collaborators

5 papers

math.PR2019

On a rough perturbation of the Navier-Stokes system and its vorticity formulation

Martina Hofmanova, James-Michael Leahy, Torstein Nilssen

We introduce a rough perturbation of the Navier-Stokes system and justify its physical relevance from balance of momentum and conservation of circulation in the inviscid limit. We…

math.PR2018

Existence, uniqueness and stability of semi-linear rough partial differential equations

Peter Friz, Torstein Nilssen, Wilhelm Stannat

We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on using the variational approach. This includes well-posedness of…

math.PR2018

An Itô Formula for rough partial differential equations and some applications

Antoine Hocquet, Torstein Nilssen

We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form on $[0,T]…

math.PR2018

Weak solutions of rough path SDE's via Girsanov

Torstein Nilssen

We consider a differential equation driven by a Brownian motion as well as a rough path. We prove a Girsanov-type result for this equation to construct a weak solution in the proba…

math.PR2018

Generalized Burgers equation with rough transport noise

Antoine Hocquet, Torstein Nilssen, Wilhelm Stannat

We introduce a new technique for studying well posedness and energy estimates for evolution equations with a rough transport term. The technique is based on finding suitable space-…