On the well-posedness of (nonlinear) rough continuity equations

Abstract

Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood drifts, as well as well-posedness of weak $L^p$-valued solutions to linear rough continuity and transport equations on $\mathbb{R}^d$ under DiPerna--Lions regularity conditions; a combination of the two then yields flow representation formula for linear RPDEs. We apply these results to obtain existence, uniqueness and continuous dependence for $L^1\cap L^\infty$-valued solutions to a general class of nonlinear continuity equations. In particular, our framework covers the $2$D Euler equations in vorticity form with rough transport noise, providing a rough analogue of Yudovich's theorem. As a consequence, we construct an associated continuous random dynamical system, when the driving noise is a fractional Brownian motion with Hurst parameter $H \in (1/3,1)$. We further prove weak existence of solutions for initial vorticities in $L^1\cap L^p$, for any $p\in [1,\infty)$.