Transport Equations and Flows with One-Sided Lipschitz Velocity Fields

Abstract

We study first- and second-order linear transport equations, as well as flows for ordinary and stochastic differential equations, with irregular velocity fields satisfying a one-sided Lipschitz condition. Depending on the time direction, the flows are either compressive or expansive. In the compressive regime, we characterize the stable continuous distributional solutions of both the first and second-order nonconservative transport equations as the unique viscosity solution, and we also provide new observations and characterizations for the dual, conservative equations. Our results in the expansive regime complement the theory of Bouchut et al. (Ann Sc Norm Super Pisa Cl Sci (5) 4:1–25, 2005), and we develop a complete theory for both the conservative and nonconservative equations in Lebesgue spaces, as well as proving the existence, uniqueness, and stability of the regular Lagrangian flow for the associated ordinary differential equation. We also provide analogous results in this context for second order equations with degenerate noise coefficients that are constant in the spatial variable, as well as for the related stochastic differential equation flows.