A deterministic Hölder exponent for smooth-transport parabolic SPDEs
On $\mathbb{T}^d$, $d \ge 2$, consider the scalar Itô equation $$du = \nabla \cdot (a \nabla u)\,dt + \sum_{k \ge 1} (b_k \cdot \nabla u)\,dW^k_t, \qquad u(0) = u_0,$$ where the Brownian motions $W^k$ are independent, $u_0 \in C^\infty(\mathbb{T}^d)$ is deterministic, and the coefficients are progressively measurable in $(t, \omega)$ and measurable in $x$, with deterministic bounds $$|a| + \Bigl(\sum_k |b_k|^2\Bigr)^{1/2} \le M, \qquad \eta^\top \Bigl(a - \tfrac12 \sum_k b_k \otimes b_k\Bigr) \eta \ge \nu |\eta|^2 \quad (\eta \in \mathbb{R}^d)$$ for some $M < \infty$ and $\nu > 0$. The solution is the variational one, in $C([0,T]; L^2) \cap L^2(0,T; H^1)$, defined by testing against smooth spatial functions, with the stochastic terms integrated in the Itô sense. Assume moreover that $b = (b_k)_k$ is smooth in $x$ with deterministic bounds $\sup_{t, \omega} \|b(t, \omega, \cdot)\|_{C^j(\mathbb{T}^d; \ell^2(\mathbb{R}^d))} \le M_j$ for every integer $j \ge 1$, while $a$ remains merely bounded and measurable. $C^{\gamma/2, \gamma}$ is the parabolic Hölder space, with exponent $\gamma$ in space and $\gamma/2$ in time.
Agresti, Sauerbrey and Veraar proved that, already when $b$ is bounded in $C^{3+\delta}$, the solution is almost surely Hölder continuous, with an exponent that may depend on $\omega$. Their method, a stochastic change of variables along the flow of the noise, gives an exponent independent of $\omega$ when the $b_k$ depend only on $(t, \omega)$, and for finitely many commuting time-independent fields whose flows satisfy a uniform bound; they also gave an example in two dimensions in which the transformed equation has an ellipticity ratio that exceeds any given bound with positive probability.
Problem. For every $0 < \tau < T$, is there a deterministic $\gamma > 0$, depending only on $d$, $\nu$, $M$, $(M_j)$, $\tau$ and $T$, such that $$\mathbb{P}\bigl(u \in C^{\gamma/2, \gamma}([\tau, T] \times \mathbb{T}^d)\bigr) = 1?$$ The Hölder norm itself may be random and unbounded; the question is whether the exponent can be chosen independently of the sample. No commuting-flow or spatially constant noise assumption is allowed.
Source: Agresti, Sauerbrey and Veraar (2025), §1.2, second open problem (uniform Hölder exponent). Stated by AIM — Open Applied Problems on the torus, for transport noise bounded in every C^j and smooth deterministic initial data.
Imported from github.com/MColbrook/AIM.
Classification
- Primary
- PR — Probability
- Secondary
- AP
- Keywords
- AIM Open Applied Problems, De Giorgi–Nash–Moser estimates, stochastic PDEs, transport noise
References
@misc{agresti2025flow,
author = {Agresti, Antonio and Sauerbrey, Max and Veraar, Mark},
title = {A stochastic flow approach to {D}e {G}iorgi--{N}ash--{M}oser estimates for {SPDE}s with smooth transport noise},
year = {2025},
eprint = {2511.12692},
archivePrefix = {arXiv},
}
@misc{aim-smooth-transport-spde-deterministic-holder-exponent,
author = {Brunton, Steve and Colbrook, Matthew J. and de Hoop, Maarten V. and Stepaniants, George and Townsend, Alex and Ward, Rachel},
title = {{A deterministic Hölder exponent for smooth-transport parabolic SPDEs}},
howpublished = {AIM --- Open Applied Problems, GitHub repository},
year = {2026},
url = {https://github.com/MColbrook/AIM/blob/a153f469ee0ea64e876b2ad97c79d252c19a3e22/problems/455-smooth-transport-spde-deterministic-holder-exponent.md},
note = {Entry 455 at commit a153f46, 2026-10-13},
}
Resolution claims
We consider scalar divergence-form parabolic Itô equations on the torus, with bounded measurable diffusion and progressively measurable transport coefficients that are smooth in space with deterministic derivative bounds. Under stochastic parabolicity, we prove that every variational solution with deterministic smooth initial data has a positive deterministic parabolic Hölder exponent on each compact positive-time strip. The Hölder norm may remain random …
Status history
| When | Change | By | Reason |
|---|---|---|---|
| 2026-10-18 | Open → Solution claimed | The registry's curators | A deterministic Hölder exponent for parabolic SPDEs with smooth transport noise v1 recorded from AIM @ 24edaad, 455-smooth-transport-spde-deterministic-holder-exponent/manuscript.pdf. |
Citing this problem
This identifier is permanent. It will not change if the problem is solved, reclassified or withdrawn.
OP-00473, "A deterministic Hölder exponent for smooth-transport parabolic SPDEs", clopen.solutions.