Special Session 9: Stochastics and randomness in physical models

Pathwise uniqueness for stochastic PDEs with singular Holder continuous drift
Davide Augusto Bignamini
Universita degli studi dell`Insubria
Italy
Co-Author(s):    D. Addona, C. Orrieri, L. Scarpa
Abstract:
In this talk, we will discuss pathwise uniqueness for mild solutions to stochastic PDEs with drift given in differential form. The key example that we want to study is the following SPDE evolving in $H=L^2([0,1]^d)$ with $d\in \{1,2,3\}$ \[ dX(t) + A^\gamma X(t) \, dt=B(X(t))\, d t +A^{-\rho}\, d W(t)\,, \qquad X(0)=x\,, \] where $\{W(t)\}_{t\geq 0}$ is an $H$-cylindrical Wiener process, $-A$ is a suitable realization of the Laplacian in $H$, $B:D(A^\mu)\rightarrow D(A^{-\nu})$ is locally $\theta$-Holder continuous with $\theta\in (0,1)$, $\gamma>0$ and $\mu, \nu, \rho\geq 0$ are given constants. Under suitable assumptions on $\gamma>0$ and $\mu, \nu, \rho\geq 0$, we will show that the pathwise uniqueness holds in $D(A^\mu)$. The singularity of the drift perturbation $B$ allows to achieve novel pathwise uniqueness results for several classes of examples, ranging from fluid-dynamics to phase-separation models.