polish Academy of Science Institute of Mathematics, Warsaw (2015)

    Google Scholar 

  27. Catellier, R., Gubinelli, M.: Averaging along irregular curves and regularisation of ODEs. Stoch. Process. Appl. 126(8), 2323–2366 (2016)

    Article  MathSciNet  Google Scholar 

  28. Davie, A.M. Uniqueness of solutions of stochastic differential equations. Int. Math. Res. Not. IMRN, (24):Art. ID rnm124, 26 (2007)

    Google Scholar 

  29. Davie, A.M. Individual path uniqueness of solutions of stochastic differential equations. In: Stochastic analysis 2010, pp. 213–225. Springer, Heidelberg (2011)

    Google Scholar 

  30. Attanasio, S., Flandoli, F.: Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplication noise. Commun. Partial Differ. Equ. 36(8), 1455–1474 (2011)

    Article  MathSciNet  Google Scholar 

  31. Fedrizzi, E., Flandoli, F.: Noise prevents singularities in linear transport equations. J. Funct. Anal. 264(6), 1329–1354 (2013)

    Article  MathSciNet  Google Scholar 

  32. Flandoli, F., Gubinelli, M., Priola, E.: Does noise improve well-posedness of fluid dynamic equations? In: Stochastic partial differential equations and applications, vol. 25 of Quad. Mat., pages 139–155. Deptartment of Mathematics, Seconda University Napoli, Caserta, 2010

    Google Scholar 

  33. Flandoli, F., Gubinelli, M., Priola, E.: Remarks on the stochastic transport equation with Hölder drift. Rend. Semin. Mat. Univ. Politec. Torino 70(1), 53–73 (2012)

    MathSciNet  MATH  Google Scholar 

  34. Maurelli, M. Thesis (2011)

    Google Scholar 

  35. Neves, W., Olivera, C.: Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition. NoDEA Nonlinear Differ. Equ. Appl. 22(5), 1247–1258 (2015)

    Article  MathSciNet  Google Scholar 

  36. Attanasio, S., Flandoli, F.: Zero-noise solutions of linear transport equations without uniqueness: an example. C. R. Math. Acad. Sci, Paris (2009)

    Google Scholar 

  37. Buckdahn, R., Ouknine, Y., Quincampoix, M.: On limiting values of stochastic differential equations with small noise intensity tending to zero. Bull. Sci. Math. 133(3), 229–237 (2009)

    Article  MathSciNet  Google Scholar 

  38. Delarue, F., Flandoli, F.: The transition point in the zero noise limit for a 1D Peano example. Discret. Contin. Dyn. Syst. 34(10), 4071–4083 (2014)

    Article  MathSciNet  Google Scholar 

  39. Pilipenko, A. Proske, F.: On a selection problem for small noise perturbation in multidimensional case, (2015). arXiv:1510.00966

  40. Trevisan, D. Zero noise limits using local times. Electron. Commun. Probab. 18(31), 7 (2013)

    Google Scholar 

  41. Gyöngy, I., Pardoux, É.: On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Probab. Theory Relat. Fields 97(1–2), 211–229 (1993)

    Article  MathSciNet  Google Scholar 

  42. Butkovsky, O., Mytnik, L.: Regularization by noise and flows of solutions for a stochastic heat equation, 2016. arXiv:1610.02553

  43. Nilssen, T.: Quasi-linear stochastic partial differential equations with irregular coefficients: Malliavin regularity of the solutions. Stoch. Partial Differ. Equ. Anal. Comput. 3(3), 339–359 (2015)

    MathSciNet  MATH  Google Scholar 

  44. Flandoli, F., Romito. M.: Probabilistic analysis of singularities for the 3D Navier-Stokes equations. In: Proceedings of EQUADIFF, 10 (Prague, 2001), vol. 127, pages 211–218 (2002)

    Google Scholar 

  45. Flandoli, F., Romito, M.: Markov selections for the 3D stochastic Navier–Stokes equations. Probab. Theory Relat. Fields 140(3–4), 407–458 (2008)

    MathSciNet  MATH  Google Scholar 

  46. Caffarelli, L., Kohn, R., Nirenberg, L.: Partial regularity of suitable weak solutions of the Navier–Stokes equations. Commun. Pure Appl. Math. 35(6), 771–831 (1982)

    Article  MathSciNet  Google Scholar 

  47. Delarue, F., Flandoli, F., Vincenzi, D.: Noise prevents collapse of Vlasov–Poisson point charges. Commun. Pure Appl. Math. 67(10), 1700–1736 (2014)

    Article  MathSciNet  Google Scholar 

  48. Majda, A.J., Bertozzi, A.L.: Vorticity and incompressible flow. In: Cambridge texts in applied mathematics, vol. 27. Cambridge University Press, Cambridge (2002)

    Google Scholar 

  49. Flandoli, F., Gubinelli, M., Priola, E.: Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations. Stoch. Process. Appl. 121(7), 1445–1463 (2011)

    Article  MathSciNet  Google Scholar 

  50. Fedrizzi, E., Flandoli, F., Priola, E., Vovelle, J.: Regularity of stochastic kinetic equations, (2016). arXiv:1606.01088

  51. Cerrai, S.: Second order PDE’s in finite and infinite dimension: a probabilistic approach. Lecture notes in mathematics, vol. 1762. Springer, Berlin (2001)

    Google Scholar 

  52. Da Prato, G.: Kolmogorov equations for stochastic PDEs.In: Advanced Courses in Mathematics. CRM Barcelona. Birkhäuser Verlag, Basel (2004)

    Google Scholar 

  53. Da Prato, G., Zabczyk, J.: Stochastic equations in infinite dimensions. In: Encyclopedia of mathematics and its applications, vol. 44. Cambridge University Press, Cambridge (1992)

    Google Scholar 

  54. Da Prato, G., Flandoli, F.: Pathwise uniqueness for a class of SDE in Hilbert spaces and applications. J. Funct. Anal. 259(1), 243–267 (2010)

    Article  MathSciNet  Google Scholar 

  55. Da Prato, G., Flandoli, F., Priola, E., Röckner, M.: Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift. Ann. Probab. 41(5), 3306–3344 (2013)

    Article  MathSciNet  Google Scholar 

  56. Da Prato, G., Flandoli, F., Priola, E., Röckner, M.: Strong uniqueness for stochastic evolution equations with unbounded measurable drift term. J. Theor. Probab. 28(4), 1571–1600 (2015)

    Article  MathSciNet  Google Scholar 

  57. Da Prato, G., Flandoli, F., Röckner, M.: Fokker-Planck equations for SPDE with non-trace-class noise. Commun. Math. Stat. 1(3), 281–304 (2013)

    Article  MathSciNet  Google Scholar 

  58. Da Prato, G., Flandoli, F., Röckner, M.: Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift. Stoch. Partial Differ. Equ. Anal. Comput. 2(2), 121–145 (2014)

    MathSciNet  MATH  Google Scholar 

  59. Da Prato, G., Flandoli, F., Röckner, M., Veretennikov, A.Y.: Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. Ann. Probab. 44(3), 1985–2023 (2016)

    Article  MathSciNet  Google Scholar 

  60. Dafermos, C.M.: Fundamental principles of mathematical sciences. In: Hyperbolic conservation laws in continuum physics, vol 325 of Grundlehren der Mathematischen Wissenschaften, 3rd edn. Springer, Berlin (2010)

    Google Scholar 

  61. Kružkov, S.N. First order quasilinear equations with several independent variables. Mat. Sb. (N.S.), 81(123), 228–255 (1970)

    Google Scholar 

  62. Lax, P.D.: Hyperbolic systems of conservation laws II. Commun. Pure Appl. Math. 10, 537–566 (1957)

    Article  MathSciNet  Google Scholar 

  63. Crandall, M.G.: The semigroup approach to first order quasilinear equations in several space variables. Isr. J. Math. 12, 108–132 (1972)

    Article  MathSciNet  Google Scholar 

  64. Lions, P.-L., Perthame, B., Tadmor, E.: A kinetic formulation of multidimensional scalar conservation laws and related equations. J. Am. Math. Soc. 7(1), 169–191 (1994)

    Article  MathSciNet  Google Scholar 

  65. Perthame, B.: Kinetic formulation of conservation laws. In: Oxford lecture series in mathematics and its applications, vol. 21. Oxford University Press, Oxford (2002)

    Google Scholar 

  66. Perthame, B., Souganidis, P.E.: Dissipative and entropy solutions to non-isotropic degenerate parabolic balance laws. Arch. Ration. Mech. Anal. 170(4), 359–370 (2003)

    Article  MathSciNet  Google Scholar 

  67. Avellaneda, M., Weinan, E.: Statistical properties of shocks in Burgers turbulence. Commun. Math. Phys. 172(1), 13–38 (1995)

    Article  MathSciNet  Google Scholar 

  68. Burgers, J.: The non-linear diffusion equation: asymptotic solutions and statistical problems. Springer, Lecture series (1974)

    Google Scholar 

  69. Ryan, R.: Large-deviation analysis of Burgers turbulence with white-noise initial data. Commun. Pure Appl. Math. 51(1), 47–75 (1998)

    Article  MathSciNet  Google Scholar 

  70. Sinaĭ, Y.G.: Statistics of shocks in solutions of inviscid Burgers equation. Commun. Math. Phys. 148(3), 601–621 (1992)

    Article  MathSciNet  Google Scholar 

  71. Nakazawa, H.: Stochastic Burgers’ equation in the inviscid limit. Adv. Appl. Math. 3(1), 18–42 (1982)

    Article  MathSciNet  Google Scholar 

  72. Weinan, E., Khanin,K., Mazel, A., Sinai, Y.: Invariant measures for Burgers equation with stochastic forcing. Ann. Math. (2). 151(3), 877–960 (2000)

    Google Scholar 

  73. Debussche, A., Vovelle, J.: Invariant measure of scalar first-order conservation laws with stochastic forcing. Probab. Theory Relat. Fields 163(3–4), 575–611 (2015)

    Article  MathSciNet  Google Scholar 

  74. Kim, J.U.: On a stochastic scalar conservation law. Indiana Univ. Math. J. 52(1), 227–256 (2003)

    Article  MathSciNet  Google Scholar 

  75. Saussereau, B., Stoica, I.L.: Scalar conservation laws with fractional stochastic forcing: existence, uniqueness and invariant measure. Stoch. Process. Appl. 122(4), 1456–1486 (2012)

    Article  MathSciNet  Google Scholar 

  76. Vallet, G., Wittbold, P.: On a stochastic first-order hyperbolic equation in a bounded domain. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12(4), 613–651 (2009)

    Article  MathSciNet  Google Scholar 

  77. Holden, H., Risebro, N.H.: Conservation laws with a random source. Appl. Math. Optim. 36(2), 229–241 (1997)

    Article  MathSciNet  Google Scholar 

  78. Feng, J., Nualart, D.: Stochastic scalar conservation laws. J. Funct. Anal. 255(2), 313–373 (2008)

    Article  MathSciNet  Google Scholar 

  79. Debussche, A., Vovelle, J.: Scalar conservation laws with stochastic forcing. J. Funct. Anal. 259(4), 1014–1042 (2010)

    Article  MathSciNet  Google Scholar 

  80. Hofmanová, M.: Degenerate parabolic stochastic partial differential equations. Stoch. Process. Appl. 123(12), 4294–4336 (2013)

    Article  MathSciNet  Google Scholar 

  81. Chen, G.-Q., Ding, Q., Karlsen, K.H.: On nonlinear stochastic balance laws. Arch. Ration. Mech. Anal. 204(3), 707–743 (2012)

    Article  MathSciNet  Google Scholar 

  82. Bauzet, C., Vallet, G., Wittbold, P.: The cauchy problem for conservation laws with a multiplicative stochastic perturbation. J. Hyperbolic Differ. Equ. 9(4), 661–709 (2013)

    Article  MathSciNet  Google Scholar 

  83. Bauzet, C., Vallet, G., Wittbold, P.: The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation. J. Funct. Anal. 266(4), 2503–2545 (2014)

    Article  MathSciNet  Google Scholar 

  84. Bauzet, C., Vallet, G., Wittbold, P.: A degenerate parabolic-hyperbolic Cauchy problem with a stochastic force. J. Hyperbolic Differ. Equ. 12(3), 501–533 (2015)

    Article  MathSciNet  Google Scholar 

  85. Bauzet, C., Vallet, G., Wittbold, P., Zimmermann, A.: On a \(p(t, x)\)-Laplace evolution equation with a stochastic force. Stoch. Partial Differ. Equ. Anal. Comput. 1(3), 552–570 (2013)

    MathSciNet  MATH  Google Scholar 

  86. Kim, J.U.: On the Cauchy problem for the transport equation with random noise. J. Funct. Anal. 259(12), 3328–3359 (2010)

    Article  MathSciNet  Google Scholar 

  87. Gess, B., Souganidis, P.E.: Scalar conservation laws with multiple rough fluxes. Commun. Math. Sci. 13(6), 1569–1597 (2015)

    Article  MathSciNet  Google Scholar 

  88. Lions, P.-L., Perthame, B., Souganidis, P.E.: Scalar conservation laws with rough (stochastic) fluxes. Stoch. Partial Differ. Equ. Anal. Comput. 1(4), 664–686 (2013)

    MathSciNet  MATH  Google Scholar 

  89. Lions, P.-L., Perthame, B., Souganidis, P.E.: Stochastic averaging lemmas for kinetic equations. In: Séminaire Laurent Schwartz—Équations aux dérivées partielles et applications. Année 2011–2012, Sémin. Équ. Dériv. Partielles, pages Exp. No. XXVI, 17. École Polytech., Palaiseau (2013)

    Google Scholar 

  90. Lions, P.-L., Perthame, B., Souganidis, P.E.: Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case. Stoch. Partial Differ. Equ. Anal. Comput. 2(4), 517–538 (2014)

    MathSciNet  MATH  Google Scholar 

  91. Gess, B., Maurelli, M.: Well-posedness by noise for scalar conservation laws, (2017). arXiv:1701.05393

  92. Andreianov, B., Karlsen, K.H., Risebro, N.H.: On vanishing viscosity approximation of conservation laws with discontinuous flux. Netw. Heterog. Media 5(3), 617–633 (2010)

    Article  MathSciNet  Google Scholar 

  93. Andreianov, B., Karlsen, K.H., Risebro, N.H.: A theory of \(L^1\)-dissipative solvers for scalar conservation laws with discontinuous flux. Arch. Ration. Mech. Anal. 201(1), 27–86 (2011)

    Article  MathSciNet  Google Scholar 

  94. Andreianov, B., Mitrović, D.: Entropy conditions for scalar conservation laws with discontinuous flux revisited. Ann. Inst. H. Poincaré Anal. Non Linéaire 32(6), 1307–1335 (2015)

    Article  MathSciNet  Google Scholar 

  95. Crasta, G., De Cicco, V., De Philippis, G.: Kinetic formulation and uniqueness for scalar conservation laws with discontinuous flux. Commun. Partial Differ. Equ. 40(4), 694–726 (2015)

    Article  MathSciNet  Google Scholar 

  96. Crasta, G., De Cicco, V., De Philippis, G., Ghiraldin, F.: Structure of solutions of multidimensional conservation laws with discontinuous flux and applications to uniqueness. Arch. Ration. Mech. Anal. 221(2), 961–985 (2016)

    Article  MathSciNet  Google Scholar 

  97. Gassiat, P., Gess, B. Regularization by noise for stochastic Hamilton–Jacobi equations, (2016). arXiv:1609.07074

  98. Gess, B., Souganidis, P.E.: Long-time behavior, invariant measures, and regularizing effects for stochastic scalar conservation laws. Commun. Pure Appl. Math. 70(8), 1562–1597 (2017)

    Article  MathSciNet  Google Scholar 

  99. Gess, B., Souganidis, P.E.: Long-time behaviour, invariant measures and regularizing effects for stochastic scalar conservation laws - revised version, (2017) (preprint)

    Google Scholar 

  100. Golse, F., Perthame, B.: Optimal regularizing effect for scalar conservation laws. Rev. Mat. Iberoam. 29(4), 1477–1504 (2013)

    Article  MathSciNet  Google Scholar 

  101. Jabin, P.-E., Perthame, B. Regularity in kinetic formulations via averaging lemmas. ESAIM Control Optim. Calc. Var. 8, 761–774 (2002) (electronic). A tribute to J. L. Lions

    Google Scholar 

  102. De Lellis, C., Westdickenberg, M.: On the optimality of velocity averaging lemmas. Ann. Inst. H. Poincaré Anal. Non Linéaire 20(6), 1075–1085 (2003)

    Article  MathSciNet  Google Scholar 

  103. Vázquez, J.L.: The porous medium equation: mathematical theory. Oxford mathematical monographs. The Clarendon Press Oxford University Press, Oxford (2007)

    Google Scholar 

  104. Gianazza, U., Schwarzacher, S.: Self-improving property of degenerate parabolic equations of porous medium-type, (2016). arXiv:1603.07241

  105. Friz, P.K., Gassiat, P., Lions, P.-L., Souganidis, P.E.: Eikonal equations and pathwise solutions to fully non-linear SPDEs, (2016). arXiv:1602.04746

  106. Lions, P.-L., Souganidis, P.E.: Stochastic viscosity solutions. (Book, in preparation)

    Google Scholar 

  107. Lions, P.-L.: Generalized solutions of Hamilton–Jacobi equations. In: Research notes in mathematics, vol. 69. Pitman (Advanced Publishing Program), Boston, Mass-London (1982)

    Google Scholar 

  108. Lasry, J.-M., Lions, P.-L: A remark on regularization in Hilbert spaces. Israel J. Math. 55(3) (1986)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Benjamin Gess .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG, part of Springer Nature

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Gess, B. (2018). Regularization and Well-Posedness by Noise for Ordinary and Partial Differential Equations. In: Eberle, A., Grothaus, M., Hoh, W., Kassmann, M., Stannat, W., Trutnau, G. (eds) Stochastic Partial Differential Equations and Related Fields. SPDERF 2016. Springer Proceedings in Mathematics & Statistics, vol 229. Springer, Cham. https://doi.org/10.1007/978-3-319-74929-7_3

Download citation

Publish with us

Policies and ethics