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On the convergence of stochastic transport equations to a deterministic parabolic one
Stochastics and Partial Differential Equations: Analysis and Computations ( IF 1.5 ) Pub Date : 2020-01-02 , DOI: 10.1007/s40072-019-00162-6
Lucio Galeati

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of STLE to the solution of a deterministic parabolic equation. Existence and uniqueness for STLE are also discussed. Our method works in dimension \(d\ge 2\); the case \(d=1\) is also investigated but no conclusive answer is obtained.



中文翻译:

关于随机运输方程到确定抛物线方程的收敛性

研究了具有与时空相关的可乘噪声的随机运输线性方程(STLE)。结果表明,在适当的噪声假设下,乘法重归一化导致STLE的解收敛到确定性抛物方程的解。还讨论了STLE的存在性和唯一性。我们的方法适用于维度\(d \ ge 2 \) ; 也调查了\(d = 1 \)的情况,但没有得出确定的答案。

更新日期:2020-01-02
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